variable positionsizing

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12/07/2016 at 1:54 PM #17930 quote

JvdG
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As we all know, while submitting a strategy to pro order, we have to tell the system how many contracts the strategy will trade;

is there a way to escape this field and have a variable positionsize depending on the code of the strategy?

Regards, Jerke

12/07/2016 at 3:12 PM #17934 quote

Nicolas
Keymaster

Master

Yes and this is exactly what this code do:

money management code for prorealtime

It is a simple money management code that calculate your lot size according to your risk, defined by the variable “risk”.

12/07/2016 at 5:05 PM #17949 quote

JvdG
Participant

Average

Thnx for your answer Nicolas,

this code is already similar to what I do;

however, then I submit my strategy to pro order, and I’m just wondering how pro order reacts to this field in the final screen:

<max. positionsize> …

? if I enter 3, then the strategy will be allowed to choose positionsize=1 or positionsize=2 or even 3 but not >3 depending on the code-instructions ?

is this the way it works?

Regards, Jerke

12/07/2016 at 6:25 PM #17968 quote

Nicolas
Keymaster

Master

Yes that is how it works. It helps people to avoid position sizing mistakes in their codes.
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variable positionsizing

General Trading: Market Analysis & Manual Trading

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JvdG @jvdg Participant

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This topic contains 3 replies,
has 2 voices, and was last updated by Nicolas
9 years, 2 months ago.

Topic Details

Forum:	General Trading: Market Analysis & Manual Trading
Language:	English
Started:	12/07/2016
Status:	Active
Attachments:	No files

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