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I want to thank you guys for helping me with all my questions, I promise to do the same when I know something. My question today is how to calculate position size in futures in order to limit initial risk to $1,000 per position (based on the exit). What I have so far is:
numcontracts = 1000 /(PointValue * (bbt-ma));
PositionSize = numcontracts * MarginDeposit;
What I thought I was doing was entering at bbt (bollingerbandtop) with an exit at ma (moving average) and risking $1,000. If positionsize < 0 than I would not take the trade.
What did I do wrong?
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