QuantVal by CarmaAdvisory

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Collani

#1
Hi Alessandro,
if I understand your system right it has sometimes more entry limit orders than your system would allow to be filled in total by the avaible capital. For example your system stops to execute still open orders when the capital is used by the already filled orders. In other words, when I get it right your system creates more entry orders than there is capital available (if all orders would be filled). So my question is, how to solve this problem for somebody who is not able to sit infront the computer or who is not able to be online the whole day? As far as I know there are for example just one-cancels-all orders avaible at IB. Do you have a hint for me how to solve this problem for an average investor who just has the time to enter the orders in the morning and doesn't have the time to monitor all orders during the day?
Thank you!
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CarmaAdvisory

#2
Hi,
you are right about system functionality. Unfortunately the OCA order is not a solution because we should know in advance the last executable order. A possible solution can be a dedicated account (cash account) that can not use leverage. In this case when the "maximum buying power" is reached, no other orders are executed.
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