Set position size in Strategy code - Wealth Lab Forum

Set position size in Strategy code

Author: mheb

Creation Date: 11/3/2010 8:15 AM

Wealth Lab » WealthScript (.NET) » Set position size in Strategy code

mheb

#1

11/3/2010 8:15 AM

Hello all.

I am trying to find out, how to set the position size in the strategy code e. g. for trading spreads in a predefined ratio, where the spread is not cash neutral.

mh

Eugene

#2

11/3/2010 8:29 AM

Basically you have two different options w.r.t. custom position sizing:

1. In your case, using SetShareSize in Strategy code is more appropriate (hit F11 to open the QuickRef and see a code snippet)
2. The alternative that requires some programming skills is building a PosSizer (API reference)

mheb

#3

11/3/2010 8:43 AM

Thanks a lot
I searched after setPosition
mh

Wealth Lab » WealthScript (.NET) » Set position size in Strategy code

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