Holding multiple trading positions at the same time.

I'm testing sqx131.612. I want the maximum number of simultaneous positions to be 1. The fixed size set in money management is 1, but there are many simultaneous positions in the trading list. Under the strategy config tab, there is a risk management method called allow all trades, but there is no such option under the money management tab. I don't know how to set it so as to meet the requirement that the maximum number of hands holding a position at the same time is 1. 
Attachments
hold multiple contracts at the same time.jpg
(29.51 KiB)
allow all trades.jpg
(11.73 KiB)
money management 1 contract.jpg
(28.04 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Fixed
  • Priority High

History

4
#1

Jordan

25.03.2021 13:14

Task created

MF
#2

Mark Fric

26.03.2021 10:41

Priority changed from Normal to High

TB
#3

Tomas Brynda

26.03.2021 17:33

Status changed from New to Fixed

Attachment screen.png added

screen.png
(174.07 KiB)
Hi Jordan,

the fixed size in money management means how many lots will be traded in each order, it has nothing to do with simultaneous positions.

If you want to restrict the open positions to just one at a time, please disable Allow duplicate trades option in Order types building blocks - see the attached screenshot.

This will produce strategies holding just one position at a time.

In case you want to change that in an existing strategy, click on Tools/Edit/Strategy option in databank menu and disable the Allow duplicate trades option in AlgoWizard.


Best regards,

Tomas

4
#4

Jordan

05.04.2021 15:47

Attachment after Tools-Edit-Strategy white Screen.jpg added

after Tools-Edit-Strategy white Screen.jpg
(46.13 KiB)
OK, Mark and Thomas,thank you very much.

Strangely, I didn't know the setting of allow duplicate trades, nor did I set it to true. 

Hi Tomas ,I follow your instructions, I want to change that in an existing strategy, click on Tools/Edit/Strategy option in databank menu,and then Screen turn to all white(please see the attached screenshot).Even if I restart sqx, the algowwizard tab is still all white.

  

Is it because I have selected multiple strategies in the databank at the same time? If only one strategy can be selected for this operation, it is recommended to pop up an error prompt

TB
#5

Tomas Brynda

06.04.2021 10:32

Status changed from Fixed to In progress

TB
#6

Tomas Brynda

06.04.2021 10:33
Selecting more strategies should not cause AlgoWizard to break. 

I think this is a separate problem, we will investigate this issue.


Votes: 0

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please