Price Volume Filter Adjuster
Author: swuzy
Creation Date: 5/2/2009 11:16 PM
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swuzy

#1
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:
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I would believe that there is surely a simple way to reference "Available_Equity."

Thanks for any help on this.
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Eugene

#2
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.
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swuzy

#3
Can some one please help set the following WL4 filter into WL5 executable code?

Thank you.

CODE:
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Eugene

#4
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