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calculate number of trades
 Post subject: calculate number of trades Post rating: 0   New post Posted: Sat 30 Jul, 2016, 17:19 
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Hi - I need to use as an input for a strategy, the number of trades executed since a given day (say to input the number of trades taken since beginning July). This figure would be refreshed each day or perhaps after each trade. But always using 1 July as the starting point. There doesn't appear to me to be an obvious way of doing that in VJ. thanks


 
 Post subject: Re: calculate number of trades Post rating: 0   New post Posted: Tue 02 Aug, 2016, 16:06 
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Hi,

This doesn't seems to be something obvious to develop as you said because it requires the use of data that sits in another server which is used to build the user reports. As far as I see this is not possible to be done if you want a strategy to have a look-back at all the previous data of a given month, at least VJF doesn't have the capabilities for that. But if you need, let's say, the strategy to work forward, meaning the strategy starts on the first day of the month and it will count the number of positions then reset it at the end of the month then this is okay.


 
 Post subject: Re: calculate number of trades Post rating: 0   New post Posted: Wed 03 Aug, 2016, 10:53 
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ok - good to know thanks.


 

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