Hi-
Love the program. Thanks!

A couple of things that could help:
1. Conditions that include basic math functions: e.g. I would like to create a strategy using sma of the absolute value of roc to filter volatile stocks.
2. Portfolio signal filter: I would like to be able to have a strategy that could filter signals for stocks that if traded on their own would be in an X% draw down.

I'm not sure if that could be something that's easy to create. I am new to Wealth Lab and currently I am intimidated by creating strategy from code, though I am in process of learning.

Thanks Kindly
Mike

Hi Mike,

#1 - With the help of DataSeries.Abs, this can be easily achieved in a code-based strategy. Since it takes a pretty light modification, you can open the wizard-generated code in a new window and replace the series declaration from:

CODE:
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to:

CODE:
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#2 - This one is also outside the scope of rule-based strategies. The reason is that in V5's portfolio simulation mode, all strategies are pre-executed using 1 share per position, with position sizing applied after the fact. Accessing portfolio equity currently can only be implemented in code, and with certain precautions: Interacting Dynamically with Portfolio Level Equity.

Eugene,

I successfully applied abs value roc to my strategy as per your suggestion. How would I now make that into a moving average of the abs value of ROC?

Thanks again-

For instance:

CODE:
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Got it. Thanks!