Index | Recent Threads | Who's Online | Search

New Thread
This topic has been viewed 303 times and has 1 reply
Feature Request: "IdealPositions" variable in Portfolio rules

Please expose the "Ideal Number of Positions" as a variable in Portfolios (live and simulation). This is useful when testing different numbers of positions.

Sample sell rule:
RankPos > TgtPositions + 3 // Sell when the rank position drops 3 stocks lower that the buy threshold.

This would make some backtesting easier. For example, if we want to see how performance degrades when diversifying with more stocks, I would simply change the "Ideal Number of Positions" and the system would automatically adjust instead of needing to update the rules every time we change the # of positions.

It should be a very simple tweak that saves many hours of our collective time.
View the feature request here .

Jun 7, 2021 12:28:57 PM       
Edit 2 times, last edit by Chipper6 at Jun 8, 2021 11:19:27 AM
Re: Feature Request: Allow

:-) support it!

Best Regards

Jun 8, 2021 4:52:42 AM