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Hi guys,
how do you solve this problem?:
I would like to use different indicators for opening/closing a position.
I would like the orders to be executed automatically.
I don't want the positions (let's say the mini S&P) of the different indicators to interfere each other?
I am working with ibc.GetPositionSize... but here I cannot get any information of the indicator which placed the positions.
Example:
indicator 1 gives me a signal to buy 10 ES contracts. 10 ES are filled
5 min later indicator 2 gives me a signal to buy 10 ES contracts. But just 5 ES are filled.
So I am long 15 contracts... If indicator 2 gives me an exit signal e.g. 1hour later, how should the the AT system know that it should sell just 5 contracts as just 5 were filled?
ibc.GetPositionSize can't solve this problem...
Does someone know a solution for this problem?
Many thanks, dubi
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