Assign lot size for individual stock

Author: kenlokc1234

Creation Date: 4/6/2013 6:14 AM

Wealth Lab » WealthScript (.NET) » Assign lot size for individual stock

kenlokc1234

4/6/2013 6:14 AM

How could I assign each stock with different lot size , e.g.

0005.HK -- lot size: 400 shares
0023.HK -- lot size: 200 shares
.
.
.
etc

Thanks.

Eugene

4/6/2013 6:24 AM

Select the WealthScript Override option from the Position Size dialog:

CODE:
Please log in to see this code.

Thanks Eugene.

Is it any way I could also apply the 'percent of equity' limit in the potfolio simulation mode

e.g. Starting Capital : 1,000,000

percent of Equity : 10%

0005.HK's price : 81.35
1,000,000 x 10% / 81.35 = 1229 shares

Round to nearest whole lot size = 1200 shares (400 shares x 3)

0023.HK's price : 30.05
1,000,000 x 10% / 30.05 = 3327 shares

Round to nearest whole lot size = 3200 shares (200 shares x 16)

Eugene

4/6/2013 7:23 AM

This task should be approached by building a custom PosSizer. Consider that a WealthScript Strategy does not have access to its Equity while it's executing, because Strategies are pre-executed with 1 Share size and then a position sizing overlay is applied.