Detect flat positions - Trading Software

Detect flat positions

clonex
2012-02-08 06:15:36

It is possilbe direct from strategy detect that positions are flat? My idea is, when i have flat poisitons in instrument a then i want to buy instrument b.
It is possibe via QS vector language?

Clonex

QuantShare
2012-02-08 06:30:46

You have to use the money management script to detect flat positions and trade based on that.

In the simulator, the QS formula is calculated to generate signals only. If you want to interact with the portfolio then you must use the advanced money management tool.

clonex
2012-02-08 06:50:45

And could you give a simple quide ( or pseudo code) for this process?

thanks

QuantShare
2012-02-09 05:57:13

Best Answer

Here is an example:

It gets all trades closed during the current period and then checks if there are not active position for each security.

MMPosition[] closedPositions = Portfolio.GetLastClosedPositions(); // Get last transactions
for(int i=0;i < closedPositions.Length;i++)
{
string symbol = closedPositions[i].Symbol;
if(Portfolio.GetPosition(symbol) == null) // No position for this symbol
{
// Buy something
}
}

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