Hello,

I have understood where the issue was, thks

But I discovered a bug too. The strat is well adapted for someone who has 10k capital and uses 1 mini contract.

But if you want to increase positionsize from 1 to 1.5 or 5, it won’t multiply your P&L by the multiplicator factor and remain at the same level!!

Instead of the code given by Reiner :

// define position and money management parameter
ONCE positionSize = 1
ONCE maxDynamicPositionSize = 2 // >1 with dynamic position sizing; 1 without
ONCE maxPositionSizeLong = 10
ONCE maxPositionSizeShort = 10

// dynamic position sizing based on weekly performance
ONCE profitLastWeek = 0
if DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 then
if strategyProfit > profitLastWeek + 1  then
positionSize = min(maxDynamicPositionSize, positionSize + 1) // increase risk
else
positionSize = max(1, positionSize-1) // decrease risk
endif
profitLastWeek = strategyProfit
endif

I would propose this solution

// define position and money management parameter
ONCE positionSize = 1             // default start size
ONCE trendMultiplier = 2*positionsize          // >1 with dynamic position sizing; 1 without
ONCE maxPositionSizeLong = 10*positionsize     // maximu size for a long position
ONCE maxPositionSizeShort = 10*positionsize    // maximum size for a short position

// dynamic position sizing based on weekly performance
ONCE profitLastWeek = 0
IF DayOfWeek <> DayOfWeek[1] and DayOfWeek = 1 THEN
IF StrategyProfit > profitLastWeek + 1  THEN
positionSize = min(trendMultiplier, positionSize + 1) // increase risk
ELSE
positionSize = max(positionsize*1, positionSize - 1) // decrease risk
ENDIF
profitLastWeek = strategyProfit
ENDIF

as attachments, you find  Reiner’s code with positionsize=1, Reiner’s code with positionsize=5, and my proposal with positionsize=5

it will be more effective when we ‘ll be rich :-)))