|
PureBytes Links
Trading Reference Links
|
Hi Ian,
try this:
Floor(0.1*(Sqrt(5)*Sqrt(8*Acct-75)+5))
Floor might be called Int in EL, I don't remember now.
Best regards,
Michael Suesserott
> -----Ursprüngliche Nachricht-----
> Von: Ian Waugh [mailto:ianwaugh@xxxxxxxxxxxxxxxxxxx]
> Gesendet: Thursday, October 25, 2001 17:24
> An: omega-list@xxxxxxxxxx
> Cc: ianwaugh@xxxxxxxxxxxxxxxxxxx
> Betreff: Hard sums, easy formula
>
>
> Would be most grateful if one of the math-types could help with a simple
> formula. It's for a MM system which works like this:
>
> Contracts Account
> 1 10
> 2 15
> 3 25
> 4 40
> 5 60
> 6 85
>
> All that happens is that the account size must increase by 5, 10,
> 15, 20 and
> so on before adding another contract.
>
> In order to backtest it, I need to know how to work out how many
> contracts
> you can trade for a particular account size - do the sums backwards, in
> other words, but it's got me foxed.
>
> Can someone give me a little formula that I can plug the account
> size into
> and that will give me the number of contracts? So if you plugged
> any value
> from 40-59 in, you'd get 4, a value from 60-84 would give you 5 and so on.
>
> Ta!
>
> Cheers,
> Ian
>
|