Transaction-Weight-with-Market-Cap

Hello,

1. To use market cap as TimeSeries you should install the Fundamental extension first: https://www.wealth-lab.com/extension/detail/Fundamental

2. Next, check YCharts or Morningstar on the Event Providers tab in the Data Manager, and there also check the items "shares_outstanding" or "Shares" (respectively).

3. In your strategy, build the market capitalization series as Price * Shares Outstanding.

CODE:
TimeSeries marketCap = bars.Close * Fundamental.Series(bars, "shares_outstanding", true);

4. Finally you should assign the marketCap value to your Transaction.Weight object e.g.

CODE:
t.Weight = marketCap[idx];

https://www.wealth-lab.com/Support/ApiReference/Transaction