I backtest and run scripts against watchlists of several hundred symbols.
I wish to apply a conditional filter so that the price * volume of the passing symbol(s) exceeds say, 100 X of my equity allocated for buys. Certainly I can specify a fixed dollar, but I wish to specify a variable that is my available equity for buys. This way during the backtest, the price*volume filter level will be adjusted and vary up or down along with my available equity (or applicable fraction thereof) for each next buyable bar.
CODE:
Please log in to see this code.
I would believe that there is surely a simple way to reference "Available_Equity."
Thanks for any help on this.
Size:
Color:
Equity access is not possible in Strategies currently (at least in a reliable and easy way), so we all have to wait for PosSizers (SimuScripts) in a later build.
Size:
Color:
Can some one please help set the following WL4 filter into WL5 executable code?
Thank you.
CODE:
Please log in to see this code.
Size:
Color:
CODE:
Please log in to see this code.
Size:
Color: