variable positionsizing

• 12/07/2016 at 1:54 PM #17930
  JvdG

  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

   

  

  JvdG

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

  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”.

  

  Nicolas

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

  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

   

   

  

  JvdG

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

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

  

  Nicolas

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