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    P dML

    @P dML

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    Latest posts made by P dML

    • 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

      posted in Indicators/Strategies/Analyzers
      P dML
      P dML