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How to control buy & sell from the portfolio signal
Topic Started: Mar 15 2018, 07:23 AM (5 Views)
MarkGraham

Hi,
The portfolio signal is executed after all the trading strategies have been executed. If you want to emit trades based on portfolio decisions, this leads to a one bar delay - which in turn might force you out of daily bars and into 5 minutes or so.
The code I am sharing below overcomes this limitation. This how it works:
the trading signal always emits buy and sell orders
the portfolio signal enables and disables these orders and adjusts the entry size as required
In order for this to work, the following is required:
the trading signal must set [SameExitFromOneEntryOnce = false]
in portfolio trader, set 'allow up to xxx entry orders in the same direction' to a ridiculously high value
The code I am providing keeps the money invested per strategy close to $10k. You will sure have better ideas what to do here.

For More You Can Check:
Software Promo Video
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