Change exit type in Advanced Money Management

Change exit type in Advanced Money Management

Ludwig Avonts
2015-11-20 04:11:29

Is it possible to change the exit type in AMM when exiting a position ?
All exits are now reported as "Updated Order - MM" in the simulationreport (tab Exit Rules). Since I have modeled different exit rules in AMM,
I would like to update the exit type in the OnClosePosition event, to get an view in the Exit Rules report how many times each rule was used exiting the position during the simulation.

QuantShare
2015-11-20 04:21:31

Update the "CloseReason" field of the Position.

//MMPosition pos
pos.CloseReason = "Exit Rule 2"; // Example

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