I have created a setup and want to run it on a portfolio of up to 10 assets simultaneously.
If 25 assets passed the setup criteria, how do I sort them by a higher or lower ATR criterion, or some other sorting criterion?
Rename
You’d assign a transaction Weight. There’s a Condition Building Block you can use, or if it’s a C# Strategy you could assign a value to the Weight property of the Transaction instance you get with a PlaceTrade call.
If there are more entry signals than capital WL8 will fill the entires in order of the Weight, higher values get higher priority .
If there are more entry signals than capital WL8 will fill the entires in order of the Weight, higher values get higher priority .
You need to search the forum with the term "sort" to find all those discussions. I would start with a simple approach as discussed in https://www.wealth-lab.com/Discussion/Filtering-stocks-based-on-ROC-and-select-the-top-20-12121 .
Now if those suggestions aren't powerful enough for you, then you should look at https://www.wealth-lab.com/Discussion/How-to-do-calculations-for-a-symbol-list-as-each-symbol-is-processed-12248 as well, which has significantly more complexity.
Now if those suggestions aren't powerful enough for you, then you should look at https://www.wealth-lab.com/Discussion/How-to-do-calculations-for-a-symbol-list-as-each-symbol-is-processed-12248 as well, which has significantly more complexity.
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