Quantstrat Position Accounting System: Netting vs Hedging Systems

One more question to solve my case

We can access the parent rule?s order price using chain.price argument  in
rule functions.

Is it also possible to access parent rule?s order size as well? I searched
but couldn't find it

Assume that the parent order may take variable position size for each
trade. It takes one long position and then adds a second long position
before hitting the stop loss for the first one. After that the stop loss
for the first position is hit. We need to know the position size of the
first trade in writing stop loss rule. Is it possible to access the
position size of the parent rule?

Thanks for your help
Regards

Thank you for the clarification.

On Sun, 8 Nov 2020 at 16:21, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:

Look at your stoploss rule and the orderqty it calls for. You actively
specify orderqty = 'all'. That means to flatten the entire position.

As far as a stop loss on a partial position, in your particular case, you
can simply set that with a better specified orderqty argument by specifying
100 lots instead of 'all'.