Thanks. On Thursday, June 27, 2013 8:00:01 PM UTC-4, Eugene Kononov wrote: > > > >> The number 0 mean to exit all the positions. >> >> > Not all positions, but the position of that particular strategy. In JBT, > multiple stategies can run at the same time, independently. One can be > short, another can be long, and another can be flat. > > > >> The number 1 mean to keep one if there is one position, add one >> position(one contract?) if there are no position held. >> >> > setPosition(1) means "make a trade so that the strategy is long one > contract (or 1 share of a stock)". So, if the strategy is flat at that > time, it will buy 1 contract. If the strategy is short at that time, it > will buy 2 contracts. If the strategy is long 1 contract at that time, no > trade would occur. > > > >> One thing I am not clear is how do I know the position is long or >> short(?). I didn't see this in the code of Sample Strategy. >> >> > setPosition(1) = go long 1 contract > setPosition(-1) = go short 1 contract > setPosition(0) = go flat > > >
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