Position Size as function of volume

Optuma Forums Optuma Feature Requests Position Size as function of volume

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  • #68175
    Deepak
    • Topics: 85
    • Replies: 71
    • Posts: 156

    Hii Sir,

    Is there a way to add a criteria in back tester engine that can link the position size. So for example i want to take only position if its less than 5% of the volume other wise it should not consider the same in back test.

    Regards,
    Deepak

    #68202
    Matthew
    • Topics: 5
    • Replies: 631
    • Posts: 636

    Hi,

    I do not believe there is a way this can be done currently.  It would have to be a new feature added in a later update.

    #68221
    Deepak
    • Topics: 85
    • Replies: 71
    • Posts: 156

    Thanks Sir. Can it be added in a later update.

    Regards,
    Deepak

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