|
PureBytes Links
Trading Reference Links
|
> I have been trying to use a spreadsheet to calculate Fixed Ratio,
> and I am stuck on the calc for position size. Had the calc below
> noted down from somewhere, but doesn't give the correct result.
>
> NewSize = SQRT(2*PrevProfit/delta + 1/4 + (StartSize^2 - 1))
This is my calculation that I implemented for ProSizer. What result
do you want? What is the "correct" result? Give an example of your
inputs and tell me what you expect to see as a return value.
I can see one thing possibly wrong already. If PrevProfit is the
profit from the last trade, you'll get an incorrect value. It
should be NetProfit, the net profit from your starting equity.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
|