SmartQuant Discussion

Automated Quantitative Strategy Development, SmartQuant Product Discussion and Technical Support Forums
It is currently Tue Nov 24, 2020 3:21 am

All times are UTC + 3 hours




Post new topic Reply to topic  [ 2 posts ] 
Author Message
PostPosted: Fri May 25, 2012 6:18 pm 
Offline

Joined: Mon Mar 09, 2009 3:49 pm
Posts: 42
Hi,

How can I find out what instruments is treated last in the OnBar event. I need to calculate parts of a portfolio every day.
Example:
DAX +1 contract
US Treasury 2 contracts
S&P -2 contracts

I want to create a trade let's say in Crude oil if I'm net short equity markets. The problem is that I need to be at the end of all markets of the day in order to make that decision.
In OnStrategyStop event the sequence of markets is given by the instruments added to the strategy. However when placing a sell order in that event, nothing really happen.

Any ideas anybody? Thank you!

Bill


Top
 Profile  
 
PostPosted: Fri May 25, 2012 7:02 pm 
Offline

Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Hi,

I suggest you take a look at OnBarSlice event, which is fired after all OnBars for all instruments.

Regards,
Anton


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 2 posts ] 

All times are UTC + 3 hours


Who is online

Users browsing this forum: No registered users and 2 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB® Forum Software © phpBB Group