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Jim Dean

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Posts: 1059

Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: Partial Trades
Posted : 10/26/2012 1:26 PM
Post #21642 - In reply to #21640
I would be quite happy to have scaling in and out just on Daily bars as a useful starting point.

The idea would be that if one strat already had started a trade on a symbol, then if a DIFFERENT strat fires on that same symbol, the number of shares would be increased ... and as each strat exits, the shares would "peel off".

Thanks
Deleting message 21642 : RE: Partial Trades


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