Reinvest Dividends in Your Trading System - Script

Reinvest Dividends in Your Trading System - Script

swalk10
2014-09-27 11:43:41

Thank you for the AMM script - Reinvest Dividends in Your Trading System.

Analytically, it would be great to have an option to reinvest the dividends into shares of each particular asset generating the dividends as of X-dividend date. This allows certain advantages of evaluating relative asset performances vs using Adjusted Close.
If you get a chance to post some code along that line, that is appreciated.

QuantShare
2014-09-27 18:24:33

For this you will need to update the script. Instead of adding cash to the portfolio, you should add more shares to the particular asset.

swalk10
2014-09-27 22:31:16

I was just hoping for a bit of code example on the reinvest to shares as you have time.

QuantShare
2014-09-29 04:21:21

Best Answer

Example: (To replace AddCash)

double shares = ts[0] * p.NbShares;
shares = (int)(shares / p.LastPrice);
if(shares > 0)
{
Orders.AddLongPosition(p.Symbol, shares, null);
}

swalk10
2014-09-29 09:03:33

Thank you very much; I will test it out. I appreciate the help.

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