Re: A Different Position-Sizing Problem

["Jody Ellis" <ellis_jody@xxxxxxxxxxx>]

Hi Mark, great topic! I tried that a while back but it is way out of my 
programming abilities. But, below is a simpler version of the Fixed Ratio 
formula, which was coded by Mark Johnson, who is a contributor on the 
TraderClub forum. This code is much more efficient.

Inputs: Delta1(1000);
Variables: Num(0), Pft(0);

Pft= NetProfit + OpenPositionProfit;

If Pft > 0 then Num = IntPortion (0.5 + SquareRoot(( 2 * Pft / 
Delta1)+0.25)) Else Num = 1;
If Num < 1 then Num = 1;

Buy Num Contracts Whatever;

If you manage to discover how to code the Rate of Decrease, would you let me 
know? Thanks.