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[amibroker] Position Sizing



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Hi,

Could someone help me out with position sizing please?

I'm using ATR-based position sizing:

Risk = 0.01*Capital;
PositionSize = (Risk/TrailStopAmount)*BuyPrice;

Using the above, I would also like to have a maximum trade size of 10%
of capital AND a minimum trade size of 7% of capital.

For example:

a) if the risk based PS is > 10% then use a trade size of 10%.
b) if the risk based PS is < 7% then exclude the trade.

Thanks, Rangar





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