Category: Position Sizing

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”…
Read more

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…
Read more

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…
Read more

//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,…
Read more