Good day.
Is there any possibility to add to equity trading size rule with for example maximum 5% of volume on past bar or computed period?
Certainly it could be done through methods replacing all trading WealthLab methods and compute it there but still hope it is possible via WealthLab.
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There's an option to reduce quantity based on Volume in Wealth-Lab's Preferences, it's called "Limit a Position's Quantity to a Percentage of the Bar's Volume".
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Great, thank You.
It was easy)
Is it possible to get access this setting via code?
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Yes, it's possible using the undocumented and unsupported SettingsManager class from Fidelity.Components assembly.
On how to properly initialize it (or it won't work) and use it, check out the latest
source code of Community Components. It can be found under ..\ExtensionMethods\PortfolioEquityEx.cs >
ExecuteDonorStrategy.
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