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Im currently designing a system which can go both long and short
For the thread sake lets say the code is
PositionSize = (Risk/(BuyPrice - InitialStop))*BuyPrice
This works fine on LONG positions
But when going short i need
PositionSize = (Risk/(ShortPrice + initialStop))*ShortPrice
These two do not work independantly of each other, so sometimes i get weird buys like 4-5 shares and sometimes it is a normal amount
Is there a way to seperate these two?
Like PositionSizeLong = And PositionSizeShort =
Or soemthing along those lines
Cheers
Brad
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