Alternatively, you could add a OnPositionSize virtual method to StrategyBase that allows the user to calculate the position size when using managed orders like EnterLong() which don't specify a size.
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Suggestion : Extend Order Properties
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Suggestion : Extend Order Properties
It would make sense to make position sizing an extension type in ninjascript and add it to the order properties. You can still have the strategy override type but it would be nice to have an extension type that could be utilized for any strategy.
Alternatively, you could add a OnPositionSize virtual method to StrategyBase that allows the user to calculate the position size when using managed orders like EnterLong() which don't specify a size.Last edited by GrumpyTrader; 12-02-2015, 12:01 PM.Tags: None
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Originally posted by GrumpyTrader View PostIt would make sense to make position sizing an extension type in ninjascript and add it to the order properties. You can still have the strategy override type but it would be nice to have an extension type that could be utilized for any strategy.
Alternatively, you could add a OnPositionSize virtual method to StrategyBase that allows the user to calculate the position size when using managed orders like EnterLong() which don't specify a size.
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I'm suggesting you make the sizing logic an extension type so they can be extended and called without any added code to a specific strategy.
That way when back testing a strategy in the Strategy Analyzer under Order Properties you would be able to have (instead of just Default quantity, Account size and Strategy) you can have Fixed Risk, Percent Risk, etc.
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Originally posted by GrumpyTrader View PostI'm suggesting you make the sizing logic an extension type so they can be extended and called without any added code to a specific strategy.
That way when back testing a strategy in the Strategy Analyzer under Order Properties you would be able to have (instead of just Default quantity, Account size and Strategy) you can have Fixed Risk, Percent Risk, etc.
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