Increase/Decrease contracts based on total capital?

• 01/09/2021 at 1:51 PM #157090
  umebon

  Hi

  Is it possible to make a MM in a system that increases/decreases contracts based on total capital?
  Say if my initial capital is 10000 and I want too risk 0.01 of that in trades. If I have a winning trade I want the capital to be updated to the actual amount on my account so that MM updates and increase the number of contracts if possible.

  

  umebon

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  01/09/2021 at 2:05 PM #157092
  Nobody

  Dynamic position size

  // dynamic position sizing n = position size capital = 10000 n = (10000/close + strategyprofit/close) * coef // adjust n by whatever coeeficient give you the leverage/ exposure that is comfortable risk parameter coef = leverage adjusment

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  // dynamic position sizing  n = position size   capital = 10000 n = (10000/close + strategyprofit/close) * coef   // adjust n by whatever coeeficient give you the leverage/ exposure that is comfortable risk parameter   coef = leverage adjusment

   

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  umebon

  

  Nobody

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  01/09/2021 at 3:07 PM #157099
  J.

  The way I do it is like this:

   

  STARTINGCAPITAL = 10000 //10k USD SIZE = 1 / STARTINGCAPITAL //divide your initial contract size by startingcapital CAPITAL = STARTINGCAPITAL + STRATEGYPROFIT //current capital CONTRACTS = CAPITAL * SIZE //calculate position size

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  STARTINGCAPITAL = 10000 //10k USD   SIZE = 1 / STARTINGCAPITAL //divide your initial contract size by startingcapital   CAPITAL = STARTINGCAPITAL + STRATEGYPROFIT //current capital CONTRACTS = CAPITAL * SIZE //calculate position size

  But you have to explicitly close the positions to update your strategyprofit by selling or exitshorting, and then you can open a new position.

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  umebon

  

  J.

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