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G'day all,
I'm trying to write a positionsize element into my code. After a bit of
searching and tweaking I've come up with this:
eq = Foreign("~~~EQUITY", "C");
size = eq * 0.02; // work out 2% of total equity
PositionSize = size / 40; // numbers of lots to buy/sell
What I'm trying to do is work out my 2% risk (of total Equity) and use
that value to work out my positionsize (how many lots I can buy/sell).
On an exploration all data seems to behave correctly. size changes as
equity rises and falls and, consequently, my position size follows suit.
However, when I backtest my code with the Foreign line above I get 0
results.
Can any shed some light on this please?
Thanks,
Andrew.
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