Help with money management

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    Posts
  • 09/01/2019 at 1:00 PM #106071 quote
    Fran55
    Participant
    Veteran

    Please… I need this part of Code.

    If capital is Cross Up 10000€ the Next operations as to 3€.

    But, if capital is Cross down 10000€ the Next operations as to 1€.

    Thanks!

    09/01/2019 at 2:17 PM #106079 quote
    Vonasi
    Moderator
    Master
    capital = 10000
equity = capital + strategyprofit

if equity > capital then 
positionsize = 3
else
if equity <= capital then
positionsize = 1
endif
endif

if (your conditions) then
buy positionsize contracts at market
endif

    The above simply changes between position size of 3 or 1 depending upon if you are above or below 10k. Is this what you mean as your description is not very clear?

    09/01/2019 at 2:21 PM #106080 quote
    Vonasi
    Moderator
    Master

    Another possibility:

    capital = 10000
equity = capital + strategyprofit
once lastchange = capital
once positionsize = 1

if equity > lastchange + 10000 then 
positionsize = positionsize * 3
lastchange = lastchange + 10000
else
if equity < lastchange - 10000 then
positionsize = max(1,positionsize / 3)
lastchange = lastchange - 10000
endif
endif

if (your conditions) then
buy positionsize contracts at market
endif

    This version multiplies position size by 3 every time a new 10k profit is reached and divides it by 3 every time 10k is lost down to a minimum size of 1.

    Not tested.

    EDIT:2019/09/04. MIN in line 11 should have been MAX – I have edited the post to correct this.

    09/02/2019 at 12:55 PM #106228 quote
    Fran55
    Participant
    Veteran

    Thanks Vonasi!

    The first publicatión is valid.

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Help with money management


ProOrder: Automated Strategies & Backtesting

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Fran55 @fran55 Participant
Summary

This topic contains 3 replies,
has 2 voices, and was last updated by Fran55
6 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 09/01/2019
Status: Active
Attachments: No files
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