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Custom Weight for Individual Securities

by QuantShare, 1846 days ago
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Say you have a strategy that invests in 5 ETFs and you would like to set manually the weight of each security. By default QuantShare allocates an equal amount of money to each position so if you have 5 allowed positions in your trading system, each ETF will get 20% of the total equity. Now, if you want to set the percentage to allow to each security manually, just install this money management script and add it to your trading system.

In the "Money Management Variables" panel, you can set the different symbols and their corresponding weights.

Let me give you another example. You can to create a trading system that invests into TLT and SPY. You can to invest 30% of your capital into TLT and the remaining into SPY.

- First, create your trading system
- Set number of positions to 2
- Set "TLT" and "SPY" as symbols in "Symbols & Dates" tab
- Select "Money management" tab, click on "Add an existing money management script" then add this script (You should download it first)
- Save your trading system
- In the "Money Management Variables" panel, set the different fields as follows:
Symbol 1 = TLT
Weight 1 = 30
Symbol 2 = SPY
Weight 2 = 70

- Ignore the other fields
- Done

You can set up to 10 symbols and of course you can change that by modifying the money management script then updating the "nbFields" variable in the "Global" event.



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Type: Advanced Money Management

Object ID: 1538


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.