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I have two variations of RoundLotSize that I am working with.
Unfortunately, I'm having a problem with both of them, but
fortunately the problem seems related to only one stock.
Which of these code combinations should produce the exact share
requirements that I want?
A) A combination of:
NumberOfSharesToBuy = IIf( Name() == "8603", 15000,
(I have left off all the code to keep this short, but you get the
idea -- each stock is specified with the number of shares to buy)
and . . .
RoundLotSize = IIf( Name() == "8603", 15000,
(Same thing here, I've just outlined it for you)
OR
B) Same NumberOfSharesToBuy construction as above,
and . . .
RoundLotSize = IIf( Name() == "8602, 1000,
Here is the situation in a nutshell:
With this particular stock that does indeed have a round lot size of
1000, both codes seem to work. I don't know if they should, or which
is desirable, or why.
With one particular bank stock however, which has an actual round lot
size of 1, I buy the issue in lots of 15.
When I have '15' specified in both NOSTB and RLS, I get 0 (zero) for
some of the trades. Not many, but it should never happen. It is not
position sizing for equity reduction. There is 50 times the
necessary equity in settings. It is something else.
When I have '15' specified in NOSTB, and '1' specified in RLS
however, instead of zero, I get 14 shares reported.
Which code is desirable, and why, and what should I look for in this
one particular issue that is causing this?
Yuki ^_^
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