Hi guys, take a look at my source -
I created my orders based on and/or scenarios for vwaps/mavg's
however - i am blowing thru my max and min notionals which i have set very tight at 500 shares max and 500 min - and the system suddenly blows me out 2500 shares long or 2800 shares short.
If i remove the "or" operator and change it to an "and" operator - the min/max notionals work correctly.
I'd love some insight. yes -very green with programming.
Hey Andrew,
The precedence rules for boolean operators require parens for the logic you want - always require the notional guard. I added them, and moved some logging around, and added a record of the position size so you can see the behavior more clearly. FYI, zoom in to see the exact position size, the charts do some averaging when zoomed out.
thanks,
fawce
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