Re: scaling contracts in and out???

[Abhijit Dey <omegalist@xxxxxxxxxx>]

> > I am modifying a strategy to scale out it's position. I want to enter
> > a) number of contracts to enter the trade with, and
> > b) scale out n1 contracts as target t1, {n2, t2} and so on.
> >
> > a) is easy. How to do b? Even if not possible directly, there must be a
> > workaround like so many other stuff with TS.
> >    
>
> here's my experiment with bollinger bands, can get the first order and the
> exit but not the scale in
>
>  
ChasW,

Thanks for the sample system.. certainly food for thought. But I think 
my question was misunderstood. I want to provide input of how many 
contracts to scale out at what target. Now there can be a 1 or 2 or N 
stage exits. I would ideally like to pass inputs to the strategy to 
define this. Not something hardcoded.. like a 3 stage exit and that's it.

This is a intraday system. Usually after I am in, all I am doing is 
trying to get out, as profitably as possible. I have a time based entry. 
Realistically, I do not really need more than a 3 / 4 stage exit. But 
would be nice to be able to input this to a signal. Would be perfect if 
I could pass some kind of array to the signal. What I have right now is 
some ugly code like this:

input:
   CtxToTrade(4),
   Pft1ctx(1), Pft1Tgt(0), bPft1Adap(true), NumDayAdap1(10), TgtMult1(1.4),
   Pft2ctx(1), Pft2Tgt(5), bPft2Adap(false), NumDayAdap2(10), 
TgtMult2(1.4),
   Pft3ctx(1), Pft3Tgt(0), bPft3Adap(false), NumDayAdap3(10), 
TgtMult3(1.4),
   Pft4ctx(1), Pft4Tgt(0), bPft4Adap(false), NumDayAdap4(10), 
TgtMult4(1.4),

Not only this, more importantly, my signal code looks ugly & redundant.

Actually, I might try this
http://www.tradestation2000i.com/discussions/Topic.aspx?Topic_ID=23220

Thanks,

Abhijit