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Hi Ian,
it may look a bit complicated, because the steps in your account sizes are
not equidistant; therefore the resulting equation is not linear, but
quadratic. This is the reason we get these square roots.
But I assure you the computer will think nothing of it. Just write
C = Floor(0.1*(Sqrt(5)*Sqrt(8*A-75)+5))
into your program, and if, for instance, you plug 67 into A, you will get 5
as the result for C, just as you said you wanted it to work.
Best regards,
Michael Suesserott
> -----Ursprüngliche Nachricht-----
> Von: Ian Waugh [mailto:ianwaugh@xxxxxxxxxxxxxxxxxxx]
> Gesendet: Friday, October 26, 2001 12:26
> An: MikeSuesserott@xxxxxxxxxxx
> Cc: ianwaugh@xxxxxxxxxxxxxxxxxxx; omega-list@xxxxxxxxxx
> Betreff: Re: AW: Hard sums, easy formula
>
>
> In-Reply-To: <HCEDJGLAJJLEAAGLKDIGCEHGEOAA.MikeSuesserott@xxxxxxxxxxx>
> Oh... that looks complicated....
>
> I think the formula, as I have it, is:
>
> A=B+(C*D)
>
> What I need to know is C. It looks simple algebra (not one of my fortes).
> Could someone help with the formula, please, in a format like:
>
> C= blah blah blah
>
> Ta!
>
> Cheers,
> Ian
>
> > 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
> > >
> >
>
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