new york, ny
Experience: Advanced
Platform: NinjaTrader
Trading: eur/usd
Posts: 5 since Jan 2011
Thanks Given: 0
Thanks Received: 7
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Here you do ("tradesize1" is a defined term under the Variables part of your strat; currently have mine set to default 2 (e.g., "private int tradesize1 = 2;"). You can just drop this into your strats:
protected override void OnMarketData(MarketDataEventArgs e)
{
if (Position.Quantity>tradeSize1)
{
int x = Position.Quantity-tradeSize1;
if (Position.MarketPosition==MarketPosition.Long)
ExitLong(x);
else if (Position.MarketPosition==MarketPosition.Short)
ExitShort(x);
}
}
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