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Mack,
This may explain part of what you are seeing:
TradeStation said, "Here's a quick recap of the underlying model of the
strategy engine as it relates to scaling in/scaling out: A position is made
up of groups of entries, each group being linked to a specific entry signal.
An entry can use multiple exit signals for piecemeal liquidation, and multiple
entries can use the same exit signal, among others; a given entry,
however, can use a given exit signal only once."
Notice the very last phrase after the word, however! It says that the
following system would fail to exit after the second exit was hit. And
as a result the system would end up long 900 shares even though you
issued the "exitlong 100 shares " multiple times!
if time = 800 then buy 1000;
if time greater than 800 and mod(time, 10) then exitlong 100 shares;
I had scratched my head raw trying to figure out why my code
would not work!
Regards,
Ernie
ebonugli@xxxxxxxx
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