- ago
Hello.

Have anybody experimented with rotational strategies new intra-day scale capabilities? How would you use it intra-day?

I am figuring out how to use it. I wish to be able to re-balance intra-day as well so it could day-trade stocks with momentum in the hour: it would pick 2 stocks with the highest ROC (or any other momentum indicator) every hour, changing if necessary to the most up-trending stocks of the hour. If we trade a dataset of stocks with a high ATR then it could be a profitable approach, but: is it possible to do it right now (with a rotational strategy)?
0
57
3 Answers

Reply

Bookmark

Sort
- ago
#1
QUOTE:
but: is it possible to do it right now (with a rotational strategy)?

Please hit F1 key with a Rotation strategy open. Your question is answered under "Rebalance Frequency" in the online help.
0
- ago
#2
I did it already, I just wanted to be sure, therefore I tagged #featurerequest. The wish is to be able to rebalance on intra-day scales as well.
0
- ago
#3
The limitation looks intentional. You could create your intraday rotation strategy in C# code following a design pattern referenced in the FAQ:

Can Rotation strategies be tweaked like add a filter or use a custom indicator?
https://www.wealth-lab.com/Support/Faq
1

Reply

Bookmark

Sort