Problem with contract size in BUY order when using a variable with round fun.

• 03/05/2018 at 11:51 AM #64421
  Alberto Lucchese

  Hello,

  I want the quantity of contract to increase/decrease as the strategyprofit increases. So i tried the following code together with the BUY order command:

  ContractSize=round(1+strategyProfit/10000) ///minimun size is 1, increase when profit is more than 10K // Then use the BUY command BUY ContractSize Contract at market // this does not works, BUY is never executed

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  ContractSize=round(1+strategyProfit/10000) ///minimun size is 1, increase when profit is more than 10K   // Then use the BUY command BUY ContractSize Contract at market // this does not works, BUY is never executed

  If I change the ContractSize variable and set any integer number (1, 2, etc), it works. So I’m  not sure if the result of the round function is giving me trouble.

  anyone has had the same problem?

  

  Alberto Lucchese

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  03/05/2018 at 2:19 PM #64446
  Nicolas

  Try with:

  ContractSize=max(1,round(1+strategyProfit/10000))

  1	ContractSize=max(1,round(1+strategyProfit/10000))

  If it doesnt work, try to

  GRAPH ContractSize

  1	GRAPH ContractSize

  in your backtest.

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  Alberto Lucchese

  

  Nicolas

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  03/05/2018 at 3:07 PM #64457
  Alberto Lucchese

  Thanks!

  I was looking for a way to check the variables values, I’ll try that and get back to you.

  

  Alberto Lucchese

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  03/07/2018 at 7:10 AM #64643
  Alberto Lucchese

  The problem was i was using pipvalue to calculate the contract size with the SP500 index. I started using the SP500 Futures instead (ESXXXX) and the formula started working.

   

  thanks a lot!

  

  Alberto Lucchese

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  03/07/2018 at 7:52 AM #64646
  Leo

  Try this:

  n = 1 + (strategyprofit / (134*pipvalue)) n = round(n * 100) n = n / 100 n = max(1,n)

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  n = 1 + (strategyprofit / (134*pipvalue)) n = round(n * 100) n = n / 100 n = max(1,n)

   

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  Leo

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