Error after closing Position in a multi-position strategy

Author: dowen

Creation Date: 1/25/2019 8:58 PM

Wealth Lab » WealthScript (.NET) » Error after closing Position in a multi-position strategy

dowen

1/25/2019 8:58 PM

Using manual tracking to control number of positions. It appears after I close a position, then I get an error as my position list changed and that is not allowed in C#. Is that the issue and I have to use technique described in "Close positions on different bars in a MP Strategy"

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[code]if( N_Doji & (ActivePositions.Count <= 1) ) BuyAtLimit( bar+1, TrueLow);
if( P_Doji & (ActivePositions.Count <= 1) ) BuyAtLimit( bar+1, TrueLow);
if( N_Doji & (ActivePositions.Count <= 2) ) ShortAtLimit( bar+1, TrueLow);
if( P_Doji & (ActivePositions.Count <= 2) ) ShortAtLimit( bar+1, TrueLow);

PrintDebug(" Active Position Count " + String.Format("{0}",ActivePositions.Count + " "));

if (ActivePositions.Count == 1)
{
PrintDebug(" ******************** 1st Long Position Active Date " + String.Format( "{0:d}", Date[bar]));
PrintDebug(" Position " + String.Format("{0}",ActivePositions[0] + " "));
Position p = ActivePositions[0];
if ( p.PositionType == PositionType.Long)
{
SellAtLimit( bar+1, p, p.AutoProfitLevel * 1.01 );
PrintDebug(" Last Position Long " + String.Format("{0}",ActivePositions[0] + " "));
}
}

if (ActivePositions.Count == 1)
{
PrintDebug(" ******************** 1st Short Position Active Date " + String.Format( "{0:d}", Date[bar]));
PrintDebug(" Position " + String.Format("{0}",ActivePositions[0] + " "));
Position p = ActivePositions[0];
if ( p.PositionType == PositionType.Short)
{
CoverAtLimit( bar+1, p, p.AutoProfitLevel * 1.01 );
PrintDebug(" Last Position Short" + String.Format("{0}",ActivePositions[0] + " "));
}
}

if (ActivePositions.Count == 2) 
{
PrintDebug(" ******************** 2nd Long Position Active Date " + String.Format( "{0:d}", Date[bar]));
PrintDebug(" Position " + String.Format("{0}",ActivePositions[1] + " "));
Position p = ActivePositions[1];
if ( p.PositionType == PositionType.Long)
{
SellAtLimit( bar+1, p, p.AutoProfitLevel * 1.01 );
PrintDebug(" Last Position Long " + String.Format("{0}",ActivePositions[1] + " "));
} else
{
ExitAtMarket( bar+1, p );
PrintDebug(" Exit at Market 2nd Long Position Long ");
}
}

if (ActivePositions.Count == 2) 
{
PrintDebug(" ******************** 2nd Short Position Active Date " + String.Format( "{0:d}", Date[bar]));

Position p = ActivePositions[1];
if ( p.PositionType == PositionType.Short)
{
CoverAtLimit( bar+1, p, p.AutoProfitLevel * 1.01 );
PrintDebug(" Last Position Short" + String.Format("{0}",ActivePositions[1] + " "));
}else ExitAtMarket( bar+1, p );
}

if (ActivePositions.Count == 3) 
{
PrintDebug(" ******************** 3nd Long Position Active Date " + String.Format( "{0:d}", Date[bar]));
PrintDebug(" Position " + String.Format("{0}",ActivePositions[2] + " "));
Position p = ActivePositions[2];
if ( p.PositionType == PositionType.Long)
{
SellAtLimit( bar+1, p, p.AutoProfitLevel * 1.01 );
PrintDebug(" Last Position Long " + String.Format("{0}",ActivePositions[2] + " "));
}
}

if (ActivePositions.Count == 3) 
{
PrintDebug(" ******************** 3nd Short Position Active Date " + String.Format( "{0:d}", Date[bar]));
PrintDebug(" Position " + String.Format("{0}",ActivePositions[2] + " "));
Position p = ActivePositions[2];
if ( p.PositionType == PositionType.Short)
{
CoverAtLimit( bar+1, p, p.AutoProfitLevel * 1.01 );
PrintDebug(" Last Position Short" + String.Format("{0}",ActivePositions[2] + " "));
}
}  
[/code]

Eugene

1/25/2019 9:55 PM

1. First of all, it's advised that you don't mix same bar AtStop/AtLimit entries and exits. As this FAQ implies (and suggests a workaround), this isn't realistic: I want to test a strategy that buys and sells with stop/limit orders on the same bar.

2. For CoverAt* exits, I think you wanted to say "p.AutoProfitLevel * 0.99" (instead of 1.01).

3. Before trying to refer to a Position by an index the way you're doing, make sure the index is not out of bounds.