m-lerner / jbooktrader

Automatically exported from code.google.com/p/jbooktrader
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Enhancement: Allow the selection of the number of contracts to trade at run-time #20

Open GoogleCodeExporter opened 9 years ago

GoogleCodeExporter commented 9 years ago
I'd like to be able to determine the number of contracts to be traded by a
strategy at run-time, rather than re-compiling the strategy.

Original issue reported on code.google.com by mkoistinen@gmail.com on 25 Aug 2009 at 9:51

GoogleCodeExporter commented 9 years ago
This may be a little tricky. If the number of contracts to trade is fixed, then 
yes,
we could make it external to the strategy (for example, store it as a user
preference). But what if the number of contracts is variable, as in a scaling
strategy which can be long or short 1 to 5 contracts depending on the 
indicators?

Original comment by eugene.k...@gmail.com on 31 Aug 2009 at 2:55