Support Board
Date/Time: Wed, 04 Dec 2024 08:47:55 +0000
[Programming Help] - Programming help with setting the Trade Window Order Quantity in ASCIL
View Count: 109
| [2024-12-01 03:17:45] |
| User61168 - Posts: 411 |
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I just learnt about sc.TradeWindowOrderQuantity here >>> Position Sizing | Post: 159825 The most basic functionality for this would be to set the Trade Window Order Quantity and ACSIL does support that:
ACSIL - Variables and Arrays: sc.TradeWindowOrderQuantity Could someone please create a custom ASCIL study which sets the trade window order quantity using a custom spreadsheet formula study? I already have money mgmt logic built using spreadsheet formula studies. I would appreciate it. |
| [2024-12-01 11:15:47] |
| User431178 - Posts: 549 |
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Attached. Zip file has source and compiled study. Study sets sc.TradeWindowOrderQuantity based on formula result. Calculated position size is output to subgraph. Min/Max position size constraints (set in the study) are output to subgraph. Example chart used for testing attached, see also image. |
 SpreadsheetFormulaPositionSize.Cht - Attached On 2024-12-01 11:10:13 UTC - Size: 4.09 KB - 5 views  SpreadsheetFormulaPositionSize.png / V - Attached On 2024-12-01 11:10:19 UTC - Size: 59.81 KB - 12 views SpreadsheetFormulaPositionSize.zip - Attached On 2024-12-01 11:10:31 UTC - Size: 56.48 KB - 5 views |
| [2024-12-01 21:25:31] |
| User61168 - Posts: 411 |
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Wow! Thanks User431178 for your generosity in sharing. I really appreciate it.
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| [2024-12-01 21:33:04] |
| User61168 - Posts: 411 |
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I just tried to do remote build the source coed and it throws an error. The build failed. In function 'void scsf_SpreadsheetFormulaModified(SCStudyInterfaceRef)': error: unable to find numeric literal operator 'operator""i64' 97 | auto formulaResult{ 0i64 }; | ^~~~ -- End of Build -- 16:26:17 |
| [2024-12-01 22:04:58] |
| User431178 - Posts: 549 |
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You can delete the "i64" part from the initialisation of formulaResult.
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| [2024-12-01 23:53:35] |
| User61168 - Posts: 411 |
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Thanks. I tried auto formulaResult {}; and it would error so tried int formulaResult; which compiled fine and the study works great. I just have to copy/paste the position sizing formula from my other spreadsheet formula study into your study... it works like magic. if it is not too much hassle, could I request adding a "Update on bar open" (i.e. same as calculate once per bar at open) input criteria to spare load on CPU with updating on every tick. |
| [2024-12-02 09:52:34] |
| User431178 - Posts: 549 |
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auto formulaResult {}; and it would error so tried Yes, type deduction can't work if there is no type to deduce from. Drop the i64 suffix, but keep the 0 (or replace i64 with ll). Or do as you did and don't use type deduction. auto formulaResult {0}; Updated code attached, you can now choose "always", "on close" or "on open". Date Time Of Last Edit: 2024-12-02 09:52:58
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| SpreadsheetFormulaPositionSize.cpp - Attached On 2024-12-02 09:51:55 UTC - Size: 3.87 KB - 4 views |
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