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You have voted on this request. View results below. Closed on 07/30/19. See final comments below.
Realistic Position Sizing in Ports/Sims
Create an option to limit the position size based on Avg Vol. There's no point in running sims when it sims a position of 1 million shares of a company that only trades 50 000/day. The investor should still have the ability to buy say X% of the avg vol and then find the next stock on the list and go from there. I realize this screws with number of positions so maybe setting a max - min size is the way to go. Plus anyone that is using this option probably doesn't care much about commision cost due to the trade vol they're using.
This can not be done with a buy rule. The idea is to give the investor the choice to either choose the next stock recommended or maintain a cash position until a stock is found to meet the buy criteria.
This is crutial for accuracy and realistic trading of large ports.
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