Hi - We have asset tolerance in simulated books. This is good, because if the ports in a book are mean reverting, then you can test for the best tolerance to capture the mean reversion effect.

However, in live books, all we have is a minimum transaction amount.

I'd like to combine a bunch of weekly ports into a weekly book that rebalances between those ports ONLY once they drift to a certain tolerance. I can't do that now. If I set up a live weekly book, then it's going to rebalance between the ports EVERY week assuming the minimum amount is met.

This seems like an easy fix, as the feature is already available for simulated books.

Please help. Many thanks.
Results: Total score: 35, # of Votes: 10, Average: 3.5
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Requested by: Miro
On date: 11/10/17
Category: Portfolio

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