How to set up multi-position
Author: lookingbackon
Creation Date: 7/24/2014 11:20 PM
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lookingbackon

#1

7/24/2014 11:20 PM

Hello,

Would like to have your suggesion on the multi-position setup.
The idea is roughly like this :

bool A
bool B
If A BuyAtMarket for the first position (10% of the starting capital)
if A&&B BuyAtMarket for the second position (10% of the starting capital)
......
Positions.Count <=4

My question is whether this idea can be realized ONLY with selecting a specific PosSizer option or has to be coded in the strategy.
Thanks a lot
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Eugene

#2

7/25/2014 1:40 AM

Hello,

Assuming each position gets the same amount of capital, there's no need in a PosSizer. To limit the number of total positions, use ActivePositions.Count:

CODE:
Please log in to see this code.

See the WealthScript Programming Guide > Programming Trading Strategies > Multi-Position Strategies > MP Strategy Template for example use.
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lookingbackon

#3

7/25/2014 3:18 AM

Hi Eugene,

Thanks for the help. It's clear now.

Nice weekend
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