Search found 4 matches
- Fri Jun 13, 2014 3:13 pm
- Forum: Testing and Simulation
- Topic: Roll Info on order generation
- Replies: 1
- Views: 3705
Roll Info on order generation
Does anyone meet a problem that the delivery month in the data has rolled but the roll info does not remind rolling the contract?
- Thu Jan 23, 2014 5:15 pm
- Forum: Testing and Simulation
- Topic: Count the instruments if....
- Replies: 0
- Views: 13406
Count the instruments if....
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...
- Thu Jan 23, 2014 4:13 pm
- Forum: Testing and Simulation
- Topic: How to calculate ATR by each contract and count contracts?
- Replies: 2
- Views: 4008
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_Count) fo...
- Thu Jan 23, 2014 4:06 pm
- Forum: Testing and Simulation
- Topic: How to calculate ATR by each contract and count contracts?
- Replies: 2
- Views: 4008
How to calculate ATR by each contract and count contracts?
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? Appr...