Positions.Count ?!?

Created at 04 Jun 2016, 10:27
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jeremy.vostik

Joined 13.05.2016

Positions.Count ?!?
04 Jun 2016, 10:27


Hi,

 

I am trying to code a cBot with a limit number of trades open at the same time.

 

What I did so far:

private int longPositions = 0;

private int shortPositions = 0;

 

[Parameter("Short Trades", DefaultValue = 2, MinValue = 0)]
public int MaxShortTrades { get; set; }

[Parameter("Total Trades", DefaultValue = 2, MinValue = 0)]
public int MaxTrades { get; set; }

 

 

OnBar()

var longPosition = Positions.Find(label, Symbol, TradeType.Buy);
var shortPosition = Positions.Find(label, Symbol, TradeType.Sell);

 

if (longPosition <  MaxLongTrades)
            {
   ExecuteMarketOrder(TradeType.Buy, Symbol, Volume, label, StopLoss, TakeProfit);

 

 

 

 

 


@jeremy.vostik
Replies

jeremy.vostik
04 Jun 2016, 10:28

//EDIT:

The above gives an Operand error.

 

I also tried with

var shortPositionsCount = Positions.Count(p => p.TradeType == TradeType.Sell);
var longPositionsCount = Positions.Count(p => p.TradeType == TradeType.Buy);

 

This compiles, but in backtesting no orders are entred. at all.


@jeremy.vostik

jeremy.vostik
04 Jun 2016, 10:29

//EDIT2:

of course I have

Parameter("Long Trades", DefaultValue = 2, MinValue = 0)]
public int MaxLongTrades { get; set; }

 

It was a typo in the opening post.


@jeremy.vostik

jeremy.vostik
04 Jun 2016, 11:19

Now I tried

var longPositionsCount = Positions.Count;

 

It works, but it Counts ALL trades, even closed ones.

So after 5 Trades, my cBot stops.


@jeremy.vostik

... Deleted by UFO ...

jeremy.vostik
04 Jun 2016, 13:43

Looks like it is working. Thank you VERY VERY much. Now on to my next Problem :o)


@jeremy.vostik

Jiri
04 Jun 2016, 14:54

var longPosition = Positions.FindAll(Label, Symbol, TradeType.Buy);

This variable holds array of all positions found.

longPosition.Length returns you number of items in the array.

 

Personally I would use LINQ query.

int numberOfLongPositions = Positions.Where(pos => pos.Label == Label)
                                     .Where(pos => pos.Symbol == Symbol)
                                     .Where(pos => pos.TradeType == TradeType.Buy)
                                     .Count();

int numberOfShortPositions = Positions.Where(pos => pos.Label == Label)
                                      .Where(pos => pos.Symbol == Symbol)
                                      .Where(pos => pos.TradeType == TradeType.Sell)
                                      .Count();

 


@Jiri