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At 10:28 PM 10/18/99 EDT, you wrote:
>No not at all Phil but knowing you, there is something up your sleeve. Or
>should I say that you have something even better that your using and not
>telling. So in the true sense of the game; care to share?
>
>
>Morris
>
no prob! just modify the buy/sell statement to calculate the size based on
desired dollar swing per ATR:
old:
buy value17 stop;
new:
buy dolswing/(Xaverage(TrueRange,50)*Bigpointvalue) contracts value 17 stop;
set dolswing to around 10,000 for the SP at 250/point. Much smaller than
that and you will miss some trades - the size will be less than 1. Actual
code courtesy of Good Old Dennis, I think. Thanks again!
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