Hi Aron,
that's a possible approach. The number of entries/exits is easily determined by the snippet you suggested.
I'll have to check how I determine the total position size for each bar/symbol, because the position size for each system can be different.
For example I can have one system which determines position size based on % of equity and another one which trades fixed amount of shares/contracts.
Thanks again for your help.
Best Regards,
pm
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Posted by: pmxgs0@gmail.com
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