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Hi
This is probably a really obvious question, so apologies in advance.
I am trying to back test a system and set my position sizing per
trade based on a maximum loss of $200 per trade, calculated using my
max stop loss, but when I backtest this, it is not working. My max
losses are all over the place - some are only $15 and others are $400
so I must have done something wrong.
Below is my code:
InitialStop = 2.5*ATR(30);
TrailStop = 4*ATR(30);
MaxLoss = 200;
PositionSize = MaxLoss/InitialStop;
Sell = 0;
ApplyStop (stopTypeLoss, stopModePoint, InitialStop, 1, False);
ApplyStop (stopTypeTrailing, stopModePoint, TrailStop, 1, True);
Any help would be greatly appreciated.
Regards
Sally
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