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;

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