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Backtest: Entry Limit for Options Combo #485243
02/07/22 15:48
02/07/22 15:48
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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jcl,

Regarding [Test] mode...

If I'm not mistaken, it looks like the Entry variable can only be set for individual legs of a combo. Some exchanges allow for a single limit price for the full combo, so that the combo is filled all at once or not at all.

I suppose that this can be simulated with some sort of manual entry of trades once a limit is reached (using enterTrade), but a convenience function or two might be helpful here.

Thanks,
Andrew

Re: Backtest: Entry Limit for Options Combo [Re: AndrewAMD] #485269
02/12/22 15:07
02/12/22 15:07
Joined: Apr 2008
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Petra Offline
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Petra  Offline
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Use Orderlimit for the combo. Entry will not work because it would open combo legs at a different time and then it would be no combo anymore. Maybe a new variable like ComboEntry could be implemented for that.

Re: Backtest: Entry Limit for Options Combo [Re: Petra] #485639
04/05/22 14:39
04/05/22 14:39
Joined: Feb 2017
Posts: 1,725
Chicago
AndrewAMD Online OP
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AndrewAMD  Online OP
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Originally Posted by Petra
Maybe a new variable like ComboEntry could be implemented for that.
This would be a nice feature.


Moderated by  Petra 

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