Number of trade signals vs actual number of positions open
Author: avishn
Creation Date: 12/17/2009 10:24 AM
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avishn

#1
Is there any way to get access to a dataseries with a running number of trade signals vs actual number of positions open in portfolio mode?
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Eugene

#2
In PosSizers, the WealthLab.PosSizer.Candidates property contains the complete list of potential trade signals (with all their properties, i.e. List<WealthLab.Position>) that are being processed for the bar on which the PosSizer was called.

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avishn

#3
Thanks!

I think somebody already have asked that before.... Where do we find PosSizers API documentation?
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Cone

#4
It'll be at fidelity.com when they get around to putting it there.
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ss161

#5
How do you initialize a new position sizer object? Maybe the smallest of a code sample will allow us to experiment with creating them until the documentation gets placed on-line.

I noticed that typing PosSizer psz = new PosSizer( ... ) doesn't work as PosSizer is protected.


QUOTE:
It'll be at fidelity.com when they get around to putting it there.

This implies that it could be months plus away from happening?
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Eugene

#6
First off Steve, PosSizers are assemblies - you'll need to compile them in Visual Studio, SharpDevelop (or MonoDevelop).
QUOTE:
I noticed that typing PosSizer psz = new PosSizer( ... ) doesn't work as PosSizer is protected.

"= new PosSizer" is not a valid instruction because, being an abstract class, the PosSizer interface requires implementation, not merely creating a new instance. Coding a PosSizer is easier than a Visualizer, but these animals are more complex than e.g. Indicators because of the need to create a GUI and to save/restore its preferences.
QUOTE:
This implies that it could be months plus away from happening?

I'm under impression it was a technical glitch. The docs were expected to be released in one shot with 5.6. We're currently waiting for the status update.
QUOTE:
Maybe the smallest of a code sample will allow us to experiment with creating them until the documentation gets placed on-line.

Let's wait a bit. I have a library of PosSizers that I'm planning to hand out to known customers but it requires a small fix due to some change in between builds. Should the wait take unusually long, I'll be demoing the source code of one of my PosSizers just like with Community.Providers for educational purposes.
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ss161

#7
thanks. that's great. I appreciate it.
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