Accessing next day open/high/low/close in next(self)
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Dear Community
My strategy is based on an indicator that is the spread between two equities but I do actually trade the underlying shares. How can I access the quantities of those shares when I want to close the positions. getsizing(data) does not seem to work.
PS: The sizes have been fixed by a fix $ value sizer (eg $500k) so i could not use the sizer again (as the prices change it would give me a new quantity). Thanks in advance.Pierre
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Can you provide examples of your code?
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Dear @P-dML ,
For sure your explanation makes sense to you, because you are deep into your problem. But as pointed out by @run-out in the question ... without code there is actually no way to know what you are doing. For example:
- There is a
getsizing(data)
thrown into a sentence out of the blue ...
At least for me it is unclear why that isn't giving you the information you are missing, probably because I also don't know which data feeds are in the equation, what's being targeted, ...
- There is a