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I'm trying to change the PositionSize for a futures backtest (for
spreadbetting). I'd like the position size to be dependent on the
distance between the buy order and initial stop loss for each trade.
The code I have here doesn't seem to work:
if( Status("action") == actionPortfolio )
{
bo = GetBacktesterObject();
bo.Backtest(1); // run default backtest procedure
for( sig = bo.GetFirstSignal(); sig; sig = bo.GetNextSignal() )
{
if( sig.IsEntry() )
{
// handle entry signal
sig.posSize = 5000; /// This would change according to
rules
}
}
bo.ListTrades();
}
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