Re: Portfolio Trading and trade allocations

[Dennis Holverstott <dennis@xxxxxxxxxx>]

the CODE sez:
> So, where's the beef  ahhhh errrr I mean the code?  gimmie the code so I
> can help reinforce your idea and make you feel better!  : - )  mb

OK, this works for daily SP data... might need to change some numbers
for intraday data or other futures. (ps - I got the idea from someone on
the ati list... sorry, I don't remember the name at the moment.)

Input: cur_rng(12); {current average true range}
Var: cts(1);

cts = round(cur_rng/xaverage(truerange,300),0);
      {300 is an arbitrary number that works ok for daily data}
if cts < 1 then cts = 1;

if blah blah then buy cts contracts;
if blah blah then sell cts contracts;

Good to have you back under your real name Mark. :-)

-- 
   Dennis