Traders' Roundtable

Does anyone meet a problem that the delivery month in the data has rolled but the roll info does not remind rolling the contract?

Hello everyone,

Really confusing if there is a function to count instruments that meet certain criteria, maybe something like a countif function in Excel. Or is there a loop I could use to do counting? Let's say count how many contracts have ROC in close price greater than "0" ?

Here is my rough ...

Thank you for your reply Jake,

Here is my logic in coding this and I wonder if my logic is right.

variables: InstrumentCount, x type: Integer
InstrumentCount=system.totalinstruments

' Set the instrument to deny trades by default
instrument.DenyAllTrades


ATR_ROC= RateOfChange ( ATR, Forward ...

Hello everyone,

I want to compare each instrument's ATR(20Bars) with its forward 30 bars ATR(20Bars) to see whether ATR(20Bars) is increasing or decreasing and then count those contracts with increasing ATR. I wonder if it is doable in portfolio manager of tradingblox in order to filter trades ...