Arrotondare contratti PositionSizing

• 07/26/2022 at 7:53 AM #197936
  MauroPro

  Ciao Roberto, ho ripreso un tuo codice di money management sul position sizing. Quando si arrotondano i contratti il codice passa da 1 a 1,1, da 1,1 a  1,2 …

  Riesci a modificare ROUND per passare da 1 contratto a 2 ( da 2 a 3 …) non appena il valore è superiore a 1? Grazie

  once positionSizeActivation = 1
  once DD = 500 //500 DrawDown
  once DDmultiplier = 3 //3.0 DD multiplier
  once myMargin = 0.5 //0.5% margin required by the broker
  once myCapital = (DD * DDmultiplier) + (high * MyMargin / 100)
  if intraDayBarIndex = 0 then
  myCapital = (DD * DDmultiplier) + (high * MyMargin / 100)
  endif
  once minPositionSize = 1
  once startPositionSize = 1
  once positionSize = startPositionSize
  if positionSizeActivation then
  myEquity = myCapital + strategyProfit
  myInvestment = myEquity / myCapital
  tempLot = startPositionSize * myInvestment
  tempLot = round((tempLot * 10) – 0.5) / 10
  positionSize = max(minPositionSize,tempLot)
  endif

   

   

  

  MauroPro

  Participant

  Topics: 53

  Replies: 450

  Been thanked: 89 times
  07/26/2022 at 10:10 AM #197948
  robertogozzi

  Sostituisci tempLot = round((tempLot * 10) – 0.5) / 10, con tempLot = ceil(tempLot,0).

   

   

  1 user thanked author for this post.

  MauroPro

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16472

  Been thanked: 3643 times
  07/26/2022 at 11:03 AM #197950
  MauroPro

  Grazie Robero, ho provato e funziona. Potresti inserire lo stesso arrotondamento da 1 a 2 anche in questa formula semplificata di Vonasi (che presenta altrimenti lo stesso incremento da 1 a 1.1 …)?

  MoneyManagement = 1
  Capital = 10000
  MinBetSize = 1
  Equity = Capital + StrategyProfit
  //Increasing and decreasing position size
  IF MoneyManagement = 1 THEN
  PositionSize = Max(MinBetSize, Equity * (MinBetSize/Capital))
  PositionSize = Round(PositionSize*100)
  PositionSize = PositionSize/100
  ENDIF

  

  MauroPro

  Participant

  Topics: 53

  Replies: 450

  Been thanked: 89 times
  07/26/2022 at 3:58 PM #197964
  robertogozzi

  La penultima riga scrivila così:

  PositionSize = ceil(PositionSize/100,0)

  1	PositionSize = ceil(PositionSize/100,0)

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 16472

  Been thanked: 3643 times
• Author
  Posts