Karan
February 13, 2020, 12:55pm
#1
I'm currently running a rotational strategy, with EnableRotationalTrading(), which has an average exposure of 65%. I want to invest my available cash in another stock till the exposure changes. Is there a way I can do so?
@karan Some possible solutions have been discussed, search the forum for possible solutions. Here is one possible helpful discussion.
Hello
I should appreciate it if you would let me know how to programme a system which buys a given asset instead of going to cash everytime one of its positions is empty.
As an example, consider I backtest the following system, using a wachlist which contains SPY, VEU, TLT, VNQ, DBC
EnableRotationalTrading();
SetTradeDelays(0,0,0,0);
BuyPrice = Close;
SellPrice = Close;
PositionScore = IIf(Close > EMA(Close,10),1,0);
PositionSize = -20;
If one position is sold, its value goes to cash. I would…