Managing buys/sells/holds - Trading Software

Managing buys/sells/holds

Alpha Trader
2018-01-13 13:48:10

Hello -

I have a script where I rank symbols.

comborank = comp(ROCP(50),"rank");

test = Comp(ROCP(50),"count");
pos = iff(test >= 15,15,test);

SetSimPosSize(100/pos,_PercentOfEquity);
SetSimTiming(_Buy,_Close,0);
SetSimTiming(_Sell,_Close,0);

buy = (comborank <= POS) and (RebalIndexDate ==0);
sell = (RebalIndexDate ==0);

I would like the system to be 100 percent invested - no more - Also I would like it to hold positions which have buy signals.

When I use -

sell = (RebalIndexDate ==0) and (comborank > POS);//

The system doesn't hold 15 Positions......

Any Sugestions?

QuantShare
2018-01-15 04:51:32

In your trading system, make sure the "Number of positions" is set to 15 or more depending on the number of max symbols you want to have.

Alpha Trader
2018-01-17 16:08:52

Yeah, I did that - Wasn't the issue. though. When use Sell = 1; it gets the job done, but it doesn't allow me to calculate turnover.

Thanks-

QuantShare
2018-01-18 08:52:51

Try with
sell = comborank > POS;

Get more messages

No more messages

Back


Trading Items iShares Exchange-Traded Funds - ETF Fees and Expenses Bollinger Strategy Morningstar Historical Fundamentals Stock Market Momentum Indicator Equal Weighted Index	How-to Lessons How to automatically arrange charts? How to debug a downloader How to install the previous version of QuantShare How to plot the relative performance of several stocks/indices How to import trades into a portfolio
Related Forum Threads Quotes Database Management Folders Advanced Money Management Change volume color based on criterion t-test / z-test	Blog Posts Creating and managing notes for your stocks Automatically create historical quotes charts How Does QuantShare Work? Industry Analysis - How to Compare Stocks with their Industries Trading Forex with the commitments of traders report