OmniTrader Professional Forum OmniTrader Professional Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
Jim Dean

Sage
2000100010010010010025
Posts: 3433

Joined: 3/13/2006
Location: L'ville, GA

User Profile
 
Subject : RE: Help with Multiple Entry Strategies
Posted : 9/23/2021 1:05 PM
Post #31627 - In reply to #31626

Hi, Barry

Thanks for the detailed info ... I'm glad that PortSim and StratWiz, etc handle scaling!

Just to be sure, though: even if we don't *see* the intermediate changes in position size that occur during the trade for scaling in &/or out, do PortSim calc's properly account for them?

NOTABLY, if the tradeplan uses MoO, then an intermediate bar with a scaling-*signal* should have that bar's CURRENT size applied to the overnight gap price-change, and should use the NEW size (from the scaling-order) applied to the (Close-Open) price from the Next bar. IS THAT CORRECT? It presumes that the PortSim plot shows "Close to Close" net Prof/Loss.


[Edited by Jim Dean on 9/23/2021 1:07 PM]

Deleting message 31627 : RE: Help with Multiple Entry Strategies


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.