Hi,
Maybe this has been asked before but couldn't find it myself in the discussions.
I would like to buy a specific position when open positions are less than 5. My system has periods that it isn't active that much and a lot stays cash. I would like to see if during this time specific positions could have a positive impact on the system instead of keeping all the cash.
I've not figured out yet how to do this with building blocks.
Thanks for any help.
Maybe this has been asked before but couldn't find it myself in the discussions.
I would like to buy a specific position when open positions are less than 5. My system has periods that it isn't active that much and a lot stays cash. I would like to see if during this time specific positions could have a positive impact on the system instead of keeping all the cash.
I've not figured out yet how to do this with building blocks.
Thanks for any help.
Rename
Hi,
What does "buy a specific position" mean in principle, could you clarify?
What does "buy a specific position" mean in principle, could you clarify?
I mean buying a broad stock or bond ETF to keep market exposure.
"Position" can be long or short. So this is not a "position", that would be a "specific symbol". That makes the whole difference. Topic title edited.
Are you looking for something like this?
Are you looking for something like this?
A related idea (just in case you'd want to vote for it):
https://www.wealth-lab.com/Discussion/Cash-Symbol-Holding-Preference-for-Backtests-6891
https://www.wealth-lab.com/Discussion/Cash-Symbol-Holding-Preference-for-Backtests-6891
The system runs max 10 positions but the average exposure is around 30%. So I wanted to try and add a stock or bond ETF for 40% of the capital when open positions are below 5.
This to see the impact it has on the results. So it would be a rule within the current system.
So your first solution is the one that works I think, but can I also set the position as a percentage different then the 10% I use for the others?
This to see the impact it has on the results. So it would be a rule within the current system.
So your first solution is the one that works I think, but can I also set the position as a percentage different then the 10% I use for the others?
The feature request would be a great solution indeed, gave it a thumbs up.
QUOTE:
can I also set the position as a percentage different then the 10% I use for the others?
Not in Building Blocks but it's possible to do in C# code.
Your Response
Post
Edit Post
Login is required