Hello,
Sometimes during trading I see a good occasion and I enter a position by hand via SuperDom.
I could then have an ATM strategy attached to it, but frankly speaking the ATM strategies are much too limited and cannot reflect my position managment ideas properly.
I could also sit in front of the PC and follow the position by hand. Very boring and why should I use NT then.
So I am thinking of writing a normal trading strategy instead of an ATM strategy (lets call LongFollowUp) where I can codewise realise everything I want, but there is one problem:
The position was not opened from within the strategy and Strategy Position and account position will always be out of sync.
Basically one has to programm the Position offset into the strategy, e.g.
the (LongFollowUp) strategy starts immediately with a EnterShortStop() to set a Stop Loss and once Strategy Position is short the strategy has finished its work. For example a function PositionsExitOnClose() cannot rely on the default behaviour and must be rewritten and one must be sure to leave the strategy with a short position in the end.
Well, all working fine and my testing is OK, but I do not know how to properly test the strategy for partial fills and for rejected orders for example.
Is the a possibility to configure the simulated account Sim101 in such a way that orders are partially filled or rejected?
Andreas
P.S.
Someone has a better Idea how to implement a LongFollowUp strategy except for waiting for NT7 where we still don't even know the features and hope in a much improved ATM solution.
I am happy to receive ideas!
Sometimes during trading I see a good occasion and I enter a position by hand via SuperDom.
I could then have an ATM strategy attached to it, but frankly speaking the ATM strategies are much too limited and cannot reflect my position managment ideas properly.
I could also sit in front of the PC and follow the position by hand. Very boring and why should I use NT then.
So I am thinking of writing a normal trading strategy instead of an ATM strategy (lets call LongFollowUp) where I can codewise realise everything I want, but there is one problem:
The position was not opened from within the strategy and Strategy Position and account position will always be out of sync.
Basically one has to programm the Position offset into the strategy, e.g.
the (LongFollowUp) strategy starts immediately with a EnterShortStop() to set a Stop Loss and once Strategy Position is short the strategy has finished its work. For example a function PositionsExitOnClose() cannot rely on the default behaviour and must be rewritten and one must be sure to leave the strategy with a short position in the end.
Well, all working fine and my testing is OK, but I do not know how to properly test the strategy for partial fills and for rejected orders for example.
Is the a possibility to configure the simulated account Sim101 in such a way that orders are partially filled or rejected?
Andreas
P.S.
Someone has a better Idea how to implement a LongFollowUp strategy except for waiting for NT7 where we still don't even know the features and hope in a much improved ATM solution.
I am happy to receive ideas!
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