1 MULTIPLE POSITIONS AT SEQUENTIALLY HIGHER LEVELS
The Strategy below allows for multiple positions but these sometimes cluster around the same price. How can I add to the code so that each additional position is only entered into if it is higher than the last position by a specified percentage ? So, for example, after the first position is created a second position may be taken only if it is, say, 2% higher in price than the first position; and the third position will need to be 2% higher than the second and so on (these are shorts)
2 MINIMUM NOMINAL VALUE FOR SECURITY
I would like to establish a threshold level for the nominal price of a security below which the strategy cannot enter into a position. For example, disallow trades if the entry -price for the security is less than $15. The strategy points to a data set of some 70 securities ( modified WealthLab100) some of whose values have fluctuated through and then above this cutoff level so it's tedious to keep altering the dataset
CODE:
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