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try this, it may even work
PositionSize = Min( Max( equity()*0.07,
(Risk/TrailStopAmount)*BuyPrice ), equity()*01 );
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.
On 8/8/05, rangaroopa2000 <rangaroopa2000@xxxxxxxxxxxx> wrote:
> 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
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
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--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
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