Set Position Size by Ticker Within Main Strategy

Set Position Size by Ticker Within Main Strategy

swalk10
2014-08-08 13:54:50

Is there an example of how to set a position size different by ticker within the main strategy backtest code, or does it have to be done in the AMM?

For example, I simply want to create a variable "Size" (which will be a function of other strategy variable results) to represent % of available equity to trade by ticker ,
which will be calculated by formula with a different variable result for each ticker, and recalculated for each time period.

Thanks!

QuantShare
2014-08-08 14:39:04

Best Answer

Currently, position sizing can be done only using AMM.

swalk10
2014-08-08 15:50:58

OK, thanks

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