Click here to Login

                                                   Different symbol list for Long/Short / custom portfolio categories


2016-02-29 03:18:21

I have custom 3 categories in my MM script - Stocks, Bonds, Short
1) How can i assign different symbol lists for each category, so it only picks up symbols from the assigned list when placing orders?
2) Also, not clear how the last parameter (null / Order type) implements rebalancing in the Portfolio.UpdateCategorySetting command below does - Portfolio.UpdateCategorySettings("long", 30, 3, Orders.OpenMarketOrder());
- Does it force-rebalance each of the categories to the target %?
- How often does it rebalance? Are the different positions in the category rebalanced proportional to the position size?
- If it's null and no auto-rebalancing is done, how do you prevent drift of the category size over time. Without rebalancing it's unclear what purpose does the category serve, as position sizing/rebalancing would need to be done manually in the MM code.

I read the article but couldn't find explanation to these questions -


2016-02-29 04:17:01


1/ You must implement your own trading logic within the MM Script and have a different system/formula for each category

2/ If an order is specified then the pending orders will be placed on the same day. If "null" is specified then no orders is executed and the category adjustement is made when new orders are generated by your system. In other words, specifying an order forces the rebalance.

No more messages


No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"


Trading Items
List of Optionable Stocks for the US Market
Custom Weight for Individual Securities
ISE index options list
Advanced Quotes and Custom Databases Function
Industry and Sector Information for the US Stock Market

How-to Lessons
How to display the number of stocks per day for different RSI gro...
How to associate an index with a list of stocks
How to import trades into a portfolio
How to import your own list of stocks/symbols
How to add custom position-based metrics to your trading system

Related Forum Threads
Optimize for each symbol and walk-forward test on list
Different Stops for Long/Short Positions
Optimize a list (vs rules) for a strategy
indicator for 1 symbol in screener and simulation
STATIC WATCH LIST-add a symbol to existing static watch list from...

Blog Posts
How to combine long, short and custom portfolio strategies within...
How to get buy and sell orders for a portfolio based on a trading...
Different Ticker Symbols for Each Data Source
Create custom metrics for the statistical data analysis tool
How to Create Custom Metrics for Your Trading Positions

Create an account
Affiliate Program
Contact Us
Trading Forum
How-to Lessons
About Us
Terms of Use

Copyright 2021
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Follow us on Google+
RSS Trading Items

Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.