Rule-based Strategy: reduce number of Alerts?
Author: hasenhas
Creation Date: 12/19/2012 4:23 AM
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hasenhas

#1
Is there a description, how to trade a strategy created with the wizard? Either directly from the alert output or about the strategy monitor?

The problem is that I can get the maximum number of signals without position prio. No matter how many positions are running or not.

If there are i. e. 30 new entries ejected in one day, a manual evaluation is very complex. How to select?

It is at all possible, to trade a rula based strategy virtually live? How can I restrict the signals.
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Eugene

#2
QUOTE:
If there are i. e. 30 new entries ejected in one day, a manual evaluation is very complex. How to select?

Convert to code-based Strategy and assign Position.Priority. That simple.

Also, tools like Position Options introduce rejecting a Position when number of Alerts is above/below some cutoff threshold. Unfortunately, it doesn't work in 6.4 due to a live bug (Open Issues: (62853) In PosSizers, the Candidates list is empty for Alert sizing). When the bug is fixed, the PosSizer's option will again be applicable to code- and rule-based Strategies alike.

Even then, limiting open positions in portfolio and/or in a symbol is possible using this PosSizer, currently.
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