Support Board
Date/Time: Fri, 28 Feb 2025 22:07:53 +0000
Post From: PORTFOLIO SCALING AND ALLOCATION ?
| [2016-03-07 23:24:05] |
| User367949 - Posts: 25 |
|
Hi There, I would like to have a Watchlist/ Quote Manger of the most traded futures list like this - http://www.barchart.com/commodityfutures/leaders?type=ma Ranked by Volume, I would like to code the automated strategy so that it allocates 10% of the trading capital for that trading day. So it Automatically allocates to the most traded list and decide's where to allocate the capital 1st by volume eg /ES with the correct settings I have coded in for that strategy eg 5min time frame and max contracts 100 with out slippage for example. Say the 10% amount allocated for any trading day has grown and I have some left over to allocate to the next most highly traded futures say the /CL now it builds up till /CL is at maximum allocation setting eg 50 contracts on a 15 min time frame. How do we achieve this with Sierra? It will be coded in a custom study to be automated Thanks A Date Time Of Last Edit: 2016-03-07 23:55:02
|