@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.
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
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