Staggered Exit - Trading Software

Staggered Exit

Actarus
2012-05-24 17:11:29

Hello, Can you tell me how to design Staggered Entryand Exit into a position and how to use them in the optimizer :
S Entry : BUY X1% if condition 1 is met
BUY remaining X2% if condition 2 is met

S Exit : SELL Y1% if condition 3 is met
SELL remaining Y2% if condition 4 is met

QuantShare
2012-05-25 07:40:16

Hi,

You have to use the money management script to implement this.

I already have a money management script that does this. I will share it tomorrow and send you the link.

Actarus
2012-05-25 14:58:22

Looking forward to see your example. Thanks

QuantShare
2012-05-26 05:35:54

Best Answer

Here is the money management script:
Staggered Entry and Exit Strategy

Staggered Entry and Exit Strategy (by QuantShare, uploaded several months ago)

No notes

Actarus
2012-05-27 17:59:43

That's very helpful. I am trying to understand the code and modify it to match my needs but i'm a bit challenged by finding the list and descriptions of class structures and the different functions available in QS. Can you tell me if there is any directory where i can find this information.
Thank you

QuantShare
2012-05-28 05:15:55

Click on the "Help" button below the script control of each event.

Actarus
2012-05-28 09:13:11

Great! Cheers!

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