Strategy Help

[Max71]

Here is the strategy ( see below pseudo code ) I want to develop and test. I can figure out most of the stuff but don't know how to

1 - track bought or sold- if addorder function succeeded or not
2 - if succeeded, how to extract the prices such as bought price or sold price.
3 - how to track the profit during testing of the strategy.

#buy at Market Open
if MarketOpen then
Buy 100 at next open price;
Purchase_Price = open price;
Bought = TRUE;
end if;


if ( close > Purchase_Price + 1) then
Sell 100 at next open price ;
Sold_price = open price;
Bought = False;
end if;

# Sell after Midday if not sold and price hasn't dropped more than 0.50
Midday = Noon Eastern;

If Midday and Bought = True then
if ( close > Purchase_price or close < Purchase_price -0.50 ) then
sell 100 at next open price;
Sold_price = open price;
Bought = False;
end if;
end if;

# Track total profit
total profit = total profit + ( Sold_Price - Purchase_Price ) *100;

 

[Svanoy]

@Max71
Use portfolio functions:

def Open_Position = GetQuantity() <> 0;

def Open_Price = If Open_Position then GetAveragePrice() else Double.NaN;

As far as 'sold price' you should define that in your strategy as a price target or some variant thereof.

 

[Max71]

@Max71
Use portfolio functions:

def Open_Position = GetQuantity() <> 0;

def Open_Price = If Open_Position then GetAveragePrice() else Double.NaN;

As far as 'sold price' you should define that in your strategy as a price target or some variant thereof.

Thank you @Svanoy !
Correct , I can do that .. but in following example - How do I capture actual price my position got sold for?
AddOrder(OrderType.SELL_TO_CLOSE, close > Open_price + 1, tradeSize = 1000);

 

[Svanoy]

@Max71
As far as I am aware there is not a function for sold price.
Best you can do is determine what it should be in the strategy.
Base on your code above, it sold price would be 1 tick higher than the value of 'Open_price' + 1.