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Feature Request: Max number of stocks to purchase

For Ports and Sims:

Add a trade system setting to set a max number of symbols to purchase each rebalance cycle.

For example:

1.2 Position Sizing
Type '% of Market Value'
Ideal Weight New Pos 5%
Aprox. Number of Positions 20.0
Max Weight Deviation 10%
<b><i>Max Symbols per Rebalance 5</i></b>


Stagger purchases for an additioal mechanism to reduce risk by staggering purchases.

This could also be incorporated as a condtional purchase rule
maxSymb(condition, trueQty, falseQty)
maxSymb(SMA(5,0,#BENCH) < SMA(5,1,#BENCH) ,10,5)
View the feature request here.

-- Garry P.

May 12, 2008 11:48:03 AM       
Edit 1 times, last edit by garryp at May 12, 2008 11:51:44 AM
Re: Feature Request: Max number of stocks to purchase

Is there no way with all the current functions and features available to write a buy rule that forces a sim or port to stagger purchases?

If not, please vote for this request. I think it would be very useful.


Feb 27, 2009 7:23:06 PM