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//Position Sizing Algorithms
//version 1 low risk low return:
Capital= 100000;
Risk = 0.03 * Capital;
//Stops
TrailStopAmount = 10 * ATR( 10 );
ApplyStop( 2, 2, TrailStopAmount, 1 );
PositionSize = (Risk / TrailStopAmount) * BuyPrice;
///////////////////
//version 2 Diverse, lower risk , medium return
PositionSize = -7.5;
//version 3 Higher risk, higher return, vary -1 to -4
PositionSize = -1 * BuyPrice/(2*ATR(10));
version 4 highest risk, highest return
PositionSize = -3 * round(MA(V,50)/5/100);
Based on my tests of a few systems. Did not try with
futures.
--- Ben <shaklfree@xxxxxxxxx> wrote:
> I've been doing some research on position sizing
> algorithms. I've
> found a webpage that covers three algorithms that
> will GUARANTEE a
> positive result.
>
> I was wondering if anyone has experience using them
> in their trading
> and would like to share their results.
>
> The website is:
>
http://www.ace-ten.com/strategy/intermediate/effective.html
>
>
> Ben
>
>
>
>
>
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