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Actually you're right...I was just "bustin on you".
But for the money I paid for this product, I didn't really think I'd EVER
have to put in all of the logic in EVERY one of my systems to be able to do
incredibly SIMPLE thing !
Note: beware.....the order of the ticks come into play with this......so ya
gotta track them in an array as well.
Oops....and then don't forget to parm-in a boolean when you are dealing with
non-tick level data for backtesting....
see how messy this can get ?
This same thing applies to the management of multiple, scaled contract
positions.....wow, it can get hairy computing entry price and entry loss for
multiple entries....
> -----Original Message-----
> From: Brian [mailto:blink64@xxxxxxxx]
> Sent: Thursday, November 02, 2000 5:44 PM
> To: List, Omega
> Subject: RE: Returning Last Signal Name...
>
>
> Just make a call to your SavePositionName function after a Buy signal is
> triggered. Stop orders are different. Mine are market orders so
> it's easy.
> With regards to your example, if you know the price of the stop
> orders, you
> should be able to tell which order was executed based on PositionProfit
> figure (there shoud be other ways) and change in MarketPosition. If two
> stop orders are at the same price then both should be trigered.
> If the low
> of a bar is between two stop orders then the highest order should be
> triggered. If you monitor for a change in Marketposition (ie flat to > 1)
> and then watch PositionProfit on each bar, you should be able to
> tell which
> one was hit. Grant it it take some creative thinking and extra code, but
> not as much as guessing the internals of tradestaion and
> intracacies of COM.
>
> > -----Original Message-----
> > From: M. Simms [mailto:prosys@xxxxxxxxxxxxxxxx]
> > Sent: Thursday, November 02, 2000 12:46 PM
> > To: orcas@xxxxxxxx; List, Omega
> > Subject: RE: Returning Last Signal Name...
> >
> >
> > Yeah, well since INTERNALLY Tradestation is making the call when
> > there are 2
> > or more ACTIVE signals with almost the EXACT same stop price (or
> > the SAME),
> > then you'll be a Fu..king GENIUS if you can do it OUTSIDE of the DLL
> > interface and determine EXACTLY which signal was "HIT".
> >
> > Analogy: You're saying you can tell which decision the President
> > is going to
> > make without being in the Whitehouse.
> >
> > > -----Original Message-----
> > > From: Brian [mailto:blink64@xxxxxxxx]
> > > Sent: Thursday, November 02, 2000 12:22 PM
> > > To: List, Omega
> > > Subject: RE: Returning Last Signal Name...
> > >
> > >
> > >
> > > I didn't see those posts, but thanks. Why go through the hassle
> > > of writing
> > > a com compliant app when you could spend about 1-2 hours writing EL
> > > functions that would do much the same thing? I was just
> > > wondering if there
> > > was an easier way to do it, but looks like I'll just use flags.
> > >
> > > > -----Original Message-----
> > > > From: M. Simms [mailto:prosys@xxxxxxxxxxxxxxxx]
> > > > Sent: Thursday, November 02, 2000 8:47 AM
> > > > To: orcas@xxxxxxxx; List, Omega
> > > > Subject: RE: Returning Last Signal Name...
> > > >
> > > >
> > > > No, No, and NO.
> > > > See previous posts where we:
> > > > 1) beat this to death
> > > > 2) contacted Omega tech support and they said "No" and hinted
> > > that it will
> > > > NEVER "be in there".
> > > > 3) determined the solution is via a COM compliant DLL
> > estimated to take
> > > > between 40 and 80 hours of programmer time to create, debug
> and test.
> > > >
> > > > Care to foot the bill ?
> > > >
> > > >
> > > > > -----Original Message-----
> > > > > From: Brian [mailto:blink64@xxxxxxxx]
> > > > > Sent: Thursday, November 02, 2000 12:36 AM
> > > > > To: List, Omega
> > > > > Subject: EL: Returning Last Signal Name...
> > > > >
> > > > >
> > > > > Is there a command in EL that will return the signal of the
> > > current open
> > > > > position? Is there one that can reference names of past
> > > signals such as
> > > > > PositionEntrySignal(1) where 1 refers to the the next to last
> > > > entry signal
> > > > > name. (By entry signal name, I'm referring to the "S1" in
> > > this statement
> > > > > Sell ("S1") On Close.) I'm trying to detect, within the system
> > > > code, what
> > > > > signal was last executed without adding my own flags.
> > > > >
> > > > > Thanks,
> > > > > Brian.
> > > > >
> > > > >
> > > >
> > > >
> > >
> >
> >
> >
>
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