Exit from both Long and Short on the Same Day

Author: Carova

Creation Date: 2/12/2015 8:34 AM

Wealth Lab » WealthScript (.NET) » Exit from both Long and Short on the Same Day

Carova

2/12/2015 8:34 AM

I ran across an very interesting situation with a script that I am writing. I had an an instance where I tripped both my long and short limits on the same day (CLGX on 10/25/2012). The problem was that my current code

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only exits one of the two positions. I have tried developing a simple modification that handles this highly unusual situation but have had no luck. Any suggestions? Thanks!

Vince

Eugene

2/12/2015 9:04 AM

"if (IsLastPositionActive)" is meant for single-position systems only. You can not properly manage two or more positions using it. For a design pattern applicable to multiple positions, check out the WealthScript Programming Guide > Programming Trading Strategies > Multi-Position Strategies > MP Strategy Template.