Could someone please help me build the following strategy? Code example wold be greate!
1. It will enter multiple positions (long or short).
2. If Position.Quantity > 3 && Unrealized PnL is < -n then exit the first entree that was made and wait to make a next entree. After it makes another entree and UPnL is < -n then exit the next entree that was made after the 1st. And so on....
So basically if we entered the following: Entree 1 + Entree 2 + Entree 3 + Entree 4 and UPnL < -n then close Entree 1. Make another Entree 5 and if UPnL < -n then close Entree 2.
Thank you
1. It will enter multiple positions (long or short).
2. If Position.Quantity > 3 && Unrealized PnL is < -n then exit the first entree that was made and wait to make a next entree. After it makes another entree and UPnL is < -n then exit the next entree that was made after the 1st. And so on....
So basically if we entered the following: Entree 1 + Entree 2 + Entree 3 + Entree 4 and UPnL < -n then close Entree 1. Make another Entree 5 and if UPnL < -n then close Entree 2.
Thank you
Comment