How can I associate a field (value) to a trade in a MM script?

How can I associate a field (value) to a trade in a MM script?

Dave Walton
2013-07-22 06:33:07

Hi, I am looking-up dividends that occurred during a trade and I want to associate it with the correct position so I can use it later in calculations in OnEndSimulation. I tried Adding the dividend in an ArrayList, assuming that MMPosition[] pos = Portfolio.GetAllPositions() will be stored in the same order as the OnClosePosition was executed. It is not working. In fact I can't see how the order of trades closed on the same bar using Portfolio.GetAllPositions() is determined. Can you help me figure this out?

QuantShare
2013-07-23 19:20:19

How are you looking for dividends? How are you storing dividends in the ArrayList?

Dave Walton
2013-07-24 23:42:14

You can forget about this question-- I figured it out. I'm using a call to the custom dividend database. I was storing the dividends in an ArrayList for later processing. Instead I just added a trade metric from within OnEndPeriod which associated it correctly.

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