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                                                   Continues Buy / Sell

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Juliettpapa
2013-10-26 17:48:09


How can i tell the simulator to continuing to buy/sell?

When a criterion is met (weekly) than QS shall buy one contract.
If the criterion is met next week again, it should buy the next contract. It has to buy if the criterion is met until the sell rule is triggered.
How can i write this "scale in" in QS?
JP


QuantShare
2013-10-28 11:48:51

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You can do that in the money management script by catching "OnEndPeriod" event, checking the criterion then scaling-in (buying an additional contract) each time that criterion is met.


QuantShare
2013-10-28 11:49:52

  0

You can scale-in by purchasing more shares of an existing position:
Orders.AddLongPosition


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