@fifi743 — could you please explain how this part of the code works?
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// ajouter par fifi743
spread=abs(OPEN-CLOSE)
coeff=spread/highest[200](spread)*100
// perfomance
posmax=3
PP=positionperf(0)*100
ifpp>ppfthen
ppf=pp
endif
// stop hedge
stpposinver=2
What I’m seeing in back test is 15 or 20 positions of 1 contract and then a sudden jump up to 3, or whatever the posmax value, then it goes back to 1 for a while before jumping up to 3 again. I’m sure there’s a method at work here, but whatever it is I don’t get it!?? 🤔🤔
Is there any way to make this work with a more conventional money management?
