Tracking orders per direction


New member
Basically, I want to count the 'number of active 'entries'.

Suppose, we had a condition for going long and short as:

def buy = condition1;
def sell = condition2;

Every time 'buy' is true, I want to add 1, starting from 1.
Every time 'sell' is true, I want to subtract 1, starting from -1.

Note: I don't want it to be a cumulative of all, just the active orders.

buy, buy, sell, sell, sell
should return the following values:

buy, NaN, NaN, sell, NaN

Seems pretty simple, but I wasn't able to crack it. I tried using the CompoundValue() function, but pretty lost.

Would love some help on this!

Thanks in advance.
@Achiii800 you can try this: adjust the time for your tradign hours, default is regular trading hours. Also change the BUY and SELL to meet your condition.

##By XeoNoX via

def buy = MovAvgExponential("length" = 50)."AvgExp" crosses above MovAvgExponential("length" = 200)."AvgExp";

def sell = -MovAvgExponential("length" = 50)."AvgExp" crosses below MovAvgExponential("length" = 200)."AvgExp";

input startTime = 0930;

input endTime = 1600;

def Active = SecondsFromTime(startTime) >= 0 and SecondsTillTime(endTime) >= 0;

def var = if buy then +1 else if sell then -1 else Double.NaN;

def cumulative = if Active and !Active[1] then var else if Active then cumulative[1] + var else cumulative[1];

def count  = cumulative;

def OpenPositionTrue = if GetQuantity() > 0 or if GetQuantity() < 0 then count else 0;

plot scan = OpenPositionTrue;

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