Limit to the number of trades open in a direction

[d10gen3]

Hello, can someone help me with this issue?
I want to put a limit to the number of positions open in the same direction, say for example i have a limit of 2 open positions and my strategy gives me a signal to go short, then it gives me a second signal to go short, a few minutes later he wants to go short again but it is already short 2.
This is the code I have so far:

in the Init():

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   strategy.parameters:addInteger("maxOpenTrades", " Allowed trades at the same time", "", 1, 0, 5);

outside in the parameters block:

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local MaxOpenOrders;

then in the Prepare() (After the check for canTrade) :

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      MaxOpenOrders = instance.parameters.MaxOpenOrders;

in the Update() function:

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   if((havetrades(decision) < MaxOpenOrders)) then

this is my havetrades(decision) function:

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function haveTrades(BuySell)
   local enum, row;
   local found = 0;
   enum = core.host:findTable("trades"):enumerator();
   row = enum:next();
   while(row ~= nil) do
      if(row.AccountID == Account and row.OfferID == Offer and (row.BS == BuySell or BuySell == nil)) then
         found = found + 1;
      end
      row = enum:next();
   end
   return found;
end

for some reason, the program is not taking care of the limit when i choose 1, anyone sees the mistake? please help, thanks in advance

Andres

[Timon55]

Hello, d10gen3!

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strategy.parameters:addInteger("maxOpenTrades", " Allowed trades at the same time", "", 1, 0, 5);

VS.

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MaxOpenOrders = instance.parameters.MaxOpenOrders;

In the Init function you add a parameter named "maxOpenTrades" but in the Prepare function you try to get a parameter with name "MaxOpenOrders".

[d10gen3]

Actually that was a typo mistake, i used maxOpenTrades in all parts.
The strategy is still taking more positions than allowed.

Thanks
Andres

[Timon55]

I tried to make a same strategy and all works as expected. Probably if you can provide a complete code of your strategy I'll try to find root of this issue. I sent you my email address by private message