On back testing level it is easy to set max open position but finding it difficult to do in live intraday trading.
Suppose, I am running a exploration of 10 stocks or running 10 different AFLS on 10 different stocks. Now I want to control no. of max open positions. Let say if I keep max no. of position open to 1 then the 1st buy signal should be fired whichever appears in the exploration or any of the AFLS and to fire next buy signal the current position must exit. If I set max no. of open position to 2 then first 2 buy signal should fire the orders and in this case any other signal will fire only if at least one of the 2 buy signal is exited. I think raising a flag using StaticVarSet and redefining buy can be used to solve the issue but I am still learning and not a master of these functions. Can anyone guide me please how to proceed ?
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