Re: Exiting multiple positions from multiple signals

[cash@xxxxxxxxxxx]

Jim,

I was looking for a way to tie different SetDollarTrailing statements 
to different entries.  I never was able to find any way to do that, so I 
will be using the "From Entry" terminology.

Another thing that really drives me crazy about EL is that there are 
so many places where you must use a string literal and can't use a 
string variable.  What would be nice is:
Variables: StrategyOpen(""), StrategyClose("");
StrategyOpen = "MyEntry";
StrategyClose = "MyExit";
buy(StrategyOpen) at market;
ExitLong(StrategyClose) from StrategyOpen at 50 limit;

I've been trying to "modularize my code" (ie separate signals 
included), but in doing so, I've found out that I can't exit from a 
position with a named signal unless I entered that position in the 
same signal.  Putt and Brower talk about using the include system 
to combine entry and exits for diff market conditions, but this 
restriction prevents that when you want to identify specific entries 
to exit from. This too is annoying.

Getting back to your original question: No answer, just doing 
YAWA (Yet Another Work Around)<g>.

Thanks,

Cash

Date sent:      	Sun, 2 Sep 2001 00:39:03 -0700
From:           	"Jim Bronke" <jvbronke@xxxxxxxx>
To:             	<cash@xxxxxxxxxxx>, <omega-list@xxxxxxxxxx>
Subject:        	Re: Exiting multiple positions from multiple signals

> Cash,
> 
> I don't know if you ever got an answer to this question, but, if you look in
> Putt and Brower on p. 86 there is discussion on exit signals specifically
> for specific entry signals.
> 
> Jim Bronke
> Phoenix, AZ
> 
> 
> 
> ----- Original Message -----
> From: <cash@xxxxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Monday, August 27, 2001 4:21 PM
> Subject: Exiting multiple positions from multiple signals
> 
> 
> : I'm using TS2000 and was wondering about exiting positions
> : generated by different positions.  I want to be able to take
> : advantage of the Strategy testing Resolution for tick bars.  I'm
> : using intraday data on 1 minute charts and want the ticks to count
> : when I have them to use.
> :
> : For example, I have Signal1 which goes long when a stock is .25
> : up from the open. Then I have Signal2 when the stock goes .50 up
> : from the open.
> :
> : So, let's say that now the stock is on it's way up to .75 from the
> : open.  I want to set a trailing stop on the position from Signal1 at
> : .35 and I want to give the position from Signal2 more room by
> : setting a stop at for it at .50 cents.
> :
> : Usually with just one position, I use the SetDollarTrailing. But if I do
> : that here, won't that exit everything?  How about if I put the
> : SetDollarTrailing for each Signal in that signal's own code, then will
> : I be able to get individual exits?
> :
> : TIA,
> :
> : Cash
> :
> :
> : "Buy Low, Sell High"
> : (If this statment is used for financial gain, I am entitled to 10% of all
> profits. ;) )
> :
> 



"Buy Low, Sell High"
(If this statment is used for financial gain, I am entitled to 10% of all profits. ;) )