Contract value – help :-)

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04/13/2019 at 11:17 AM #96338 quote
SIMONIS
Participant

Junior
I am just starting with prorealcode and want to create simple buy strategy for index CFD’s

When I buy CFD’s I always want to have the same contract value / exposure (in my case 10.000 euro per position leveraged) but I want to apply my trading strategy to multiple indexes.
```
X = 10000 / medianprice
BUY X CONTRACTS AT MARKET
```
doesn’t do the trick because it fluctuates by index

Can somebody give me a tip ?

Thanks
04/13/2019 at 12:34 PM #96344 quote

Vonasi
Moderator

Master

Welcome to the forums.

I have moved your post to the ProOrder forum as it is a strategy coding question and not a platform issue. Please try to ensure that you post in the correct section with any future topics.

We also like it if you use the ‘Insert PRT Code’ button when putting any code in your posts. I have edited your post to show how it should look. 🙂

04/15/2019 at 5:42 PM #96528 quote

SIMONIS
Participant

Junior

I found a simple answer to my own question ;

Exposure = 10000

NUMBEROFCONRTRACTS = (Exposure / MedianPrice) * ( 1 / pointvalue )
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Contract value – help :-)

ProOrder: Automated Strategies & Backtesting

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SIMONIS @simonis Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by SIMONIS
6 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	04/13/2019
Status:	Active
Attachments:	No files

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