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After years worth of coding in TS I have decided to migrate to wealth-lab.
Still keep ts2000 going though for various reasons. I think the event that
caused it was "RPC server" error. Then corrupted workspaces and ummmmm
catostrophic failure' , ohhh and then my ascii data had to be moved ,so all
my old workspaces didnt work. By the way , i now 'Mapped' a new drive for
all my ascii data. Called 'O' drive to c:data/ascii/blah blah, so when i
move my data again i can just remap it to the new directory..... shame i
cant remap c drive , shame also i didnt think about that 8 years ago.
c
-------Original Message-------
From: VK
Date: Saturday, June 24, 2006 21:39:02
To: 'jack zaner'; omega-list@xxxxxxxxxx; 'Alex Matulich'
Subject: AW: Position Sizing
I feel obliged to inform new members form time to time that you can do all
this with Wealth-Lab. ;)
Volker
www.wealth-lab.com
PS: I hope I do not wake up PO...
-----Ursprüngliche Nachricht-----
Von: jack zaner [mailto:jz@xxxxxxxxx]
Gesendet: Saturday, June 24, 2006 12:40 AM
An: omega-list@xxxxxxxxxx; Alex Matulich
Betreff: Re: Position Sizing
Alex: Wouldn't "current equity" also be more accurate if OpenPositionProfit
was also added in? As I understand it, NetProfit includes only closed
positions. Also, Pablo, remember that TS cannot track portfolios. Thus
total account equity won't be calculated for multi- futures accounts.
Regards, Jack.
----- Original Message -----
From: "Alex Matulich" <alex@xxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, June 23, 2006 1:51 PM
Subject: Re: Position Sizing
> Pablo wrote:
> >I'm trying to code the following:
> >"Size position so that risk to protective stop >
> I don't know how you would size a position so that the stop is 10%
> of your equity. You can size a position relative to equity, or size
> your stop relative to equity, but not both.
>
> Equity is simply startquity + NetProfit, where startequity is your
> own value and NetProfit is Tradestation's internal number. A 10%
> stop based on current equity would be
> 0.1 * (startequity + NetProfit).
>
> A position size that's 10% of your equity is
> IntPortion((startequity + NetProfit) * 0.1 / margin + 0.5)
>
> --
> ,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
> // +__> Director of Research and Development
> // \ Unicorn Research Corporation -- http://unicorn.us.com
> // __) HTML FORMATTED MAIL SENT HERE WILL BE REJECTED AS SPAM.
>
>
>
> --
>
>
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