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How to sell previous holding instrument in a strategy?


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How to sell previous holding instrument in a strategy?

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hgchcw
Hong Kong + Hong Kong
 
 
Posts: 18 since Feb 2019
Thanks: 9 given, 0 received

I want to implement a rotation strategy in Portfolio Maestro. The strategy is as follows,

The ETFs used are: IWM, SPY, MDY, QQQ
For every month,
1. calculate the % change of 62 days for each ETFs.
2. sell the hold ETF which doesn't have the highest %
3. buy the highest % ETF

In the Strategy Group, I can set parameters in Ranking tab to rank all etfs according to the % change, and apply my strategy in the highest % ETF to buy that ETF. But I don't know how to sell the previous holding ETF when applying my strategy in the highest % ETF.

For example,
I am holding SPY in the past, and at the next month, the % change of MDY is the highest. Then, I have to apply my strategy in MDY to sell SPY first and then buy MDY. How can I sell the previous holding instrument in my strategy?

Thanks,
Raymond

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Last Updated on July 10, 2019


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