Has anyone figured out a way to get board lot info and use this as a round up to prevent odd lot orders?

Odd lots aren't exchange traded in Asia and are often bought several spreads above current market or sold at several spreads below current market.

Thanks,

Hank

Wealth-Lab Preferences (F12) > Slippage & Round Lots

P.S. And in case you want to go further, Position Options > "Round to next highest {number}" for custom lots.

Thanks Eugene, none of those can help.

Each market has different board lot sizes for different value (stock price) ranges. A stock worth HK$100.00 per share would trade at different board lots than a HK$50 per share stock and a HK$5.00 per share stock would trade at a higher number of shares per board lot (a round lot). The rules for the Hong Kong exchange do not translate for other exchanges.

In Bloomberg, for instance, this information in included on a quote screen. Or, alternatviely, the exchange lists them.

If I get this quote attribute myself per ticker, which looks like I'll have to start creating my own data feeds for foreign exchange currency normalization anyway, can I pass a column in from my data set?

Hank

1. Find a way to get these fancy "board lots" per symbol. Bloomberg, exchange list, whatever.
2. Store the information in a file, database, DataSet XML definition, Named DataSeries, whatever.
3. Read it in your Strategy, store in Position.Tag.
4. Finally, your custom PosSizer reads the "board lot" from the current Position's .Tag property and sizes the position with respect to the lot size.
5. Profit!

Makes sense?

hhahahah...I'll look into doing exactly this.

While I'm at it, I will return the exchange rate for that market and each day in order to normalize my portfolio to a single current. Is there a primer on do-it-yourself data setup?

Board lots change over time as a stock's price changes, so I'll look at doing a custom data file with date, ticker, price, lots, fx.

QUOTE:
Is there a primer on do-it-yourself data setup?

Excuse me? What kind of "data setup"?

I will need to create a custom data feed which includes:
date, ticker, lots, high, low, close, fx

As 12 of the 12 markets I trade in Asia trade under different "fancy" board lot rules and in local currency, I figured I had better kill all the birds I can in the creation of a custom data feed. Every field in a row may change daily save the ticker.

Is this the correct approach?

Thanks for the help!

If your decision is to create a data feed, then sure - we've got examples:

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