enterTrade documentation

Posted By: AndrewAMD

enterTrade documentation - 07/13/20 15:08

jcl,

Question #1:

Below is a quote from the manual, emphasis added:

Quote

enterTrade (TRADE*): TRADE*
Enters an already open, pending, or closed trade from a TRADE struct. Does not send any order to the broker. The asset name is passed through TradeStr[0] resp. the Skill element of the TRADE struct. This function can be used for running backtests from a list of trades (see Simulate script) or for reading positions from the broker API and converting them to trades.

https://zorro-project.com/manual/en/buylong.htm

This sounds like a super-useful feature! However, the documentation does not offer guidance for setting up the TRADE struct for trade position adjustments.

If Virtual Hedging is enabled, do I only enterTrade a phantom trade? Will zorro then automatically enterTrade a corresponding pool trade, or do I have to manually enterTrade the pool trades as well? Finally, does LotsPool get adjusted correctly?

Question #2:

Quote

The asset name is passed through TradeStr[0] resp. the Skill element of the TRADE struct.

How am I supposed to set TMF general purpose variables if it's occupied by an Asset string? Why not deduce the Asset from the last asset() call? I see that it already deduces Algo from the last algo() call.

Posted By: jcl

Re: enterTrade documentation - 07/17/20 07:24

There is no example for reading positions from the broker API because none of the plugins supports that yet. This is work in progress.

But for the second question, TradeStr[0] can be used with no restriction in a TMF. It needs only be set to the asset name when calling enterTrade().

Posted By: AndrewAMD

Re: enterTrade documentation - 07/17/20 13:56

Originally Posted by jcl

There is no example for reading positions from the broker API because none of the plugins supports that yet.

The NFA plugins have GET_POSITION - are you referring to the non-NFA plugins?

Originally Posted by jcl

This is work in progress.

I look forward to it. Thank you!

Originally Posted by jcl

But for the second question, TradeStr[0] can be used with no restriction in a TMF. It needs only be set to the asset name when calling enterTrade().

Thanks for the clarification!

Posted By: jcl

Re: enterTrade documentation - 07/18/20 09:26

>>The NFA plugins have GET_POSITION - are you referring to the non-NFA plugins?<<

No, I was referring to a planned command that passes a list of TRADE pointers and gets all open positions on the account. They can then be converted to open trades similar to the trade resuming mechanism. GET_POSITION would not work for positions of unknown type, such as options, because you needed to know the strike and expiration for generating the symbol.

Posted By: AndrewAMD

Re: enterTrade documentation - 07/19/20 20:41

Originally Posted by jcl

No, I was referring to a planned command that passes a list of TRADE pointers and gets all open positions on the account. They can then be converted to open trades similar to the trade resuming mechanism. GET_POSITION would not work for positions of unknown type, such as options, because you needed to know the strike and expiration for generating the symbol.

This sounds interesting! I look forward to this.