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                                                   Set Position Size by Ticker Within Main Strategy

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swalk10
2014-08-08 13:54:50


Is there an example of how to set a position size different by ticker within the main strategy backtest code, or does it have to be done in the AMM?

For example, I simply want to create a variable "Size" (which will be a function of other strategy variable results) to represent % of available equity to trade by ticker ,
which will be calculated by formula with a different variable result for each ticker, and recalculated for each time period.

Thanks!



QuantShare
2014-08-08 14:39:04

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Best Answer
Currently, position sizing can be done only using AMM.


swalk10
2014-08-08 15:50:58

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OK, thanks


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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.