12-24-2022, 12:28 AM
I responded by email and we can continue correspondence through that channel, but for others who are seeing this, a possible solution would be to use the "soft cap" feature mentioned here https://aleratrading.com/forum/showthread.php?tid=4
You can take a guess as to how many positions on average will give you 100% allocation and set the soft cap to that many positions.
Based on a brief look into Van Tharp's percent volatility sizing, it looks like you already know the % of your portfolio that you'd like each position to have, so it might make sense to use signals in the form LONG AAPL 20 %PORTFOLIO
If you're looking to have limit orders totaling more than 100% of your allocation, but have only some of those orders are filled, then using the soft-cap method above with an estimated max number of positions would be a good starting point.
You can take a guess as to how many positions on average will give you 100% allocation and set the soft cap to that many positions.
Based on a brief look into Van Tharp's percent volatility sizing, it looks like you already know the % of your portfolio that you'd like each position to have, so it might make sense to use signals in the form LONG AAPL 20 %PORTFOLIO
If you're looking to have limit orders totaling more than 100% of your allocation, but have only some of those orders are filled, then using the soft-cap method above with an estimated max number of positions would be a good starting point.