Buy rule that trigger sell

[yuvaltaylor]

@blueakoi

Hi, what is the rule for automatically buy when there is a new stock that enter rank 5 or higher and then also sell the lowest rank stock

Max position is 20 in simulation setting

Thanks,
Benny

Hi. Check out this simulation. It's a pretty reasonable attempt to convert the basic sell-based simulation to a buy-based one.

https://www.portfolio123.com/port_summary.jsp?portid=1652284

The key things are as follows:

• use 0.9 leverage so that you don't go over 1X.

• use dynamic weight sizing with a huge number of positions.

• set max portfolio drift, max position drift, and min rebalance transaction to 100%

• set transaction scaling to no

• use a rankpos-based buy rule

• for the sell rule use PosCnt > x and RankPos > x, where x is the number of positions you want.