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Hi Hugh and Ian,
the answer to your questions is left as an exercise for the reader. :-) No,
just kidding. Haven't got the time now, but I'll post something later.
Best regards,
Michael Suesserott
> -----Ursprüngliche Nachricht-----
> Von: Hugh Wilson [mailto:hw@xxxxxxxxxxxxxx]
> Gesendet: Friday, October 26, 2001 12:29
> An: MikeSuesserott
> Cc: ianwaugh@xxxxxxxxxxxxxxxxxxx
> Betreff: Re: Hard sums, easy formula
>
>
> Hi Mike,
>
> Well, it works, but I haven't a clue why!
>
> The 5 is obviously the amount of increase per contract. But how is the 75
> derived? Also, converting the formula for use with thousands, I found that
> the first term had to be divided by 1000 (to 0.0001).
>
> I would appreciate any enlightenment.
>
> Regards,
>
> Hugh.
>
> ----- Original Message -----
> From: MikeSuesserott <MikeSuesserott@xxxxxxxxxxx>
> To: <ianwaugh@xxxxxxxxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
> Sent: Thursday, October 25, 2001 6:14 PM
> Subject: AW: Hard sums, easy formula
>
>
> > 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
> >
> >
> > > -----Ursprngliche 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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