3. Accessing next day open/high/low/close in next(self)
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Accessing next day open/high/low/close in next(self)


  • 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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    administrators

    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, ...

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