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Philippe,
>I am searching ela or els code or peace of code for calculate
>position sizing after each trade or when in a trade.
I have something at http://unicorn.us.com/trading/el.html - look for
the _ProSizerQty function. You don't need the ProSizer software for
this, but it helps to have it to determine what parameters to use.
>I would like to find code with several choices menu options in
>order to choose the position sizing strategy to be apply for
>testing. To be integrated in a els system code No matter what were
>the options coded, I shall put my own choices.
This function calculates a quantity to trade based on your
equity and one of a number of position sizing models you select.
Everything is documented in the source code.
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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