How to pass parameters to PosSizer?

Author: Supersol

Creation Date: 11/7/2015 3:15 PM

Wealth Lab » Extensions » How to pass parameters to PosSizer?

Supersol

11/7/2015 3:15 PM

Hi!

We would like to implement our own pos sizer and need to read a variable out from wealth lab but dont know how we can do this - or if it is even possible.

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we know that we can set the riskStopLevel in wealth lab

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which is then the parameter of the SizePosition double riskStopLevel. Is it possible to add more parameters?

Hi,

Have you tried following a suggestion from the Wiki FAQ? There are two, a more general one for backtesting and a modification of the technique for alerts:

How to pass a value from Strategy to PosSizer for Alert sizing?

As exemplified there, you can pass virtually anything from a simple variable to custom object of any complexity (that would have to be unboxed on the receiving end - i.e. the PosSizer).