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Max Open Poistions in RE 2010 Expand / Collapse
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Posted 3/3/2010 14:27:27 Post #11022
 

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Just tried out RE 2010 for the 1st time and getting different results from ED1 - seems to be allowing more open positions than I've defined. i.e I've specified no more than 2 open
positions at a time but on one occasion it has allowed 3 to be opened

Max Open = 2
Max Open/Symbol = 2
Posted 3/4/2010 06:56:45 Post #11024
 

Supreme BeingSupreme BeingSupreme BeingSupreme BeingSupreme BeingSupreme BeingSupreme BeingSupreme Being
That can happen if a previous order is pending when the third is submitted. There is an option somewhere to control that (property: Restrict orders sent?). My guess is that is the root of the problem.

-Pete
(See also rightedge-ats Yahoo group )

Posted 3/4/2010 15:10:17 Post #11035
 

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No - that can't be it - the orders were filled 3 bars and 4 days apart.

Does 2010 treat addtoposition differently to ED1 ?- these were both added to position rather than a new buy order
Posted 3/5/2010 09:46:04 Post #11041
 

Lead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead DeveloperLead Developer
AddToPosition does not check the thresholds because we're restricting open positions. If you're adding to an existing position, this doesn't change the number of open positions. It should have behaved this way in RightEdge 2008, if it did not, it was probably addressed as a bug.

blousetrader (3/4/2010)
No - that can't be it - the orders were filled 3 bars and 4 days apart.

Does 2010 treat addtoposition differently to ED1 ?- these were both added to position rather than a new buy order
Posted 3/5/2010 13:49:28 Post #11045
 

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Cheers - as long as I know how it behaves.
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