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jumpingfella - 11/9/2018 12:51:55 AM
   
Question on weights & trade log
Hello,

I'm puzzled by "weights" parameter, returned by trading system. Does 1 means buy 1 contract immediately, & -1 - sell 1 contract? 

Position management is not clear. Does 1 mean: add 1 contract without checking how many are open already?

How can I see actual trade log? 

Regards.
Professional software developer, ~20 years of experience, mainly Java stack.

Eric - 11/12/2018 9:13:48 AM
   
RE:Question on weights & trade log
The weights tell our evaluation system how much exposure you want for a given position.  If you set the weight to 1, it will buy, or go long, for that position.  If you set the weight to -1, it will go short, for that position.  It is acceptable to use decimal amounts in the weights.

For example, if you had two positions and gave one a weight of 1.0 and the other a weight of 0.5, our evaluation framework would buy both of them, but would also buy twice as much of the first one.

I hope this helps.

Regards,

Eric

jumpingfella - 11/18/2018 4:52:03 AM
   
RE:Question on weights & trade log
I must be missing something obvious.

If I want to keep current position, what do I return in "weights"? And what do I need to return to close position? 
Professional software developer, ~20 years of experience, mainly Java stack.

Eric - 11/20/2018 9:10:51 AM
   
RE:Question on weights & trade log
To keep your current position, keep returning the same value it the weight vector.  If you want to close the position, set the weight to zero.

Regards,

Eric

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