[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Exits for individual contract in a multi-contract position in TS4



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
>