Max Positions Per Day
Author: zorgnak
Creation Date: 10/30/2009 1:15 PM
profile picture

zorgnak

#1

10/30/2009 1:15 PM

Is there a way to test taking X number of positions per day maximum rather than the Max Number of Open positions.
I'd like to see what taking, for example 10 positions per day whether you hold the previous days 10 or not, allowing for a gradual addition of exposure rather than getting smashed with 154 in a day.
Thanks
Z
profile picture

Eugene

#2

10/30/2009 2:30 PM

I think you can create a counter for tracking the number of positions when you run a single-symbol backtest, and use Wealth-Lab's global memory (SetGlobal/GetGlobal) for doing the same in a portfolio simulation.

Wealth-Lab 5.6 will come with a PosSizer named "Max Entries Per Day".
profile picture

zorgnak

#3

11/2/2009 9:52 AM

Is there an ETA on 5.6?
profile picture

Eugene

#4

11/2/2009 10:09 AM

It can happen early next year, but please don't quote me on this.
This website uses cookies to improve your experience. We'll assume you're ok with that, but you can opt-out if you wish (Read more).