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Hi,
If someone could help with this please. I would like to setup a position
size based on the smallest trade size of either the:
1. Risk or
2. Maximum Trade Size of 10% of the capital.
ie: If the risk position size is $5000 and the Max Trade Size is $7000
then I trade the $5000.
Also, I have a Minimum Trade Size of 9% of capital.
ie: If the Minimum Trade Size is $6000 then using the above examples I
wouldn't take the trade as the $5000 risk size is below the Minimum
Trade Size.
The code I've started with is:
//Position Sizing
MinTradeSize = -9;
MaxTradeSize = -10;
Risk = 0.01 * Capital;
RiskOrMax = Min(MaxTradeSize,Risk / Open - Ref(Stop,-1));
PositionSize = IIf(Risk < MinTradeSize, 0, RiskOrMax);
...but it doesn't work as no trades come up in the backtest.
TIA
Cheers, Glenn
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