Size 'Amount' as a percent of value_now/value_last

[ivanttt45]

Hello,

I have 10 assets, long_only, each with an array of entries/exits. The group of assets shares the cash. I am trying to allocate say 8% of the previous Portfolio value to one of the assets when an entry signal is triggered. Assuming I set size_type='Amount', how can I set a size=last_value*0.08 meaning the value of the portfolio the previous day or the value before execution of todays' orders?

Thank you very much in advance.

Ivan

[polakowo]

There is an argument called val_price that controls the evaluation price, it defaults to the order price, but you can set it to the previous close or anything else from the past. You can then use size_type='percent' and size=0.08.

[ivanttt45]

Thank you very much

Ivan