Compounding – automated sizing of risk related to size of account equity

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • #26916 quote
    Interceptor
    Participant
    New

    Hi

    I’m new to this platform, although have traded for many years. Has anyone devised any code for compounding, i.e. automated sizing of risk related to size of account equity? So, for example, a 100k account, with a preset risk load of 1% per trade would bear an overall ‘worst case’ risk of 1k, but if that account increases in size to 110k then risk increases to 1.1k, with the reverse applying to diminishing equity?

    Many thanks.

    #26927 quote
    Wing
    Participant
    Veteran
    #26941 quote
    Interceptor
    Participant
    New

    Many thanks.

Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.

Compounding – automated sizing of risk related to size of account equity


ProOrder: Automated Strategies & Backtesting

New Reply
Author
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by Interceptor
9 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/02/2017
Status: Active
Attachments: No files
Logo Logo
Loading...