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How Can I Have positions opening in time intervals?
 Post subject: How Can I Have positions opening in time intervals? Post rating: 0   Post Posted: Wed 02 Mar, 2016, 10:56 
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Hi there :) Once my strategy requirements are met I would like to implement a 10 second look up to keep opening positions systematically until a certain volume is reached if conditions stay the same.... If there is an example of this in another strategy I could look at that would be great....


 
 Post subject: Re: How Can I Have positions opening in time intervals? Post rating: 1   Post Posted: Wed 02 Mar, 2016, 17:23 
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Hi,

Attached is an example that checks the total volume traded and stops the trading activity once done. The limit is set to 10k traded volume. The only difference is that it is not time based (10sec checks) but depends on the trade message received (i.e every time a trade is submitted)
hope this helps..
Cheers


Attachments:
VolumeCheck1.vfs [28.26 KiB]
Downloaded 171 times
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 Post subject: Re: How Can I Have positions opening in time intervals? Post rating: 0   Post Posted: Mon 07 Mar, 2016, 17:44 
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Thanks a lot...:D..Your help is much appreciated.. I almost have everything working ok....I just have one problem now...After the max volume has been reached (which is 100k split into 10k contracts in 20 second intervals) ....I have a MA cross over closing the positions..which works great...When they cross back over again for a fresh round of selling...nothing happens...what do I need to add to repeat the process? Strategy repeats as it should without the volume control blocks in place...

Cheers


 
 Post subject: Re: How Can I Have positions opening in time intervals? Post rating: 1   Post Posted: Tue 08 Mar, 2016, 11:12 
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Hi,

TO repeat the process from scratch (kind of re-initialization) you can reset the total volume to 0 with the help of "assign block" but you need to insert it where the cross back occur. This way will let the strategy to initiate back the calculation of the volume check.
But if you need to disregard completely the volume check after this cross back pattern, you need another set of logical trigger (like the "Go" one) and once the figure happens, you block the access to the calculation check flow.

Cheers


 
 Post subject: Re: How Can I Have positions opening in time intervals? Post rating: 0   Post Posted: Tue 08 Mar, 2016, 15:34 
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Hello :) Yes I would like to re-initialize......So what would I include in the new assign block...

Thanks


 
 Post subject: Re: How Can I Have positions opening in time intervals? Post rating: 0   Post Posted: Wed 09 Mar, 2016, 09:54 
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Hiya,

Assign "0" to "Total volume" variable :)


 
 Post subject: Re: How Can I Have positions opening in time intervals? Post rating: 0   Post Posted: Wed 09 Mar, 2016, 16:12 
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Hello Again.....I have implemented the new assign block to reset the calculation....but to no avail....the flow goes through the block...but still does not reset the calculation....I have tried placing that thing everywhere lol....Could the 'Go' blocks be causing the trouble in some way...

Thanksss :)


 
 Post subject: Re: How Can I Have positions opening in time intervals? Post rating: 0   Post Posted: Wed 09 Mar, 2016, 17:49 
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Can you send the strategy in vfs format please


 

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