Averaging Down Orders improvment

Viewing 5 posts - 16 through 20 (of 20 total)
  • Author
    Posts
  • #44290 quote
    victormork
    Participant
    Veteran

    @Henrik I can recommend Van Tharp’s Definitive Guide to Position Sizing. This book cover both system evaluation and how to use position sizing to increase you return without taking unnecessary risk.

    #44291 quote
    Despair
    Blocked
    Master

    Very good book!  ^^^

    #44326 quote
    Henrik
    Participant
    Veteran

    Thanks victormork and Despair!

    Ive been looking into buying that book but wondered if its was paying back its money, but seems like it does!

    Regards

    Henrik

    #52474 quote
    Juan Salas
    Participant
    Master

    Hi colleagues,

    I have a question above averaging. If shortonmarket and I have accumulated 2 contracts, and the price emerge above zero, I mean it is already positive, how can I close these two contracts??

    IF SHORTONMARKET AND COUNTOFSHORTSHARES>=2 AND positionprice>tradeprice(2) (??????) THEN

    EXITSHORT AT MARKET

    ENDIF

     

    I mean, I don’t know how to code the position price when is already in positive.

    Thanks,

    Juan

    #52477 quote
    Nicolas
    Keymaster
    Master

    With PositionPerf?

    Juan Salas thanked this post
Viewing 5 posts - 16 through 20 (of 20 total)
  • You must be logged in to reply to this topic.

Averaging Down Orders improvment


ProOrder: Automated Strategies & Backtesting

New Reply
Author
author-avatar
Ludde500 @ludde500 Participant
Summary

This topic contains 19 replies,
has 6 voices, and was last updated by Nicolas
8 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/15/2017
Status: Active
Attachments: 4 files
Logo Logo
Loading...