Arrotondare contratti PositionSizing

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07/26/2022 at 7:53 AM #197936 quote

MauroPro
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Veteran

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

07/26/2022 at 10:10 AM #197948 quote

robertogozzi
Moderator

Legend

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

MauroPro thanked this post

07/26/2022 at 11:03 AM #197950 quote

MauroPro
Participant

Veteran

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

07/26/2022 at 3:58 PM #197964 quote
robertogozzi
Moderator

Legend
La penultima riga scrivila così:
```
PositionSize = ceil(PositionSize/100,0)
```
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