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In-Reply-To: <200110162204.f9GM4DK89022@xxxxxxxxxxxxxxx>
Ah! A most intriguing idea which I have implemented and which works better
than my original code (although not as well as running the two systems
concurrently).
Thank you.
Cheers,
Ian
> > Is it possible to issue a Buy order without automatically
> > cancelling a Sell position?
>
> I have used code like the following to do this:
>
> ===
>
> PosChange = <<whatever>>; { >0 to go more long, <0 to go more short }
>
> if MarketPosition >= 0 then begin
> if PosChange > 0
> then buy("Add Long") PosChange contracts at <<whatever>>
> else exitlong("Reduce Long") -PosChange contracts total at
> <<whatever>>;
> end;
>
> if MarketPosition <= 0 then begin
> if PosChange < 0
> then sell("Add Short") -PosChange contracts at <<whatever>>
> else exitshort("Reduce Short") PosChange contracts total at
> <<whatever>>;
> end;
>
> ===
>
> Thus, if you are long you buy to get longer, but exitlong to get shorter,
> and vice versa. Note the magic keyword "total" in the exit statements.
>
> Gary
>
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