Hi all !
Months ago i found this “mm” snippet on this precious forum.
Q: I had to stop the strategy to tweack this last one a bit…
Then, I put it back on live but the balance was gone, like back to square 1.
Any ideas anyone may have to solve this problem ?
I do deeply understand that it may be the “happy hour” for some of you so no rush, CHEERS !
Thx.
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once startpositionsize= 1
once positionsize= startpositionsize
once flatoverweekends= 1
once startequity= 0
once Reinvest= 1
if reinvest then
//------------ Fixed fraction money management ----------
once multiplier= 1
once delta= 200 // < == THROTTLE
once fraction= delta* pipvalue
once newlevel= delta* pipvalue
once oldlevel= delta* pipvalue
if strategyprofit + startequity> newlevel then
multiplier= multiplier+ 1
oldlevel= newlevel
newlevel= strategyprofit + startequity+ multiplier* fraction
positionsize= multiplier* startpositionsize
elsif strategyprofit + startequity< oldlevel and multiplier>= 2 then
newlevel= strategyprofit + startequity
oldlevel= strategyprofit + startequity- multiplier* fraction
multiplier= multiplier- 1
positionsize= multiplier* startpositionsize
endif
Endif
if flatoverweekends then
//--------------- daylight-saving corrections ------------------
if currentmonth = 3 and day >= 15 then
dlc= 10000
elsif currentmonth = 11 and day < 8 then
dlc= 10000
else
dlc= 0
endif
fridaynight= (currentdayofweek = 5 and time >= (223000 - dlc))
else
fridaynight= 0
endif
if fridaynight then
if longonmarket then
sell at market
elsif shortonmarket then
exitshort at market
endif
endif
.
