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Jim Dean

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Posts: 1059

Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: Limit Trade Size using Daily Volume
Posted : 10/19/2012 2:22 PM
Post #21521 - In reply to #21520

I believe that the pct input just provided should automatically be applied to the net of all strats and portfolios in any account. It's purpose is to prevent slippage and keep trades diversified and realistic.

Furthermore and very importantly - I believe that the percentage should also take into account any EXISTING shares on a given symbol, when a new signal tries to add to them on that symbol. Same reasons as above apply.

I don't see any benefit in having two or three separate percent inputs for this - that would confuse matters. Proper money mgmt should look at the whole account, and integrate new sigs with existing positions, for this purpose.

This is REALLY important. Thanks for posting about it.

[Edited by Jim Dean on 10/19/2012 2:25 PM]

Deleting message 21521 : RE: Limit Trade Size using Daily Volume


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