Topic: 2 simultaneous opposite signals

Had an idea - what if a strat, which uses 2 logical groups for buy and sell direction each, has both signals of buy and sell in one bar? Will 2 positions be opened or not?

Re: 2 simultaneous opposite signals

(-; Nice try, but you'll end with ambiguous bars?
Do you know why?

http://s17.postimage.org/twwyrqjmz/ambiguous_strat.jpg

Re: 2 simultaneous opposite signals

Well, I know it's not me, it's FSB, hehee. The nature of FSB - 1 signal per bar, therefore 1 trade per bar.

Re: 2 simultaneous opposite signals

You can have max three positions per bar.
1. One transferred from the previous bar (actually not open in this bar.)
2. One long (or short) entry at Opening Point of the Position.
3. One short (or long) entry if the indicator in the Opening Point of the Position slot has two entry prices. For example Pivot Point.

If the indicator in the Opening Point of the Position slot has one entry price (MA, Bar Opening...), FSB can enter only once.

If the entry indicator has two entry prices, FSB can mace two entries. It depends on if the first position was close and if not, it depends on the adding and reducing options of the strategy.

...

But your question leads to other questions. What if we make a custom indicator that has several entry points... FSB must open several positions or add / reduce several times per bar. But first it will crash because the array that holds orders of a bar has limited size.

        private static int MaxOrders
        {
            get
            {
                int maxOrders = 6; // Entry - 2, Exit - 3, Exit Margin Call - 1
                if (Strategy.UsePermanentSL)
                    maxOrders += 3; // Exit Perm. S/L - 3
                if (Strategy.UsePermanentTP)
                    maxOrders += 3; // Exit Perm. T/P - 3
                if (Strategy.UseBreakEven)
                    maxOrders += 6; // Activation - 3, Exit - 3
                return maxOrders;
            }
        }

Re: 2 simultaneous opposite signals

Can 2 positions be transferred to new bar? If yes, can they be opposite positions?

The most important question smile : if MaxOrders is modified to 7, does it prevent FSB crashing or not?

Can FST handle and manage several entry points?

Thanks for the quick and thorough responses!

Re: 2 simultaneous opposite signals

Can 2 positions be transferred to new bar?

You can never have two open positions. You always have one position: Long or Short, or you are Square (no position).

The most important question  : if MaxOrders is modified to 7, does it prevent FSB crashing or not?

It will prevent orders holding array to overflow but it must be increased with much more.  For every additional entry order we need of 1 additional exit order, 1 permanent SL, 1 permanent TP, 2 Breakeven orders.

Can FST handle and manage several entry points?

I'm not sure. It was never tested, but I do not see problems for that. Probably FST can be easily modified to manage multiple entries per bar. Actually it handles multiple manual entries very well. There is no reason to make the same automatically. The manual and automatic executions are same.

Thanks for the quick and thorough responses!

It's my pleasure to chat about FSB / FST.