Set strategy to invest 1/5 of cash position

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  • #109553 quote
    xs4bryan
    Participant
    New

    Hi all,

    does anyone of you know a way to:

    1. Run (for instance) 10 strategies at the same time (same strategy on different stocks) and,
    2. determine how much cash there is on my account and,
    3. allocate  the total available cash in equal parts to the first 5 strategies to meet certain conditions (so 20% per strategy), hence
    4. stopping the remaining 5 strategies from executing trades as there will be no cash available for these strategies anymore.

    I tried using ‘capital’, but this is a fixed amount and does not relate to the total cash on my account.

    Many thanks for your help in advance!

    Kind regards,

    Bryan

    #109557 quote
    robertogozzi
    Moderator
    Master

    You can only rely on manual calculations, i.e. eXcel or any similar product.

    PRT has no provisions for that!

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Set strategy to invest 1/5 of cash position


ProOrder: Automated Strategies & Backtesting

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xs4bryan @xs4bryan Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
6 years, 4 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 10/07/2019
Status: Active
Attachments: No files
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