Category: Position Sizing

Prorealtime Automated Trading Strategies And Training

Prorealtime Money Management Bar Hunter Version

The code incorporates: Position sizing Flat stakes switch Quit rule Min and max position sizing Reinvestment rules In order to calibrate the system run with flat size and £1 per point and take the draw down value from the report and update the DDM figure Generally existing codes will have command lines to buy “n”…
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How To Account For Open Positions When Position Sizing

Overview This code allows for accumulate orders = true to be used in conjunction with limits on how many contacts will be traded Variables ONCE maxPositionSizePerTrade = 6 // maximum size per trade ONCE maxPositionSizeLong = 9 // maximum size for a long position ONCE maxPositionSizeShort = 9 // maximum size for a short position…
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Seasonal Position Sizing

Overview This code allows for the position size to be updated via a multiplier to account for seasonal trends, with a split value between the beginning and end of the month Seasonal position sizing is not something that I have used before as it has not seemed necessary but I do know of people who…
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RFT Money Management Code

//Money Management MM = 1// MM = 1 money management on, MM = 0 money management off Once DDPP = 236.9 // Max DD Per Point (found by running with money management off) Once DDM = 2 // Multiples of max draw downs to factor into position size (found by running with money management off,…
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