PureBytes Links
Trading Reference Links
|
in tradestation multiple exits will only work
if you specify separate conditions per each exit,
else it will exit all once.
say you have 5 lots and you want to exit one at a time.
the only way it would work is if you have
if condition1 then
exitlong 1 contract;
if condition2 then
exitlong 1 contract:
....
if condition5 then
exitlong 1 contract;
that's it... of course you have to define
conditions and or expressions for that.
don't ask me why.
bilo.
ps. it's well know partial exit confusion problem.
----- Original Message -----
From: Steve Kline <sjkline@xxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Monday, February 19, 2001 2:04 PM
Subject: Exits for individual contract in a multi-contract position in TS4
> A system has a long entry signal that leads to multiple entries. I'd like
> to use a single exitlong signal that will exit each of the multiple
entries,
> one by one, based on each individual entry, namely - exitlong is
triggerred
> if the low of the day before entry is broken.
>
> I can write this using BarsSinceEntry but the ENTIRE position is exited,
> which is not what I want. I want each of the multiple entries to exit
based
> on their day before entry low.
>
> I've banged my head against the wall on this one for some time; can anyone
> offer any assistance on how to accomplish this in TS4?
>
> Thank you very much
>
|