Support Board
Date/Time: Tue, 14 Jan 2025 23:10:27 +0000
Post From: ACSIL Algo with Auto allocation % to watch list?
| [2017-04-06 22:13:31] |
| User333736 - Posts: 22 |
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I am looking to have a watchlist of the top 10 most liquid futures ranked by volume and dollar amount Then have the main trading account amount visible (IB Broker) if possible or input the trading capital amount eg 100k then it can continue to scale automatically in terms of contract postion size allocation Then it allocates say 10% to the top 5 list for the day via % so number 1 would get say 3% allocated and the rest less till run out of capital The calculation to how many contracts is the % amount allocated say 8k for 1 postion margin for IB broker would be 3.5k per contract so it would allocate 2 contracts for that 8k amount What is the best way to implement this in ACSIL? All advise welcome thanks! |