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Jack Archer

Cliente, bbp_participante, comunidade, sq-ultimate, 4 respostas.

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5 meses atrás #286357

This appears to not be working correctly in TS.  I have it set to 15 in SQ, the code comes over to TS at 15:

MaxTradesPerDay(15)

(and then specifically in the code):

// Max trades per day
if(OpenOrdersAllowed = True and MaxTradesPerDay <> 0 and EntriesToday(Date) >= MaxTradesPerDay) then
OpenOrdersAllowed = False;

This calls this TS function, which I think is the problem as it’s only good for 10 positions back, so with mine set to 15 trades per day, it exceeds this loop, and I believe stops counting – so, on many days, I have more than 15 trades per day:

 

{ Search Tag: WA-EntriesToday }
{ NOTE: Information is available only for the most recent 10 positions, so if the
target date is set too far back from the current bar, or if the strategy opens and
closes positions very frequently, this function may not produce accurate results. }

inputs: TargetDate_YYYMMDD( numericsimple ) ; { pass in the date in YYYMMDD format,
with the year 2002 being written as 102, etc }
variables: Count( 0 ) ;

Count = 0 ;

for Value1 = 0 to 10
começar
if EntryDate( Value1 ) = TargetDate_YYYMMDD then
Count = Count + 1 ;
fim ;

EntriesToday = Count ;

{ ** Copyright © TradeStation Technologies, Inc. All Rights Reserved **

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tomas262

Administrador, sq-ultimate, 2 respostas.

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4 meses atrás #286391

Hi,

you are correct. The EntriesToday is indeed limited to 10 trades per day so settings for higher amount won’t have effect.

Unfortunately there is not much we can do about this but we will look into it

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