ActiveTrader 2012-12 | WLMA system
Author: Eugene
Creation Date: 11/6/2012 9:56 AM
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Eugene

#1
Code for ActiveTrader 2012-12 | WLMA system strategy published.

We recommend downloading it directly using the convenient "Strategy Download" feature (found in Wealth-Lab's "Open Strategy" dialog).



Requires installed Community Indicators library!
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set2win

#2
I have been experimenting with the WLMA system strategy and was wondering if their is a priority in the order that it delivers trades?
When I use raw profit mode so that all trades are executed, I see its not alphabetical which is how the dataset is setup.
Reason I am curious is that I would be limiting my trades to 5 on any trading session and would want the best 5 possible trades.
The code does not seem to offer any hints. It delivers Buys when symbol passes below its lower moving average but let say on a given day it finds 10 symbols that comply with that but I only want to trade 5 on any day. Is there some deeper logic working or is it just a random delivery?
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Eugene

#3
As said in the article, "In a cash-limited situation, signals with lowest prices possible are taken."

In the system's code, it is reflected by this part:
CODE:
Please log in to see this code.


See more hint in the QuickRef: Position > Priority.
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Eugene

#4
QUOTE:
but I only want to trade 5 on any day.

It can be achieved, for example, using the Position Options PosSizer: enter "5" next to "Max pos. per day" and don't forget to enable the option by clicking that button.
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set2win

#5
Thanks for that answer, it's all clear now.
And yes , I have been using the Pos Options

Dan