Setting Buy and Sell size a % of equity

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    K12ANK12AN
    Participant
    Junior

    Is it possible to set the lot size as a % of equity?

    For example, if I start with 10,000 in equity and want to trade 10 lots(or shares).

    size = equity/1000

    Thanks

    #8916 quote
    NicolasNicolas
    Keymaster
    Legend

    Yes it’s possible. But you have to set your capital in the code as a variable.

    Adolfo has made a nice code snippet for everyone to use in their own prorealtime codes :

    http://www.prorealcode.com/blog/learning/money-management-prorealtime-code/

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Setting Buy and Sell size a % of equity


ProOrder: Automated Strategies & Backtesting

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K12AN @k12an Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by NicolasNicolas
10 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/07/2016
Status: Active
Attachments: No files
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