Trying to add a sector weight limitation in a screen using "SecWeight < 30", which I've seen and used in simulated strategies. I get a message that SecWeight doesn't exist (or something). Also, when I do a search for "SecWeight", "Sector Weighting", "Sector Weight", etc. I don't get any results. Is it no longer being used, or limited to sims? What can I use in a screen?
Many thanks!
Use "seccount". This limits the # of positions. You can then set that number as proxy for % based on the total number of positions you want in the screen
1 Like
Thanks for the help. I'll try that. Do you happen to know if the "secweight" has been retired? I've just started using the system and I've bumped into that situation before.
SecCount and SecWeight are limited to simulations and live strategies. They won't work in screens. They're both handy tools indeed.
I don't think there's a good way to enforce sector diversity in a screen.
I believe seccount can be used in screens. Needs to be the last rule
Indeed, you're right. My apologies!