In ProtfolioManager.java, there are two adjustable settings: * MAX_SHORT_STRATEGIES = 4
MAX_LONG_STRATEGIES = 4 * With these settings, you can avoid order rejections because of margin requirements not met. Yesterday I had the condition of 4 active long positions and the fifth long strategy kicked in with 'Position set to 1' but did send an order submission because of the above settings. This is how it should be. The condition 'Position set to 1' for the fifth strategy is set on hold by JBookTrader until on of the 4 active positions is closed. When that happens, an oder for the fifth strategy is generated although at that time the condition to enter a position for that fifth strategy is most probably no longer valid. Exactly that happened to me yesterday, where the fifth strategy kicked in way too late when the third strategy closed its position and freed one slot. It can be handled this way but I would suggest such conditions be simply ignored instead of set on hold. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader?hl=en. For more options, visit https://groups.google.com/groups/opt_out.
