I would like for the capital from sales to be "encumbered" on the day of sale In other words the proceed of the sale can't be used for new purchases on the day of sale.
Bonus for a method that can leave the sale capital "encumbered" for x days after the sale. x would presumably be specified in a dialog.
I suspect this can be done with a possizer but want to avoid that if a simpler way is available.
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I suspect this can be done with a possizer but want to avoid that if a simpler way is available.
Just to clear some potential confusion: the
only purpose of a PosSizer is to
size an already created Position.
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I don't think there is any confusion. The possizer could size positions taken on encumerbered capital to 0.
I am just trying to determine if there is an alternative way to do this.
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Yes, you're correct. In a PosSizer, you could limit the available equity by subtracting the "encumbered" capital from the current equity value.
The simplest way is to wait for a certain period of time before entering a new position once the preceding position is closed is to use the
CooledOff function in a trading Strategy.
Since you mentioned the use of "
the capital from sales", a PosSizer is the right option because with the current design, interacting with the portfolio equity is not easy/reliable.
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