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Hi all.
Is it possible to use different round lot sizes (e.g. by setting
RoundLotSize variable) depending on the number of shares that are going
to be bought/short?
Basically all I want is RoundLotSize = 100 for any position size that
results in more than 100 shares to be bought/short, and RoundLotSize = 1
for the rest.
For example:
Number of shares (based on PositionSize): 75
Use RoundLotSize = 1
Shares to buy = 75
Number of shares (based on PositionSize): 125
Use RoundLotSize = 100
Shares to buy = 100
Number of shares (based on PositionSize): 360
Use RoundLotSize = 100
Shares to buy = 300
Anyone doing this? If so, how?
Thanks in advance.
--
Flávio
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