Hi Guys!
Could you help me, I'm trying to test some long only portfolio strategy, whrere size depends on number of signals - if we receive only one signal we buy 100% of stock A, if 2 then split capital between A and B, etc. I looked through different possizer's but couldn't find any, which could help me solve this problem.
Maybe I missed something, Is there any way to do it in Wealth-Lab?
Thanks in advance for you help.
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Robert, that'd work for a
legitimate user - not
for him. ;)
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Thank you, Cone!
I've tried this, could you explain what properties should I enter, error messages are counterintuitive.
To Eugene, I am legitimate user, I've got company's account.
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Here's what's counterintuitive: "error messages" in a PosSizer that's isn't programmed to throw any error messages. What are they?
Applying the Graded Equity Percentage PosSizer to your example, here's how it should be configured:
From: 1 -- To: 1 -- Max Pos: 1
From: 2 -- To: x -- Max Pos: 2
No "etc.", unfortunately
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Eugene, Thank you for your relpy,
The problem is that I have more than 2 signals, right now it's 8, Is there any way to set size accordingly?
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Thanks, I will look to the link you've sent.
As for Spread Equity Possizer it splits equally and it doesn't depend on number of signals. Screen attached.
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As for Spread Equity Possizer it splits equally and it doesn't depend on number of signals.
Which is exactly what you asked for:
"if we receive only one signal we buy 100% of stock A, if 2 then split capital between A and B, etc."Re: screenshot. Previously you mentioned that "
I have more than 2 signals, right now it's 8". If you're trying to use "Min/Max Position
Size" in this PosSizer as a number of positions or signals, it's not going to work.
To sum things up, your request is unclear.
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