How to set the minimum % requirement in holding stock within portfolio?

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oem7110
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How to set the minimum % requirement in holding stock within portfolio?

Post by oem7110 » Thu Mar 26, 2015 7:29 am

I would like to know on how to set the minimum % requirement in holding stock within portfolio, for example, if I should hold 0.56% of stock ABC within my portfolio, then I would ignore it and hold cash instead.

Does anyone have any suggestions on how to determine this minimum percentage?
Thanks in advance for any suggestions

stamo
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Re: How to set the minimum % requirement in holding stock within portfolio?

Post by stamo » Thu Mar 26, 2015 9:36 am

Something like:

Code: Select all

	IF ( (quantity*order.fillPrice/test.totalEquity) < minPctPortParam) THEN order.Reject( "Order < Than minPctPort" )
should work

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