Portfolio switch out

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TwiceTrader
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Joined: 13 Feb 2018
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Portfolio switch out

Postby TwiceTrader » 10 May 2020

Morning Sirs,
how could I manage the following simple portfolio strategy?

At month's end I could be invested in only two assets: stock and bonds. The weight is 50-50%.
If stocks are above 10m MA, I will stay long 50 stocks and 50 bonds.
Viceversa, if stocks are below 10m MA, I will close stocks and go 100% bonds.
In simple words, every month stocks could be 0 or 50% and bonds 50 or 100%. No others weighting allowed.

My poor knowledge does not help. I have studied all MC stuff but I am unable to find a solution.
Thanks in advance for your kind assistance.
TT

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Vlada MultiCharts
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Re: Portfolio switch out

Postby Vlada MultiCharts » 09 Jun 2020

Hello TwiceTrader,

We can suggest you create a Portfolio Money Management Signal. Its code should allow and decline position entries for a particular instrument according to the criteria you specify.

Please consider using the keywords from this list.

For more examples of Portfolio Trader Strategies please check here.


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