Accumulation and Order Concurrency In Normal Strategy
Jacob last edited by
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?
Most basis examples include a sentinel in the code (an attribute in the strategy). If the attribute is not
Noneyou have a pending order. If the order is completed or cancelled, you set it to