Number of positions open at the same time
Author: akardar1
Creation Date: 9/7/2009 7:27 AM
profile picture

akardar1

#1
Hello,

I havent seen a measure on WL that indicates how many positions (on average and maximum)
one has open for for strategy (tested on portolio mode).
This can give an idea of:

- of average margin to equity ratio for strategy
- of how much capital is at risk at a given time. (once riskstoplevel is defined)

Is there a way around this ?
profile picture

Eugene

#2
On the Equity Curve tab, right click and select "Open Positions".
profile picture

Pablo123

#3
To add to this, Is there a way to limit the number of positions open for one strategy when autotrading,i.e. set a max open position value?
profile picture

Eugene

#4
Yes, it's been discussed before:

Limit number of open positions to 1 per day
Maximum Long/Short positions
...

As you'll see, the solution above also applies to limiting the number of open positions:

Position Options
MS123 PosSizer Library
profile picture

Pablo123

#5
Great. Thanks Eugene! I had Wealth-Lab before and just started using it again. I did not realized how powerful this software is in strategy development. I will probably have more questions.
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).