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Portfolio Trader Strategy Examples

1 byte removed, 14:12, 29 September 2014
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Let us apply some restrictions to the signal: a) it can be used only in Portfolio Trading, b) portfolio size should not be higher than 10 000 instruments and c) the number of instruments should correspond to user inputs that determine the number of entries:
<syntaxhighlight>once if 1 <> getappinfo(aiisportfoliomode) then raiseruntimeerror("Portfolio Rank Money Management Signal can be applied for MCPortfolio application only.");
once if pmms_strategies_count() > 10000 then raiseruntimeerror("Portfolio Rank Money Management Signal too much instruments, max value = " + numtostr(100000, 0));
If Rank<=10 then Buy 200 contracts next bar at O; {Go Long the best 10 stocks}
Else If Rank>=490 then SellShort 200 contracts next bar at O; {Go Short the Worse 10 stocks}</syntaxhighlight>
 
The above is a classic case of Stocks Relative Performance Trading

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