Yes, this should be improved. The best thing for now is to avoid running too many strategies if you are close to margin call.
On Fri, Apr 19, 2013 at 4:18 AM, Borg Alexander <[email protected] > wrote: > 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 no longer valid.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. > > > -- 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.
