StrategyProfit e sizing Code

• 06/10/2019 at 3:23 PM #100320
  Gianluca

  Ciao è da un pò che uso questo codice per aumentare le size dei TS automatici,  preso dal TS di pathfinder, ha sempre funzionato a dovere, ultimamente ho riscontrato che non mi funziona a dovere e anche oggi con dei backtest non sembra aumentare a dovere le size.

  Potreste dirmi se vi risulta qualche problema a riguardo o se il codice scritto qui sotto è sbagliato?

  // dynamic scaling of the chance/risk profile depending on account size ONCE startRisk = 1 // start risk level e.g 0.25 - 25%, 0.5 - 50%, 0.75 - 75%, 1 - 100% and so on ONCE maxRisk = 100 // max risk level e.g 1.5 - 150% ONCE increaseRiskLevel = 150 // amount of profit from which the risk is to be increased ONCE increaseRiskStep = 0.25 // step by which the risk should be increased // size calculation: size = positionSize * trendMultiplier * saisonalPatternMultiplier * scaleFactor ONCE positionSize = 1 // default start size ONCE maxPositionSizePerTrade = 5 // maximum size per trade // calculate the scaling factor based on the parameter scaleFactor = MIN(maxRisk, MAX(startRisk, ROUND(StrategyProfit / increaseRiskLevel) * increaseRiskStep)) numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize) * scaleFactor)

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  // dynamic scaling of the chance/risk profile depending on account size ONCE startRisk                     = 1  // start risk level e.g 0.25 - 25%, 0.5 - 50%, 0.75 - 75%, 1 - 100% and so on ONCE maxRisk                       = 100     // max risk level e.g  1.5 - 150% ONCE increaseRiskLevel             = 150  // amount of profit from which the risk is to be increased ONCE increaseRiskStep              = 0.25  // step by which the risk should be increased   // size calculation: size = positionSize * trendMultiplier * saisonalPatternMultiplier * scaleFactor ONCE positionSize                  = 1     // default start size ONCE maxPositionSizePerTrade       = 5     // maximum size per trade     // calculate the scaling factor based on the parameter scaleFactor = MIN(maxRisk, MAX(startRisk, ROUND(StrategyProfit / increaseRiskLevel) * increaseRiskStep))   numberContracts = MAX(1, MIN(maxPositionSizePerTrade, positionSize) * scaleFactor)

   

  

  Gianluca

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  06/10/2019 at 11:37 PM #100373
  robertogozzi

  Io non lo uso mai, per cui non so dirti a prima vista.

  Posta un codice funzionante in modo da poterlo provare.

  Hai usato GRAPH e/o GRAPHONPRICE per fare il debugging delle variabili che t’interessano candela per candela?

  

  robertogozzi

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