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>i wish to run an optimization for this, but cant really figure out
>the code. can someone help me write this optimization code to
>figure out
>( 01 ) "NO OF CONTRACTS TO EXIT", and,
>( 02 ) "THE RESPECTIVE PERCENTAGES".
You can wrie something like.
INPUT:A(0),B(0);
buy 100 contracts at ......
exitlong A contracts at....
exitlong B contracts at ....
ETC,
then optimize for A and B.
Tom.
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