Alerts for positions when capital is insufficient
Author: hplein
Creation Date: 3/13/2015 10:12 AM
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hplein

#1

3/13/2015 10:12 AM

Assume a strategy long only, with $10,000 capital and 10% for trades. Is there a way to generate alerts recommending (or calculating) when insufficient capital when new buy signals are generated?
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Eugene

#2

3/13/2015 10:20 AM

You might want to give a try to the Position Options PosSizer. It has "Skipped trade solution" which alleviates the problem for AtMarket orders by adjusting the basis price to the actual Open[bar+1]. (Sort of "Position Leeway" in Wealth-Lab v4 that allowed to include trades when capital was insufficient.)

Please install MS123 PosSizer Library and restart WLP to apply.
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