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Barry Cohen

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Posts: 1844

Joined: 10/11/2012

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Subject : Limit Trade Size using Daily Volume
Posted : 10/12/2012 4:41 PM
Post #21366

Have a filter for the overall account that caps the trade size at a % of the average daily volume. Or the lowest low volume in the past N months (user settable). So OmniVest would limit the size of the trade to say 1% of the lowest low volume in the last 2 months to make sure your positions aren't too big. This could also be a benefit because as the accounts gets bigger it can start using more strategies as the original ones will start having their trades capped, giving you more diversification.

Reported by Bogle

Deleting message 21366 : Limit Trade Size using Daily Volume


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