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Fundamental Data

Posted By StockNut 5 Years Ago
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Posted Monday May 21 2012
I have my own fundamental data. I want to RE call my external assembly every 28 days to get a list of tickers to buy. It would then sell whatever is in the portfolio and replace it with the new issues. Repeat this every N days and show performance.

In case the position started declining I would then have exit criteria based on price such as stop loss on each issue, but may want to query the assembly again to get a replacement candidate.

Does the architecture of the program support this? Is there a way to have a class that monitors the portfolio as a whole where it could do the position sizing, etc or does the architecture only support a class per position.
Posted Monday May 21 2012
Yes, you can do this. You can reference an external DLL from the RightEdge project and call into it as necessary.

You can put logic that applies across all symbols in the MySystem class. One instance of this class is created for your system, while MySymbolScript is created once per symbol.

For your system to trade a symbol, it needs to be in the watch list and selected when you run the system. So you will need to have all the symbols you may want to trade in the watch list when you run the system.

This should point you in the right direction, let us know if you run into any trouble. Smile

Thanks,
Daniel


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