Hi,

Need help with two specific items. I would like to see an example where the system instead of going to cash it will invest in a stock or etf like SHY.

The other question is regarding fixed weights. I would like to see a code (if possible) that will invest always 50% in SPXL and 50% in TMF and will rebalance once a month.

thanks in advance,

EO

Hi,

QUOTE:
Need help with two specific items. I would like to see an example where the system instead of going to cash it will invest in a stock or etf like SHY.

Pairs Trading
ActiveTrader 2010-10 | Market-neutral VIX-based pair strategy
S&C 2014-03 | Timing The Market With Pairs (Kaufman)
ActiveTrader 2011-05 | Inverse ETF switching system

QUOTE:
The other question is regarding fixed weights. I would like to see a code (if possible) that will invest always 50% in SPXL and 50% in TMF and will rebalance once a month.

Rules Based Rebalance Strategy

Thanks Eugene!

Eugene,

In the Rules Based Rebalance Strategy post there is this mention to Step 6.

QUOTE:
Step 6. In the PosSizer control, choose PosSizer and then "Position Options" from the dropdown menu. Then choose Configure... Click the Position.Tag button to highlight it.

I don't have Position Options from the drop menu... Can you tell me how to proceed?


Thanks,

Estevao,

a) Complete Step 1 first and restart WLD.
b) If you have done it and still no go, please see this FAQ: Extension installed in Wealth-Lab Developer doesn't show up after restarting application.

solved

One more question.

How do you set the margin factor to 1.05? I can only type 2 numbers in the Margin Factor box...

I guess WL is not recognizing "," (comma is decimal mark symbol in Portugal)? Try typing in "1.05" instead of "1,05" and vice versa. If this doesn't work, you might have to change decimal and currency separator to "." in Windows Control Panel. Beware of WL startup crash: Wealth-Lab crashes on start after changing regional settings

P.S. Please consider asking questions not directly related to the discussion topic in other threads to keep conversation focused. Thanks.

Hint:
With regional settings I am not able to change margin settings in WL directly.
I stop WL, edit manually the strategies xml-file, restart WL. Ok.

I had hoped, that this would be corrected in one WL version.

Rene