3. Accumulation and Order Concurrency In Normal Strategy
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Accumulation and Order Concurrency In Normal Strategy

  • J

    according to the docs - Strategy with Signals

    This would lead to a continuous generation of orders that would produce 2 situations:

    • Accumulation: even if already in the market, the signals would produce new orders which would increase the possition in the market

    • Concurrency: new orders would be generated without waiting for the execution of other orders

    While dealing with this behavior is applied to signals, I was wondering how can it be applied to a normal strategy?
    not sure how it works in Signals, but what type of logic can one write to accomplish this idea on a strategy level?

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  • B
    administrators

    Most basis examples include a sentinel in the code (an attribute in the strategy). If the attribute is not None you have a pending order. If the order is completed or cancelled, you set it to None

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