Hello,
I want to ask if it is possible to realize something like this with building blocks:
1. Stop trading when the S&P500 is lower than 3 months ago
or
2. Stop trading for three days if the last 3 trades resulted in a loss.
If it is not possible to do that with building blocks. Is it possible to do it with programming? Thanks for your help!
Werner
I want to ask if it is possible to realize something like this with building blocks:
1. Stop trading when the S&P500 is lower than 3 months ago
or
2. Stop trading for three days if the last 3 trades resulted in a loss.
If it is not possible to do that with building blocks. Is it possible to do it with programming? Thanks for your help!
Werner
Rename
1. This one is a basic Indicator compare to Indicator Condition.
Just use the Transformer indicator SymbolInd to apply any indicator to a specified symbol.
2. Stop trading until when? Per symbol, right?
In any case, I don't think there's a condition for wins or losses in a row, but it would be easy to add a PosSizer for that - but we'd need a rule to "restart" trading.
On a Portfolio level you can check out these in the Power Pack:
- Portfolio Loss/Win Ratio Over Y Days
- X Winners/Losers Within Y Days
Just use the Transformer indicator SymbolInd to apply any indicator to a specified symbol.
2. Stop trading until when? Per symbol, right?
In any case, I don't think there's a condition for wins or losses in a row, but it would be easy to add a PosSizer for that - but we'd need a rule to "restart" trading.
On a Portfolio level you can check out these in the Power Pack:
- Portfolio Loss/Win Ratio Over Y Days
- X Winners/Losers Within Y Days
We could also develop a custom building block specifically for your needs, if interested write to concierge@wealth-lab.com
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