How to read the number of positions in trading system

How to read the number of positions in trading system

Piotr
2014-08-15 04:59:25

I have a trading system based on ranking. I want to optimize the number of open positions. To do this, I need to read in my buy/sell formulas the number of max open positions, being the setting of the system. I used the code:

numPositions = GetSimSetting(_NbPositions);
buy = ranking <= numPositions;
sell = ranking > numPositions;

Obviously, this does not work. When I set the number of positions in script manually - it generates completely different results. System only buys stocks with name starting with 'A'
Please help

Regards

QuantShare
2014-08-15 05:38:26

If you want to rank securities based on variable ranking then use:
SetSimLongRank(ranking);

If you want to perform advanced ranking, then use the "comp" function.
http://www.quantshare.com/sa-175-trading-indicators-using-the-rank-and-percentile-functions

Piotr
2014-08-15 07:33:09

Sorry, maybe I was not clear. I already use comp function and I found this function a great development. My problem is rather with GetSimSetting(_NbPositions).

To optimize number of positions, I need to know in my strategy script the value of "Number of symbols" for current optimization run. I wanted to read this value by GetSimSetting, but it does not work for me.

So I need to know, how to get this value

Regards

QuantShare
2014-08-15 11:03:36

You need to use the money management script to know the current number of open positions.

GetSimSetting(_NbPositions) will only get the number of positions you specified in the trading system settings.

You can also optimize the number of positions directly in your trading system's formula.

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