|
PureBytes Links
Trading Reference Links
|
I received a request to code a solution to problem; however I'm booked solid. If anybody wants to take on the challenge (the client is willing to pay $$), please let me know and I will give you his email address.
---- THE PROBLEM -----
If you buy one contract per bar, than you can easily keep record of each entry price. However, suppose you want to take three separate trades on the same bar using code similar to the following ...
Buy("En1") 1 contract at High[1] + 3 point STOP ;
Buy("En2") 1 contract at High[1] + 6 point STOP ;
Buy("En3") 1 contract at High[1] + 9 point STOP ;
When that bar closes, you could have 0,1,2 or 3 trades in play. The user wants to know how he can place into an array the entry amount of each trade that occurred. Assuming zero slippage for now (it can be considered later), the three entry prices may not be at the stop amounts specified in the code, because the bar may gap up. This calls for a lot of IF-then-else code.
If you are up to the challenge, for which you can negotiate a fee with the user, please let me know by responding DIRECTLY to me at mark@xxxxxxxxxxxx .
Regards,
Mark Jurik
|