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PositionSizer for ninjatrader

  #30 (permalink)

Elite Member
Sofia, Bulgaria
 
Futures Experience: Advanced
Platform: IB,TOS
Broker/Data: IB
Favorite Futures: Options,ES,6E,ZB,SPX,RUT,CL
 
Posts: 47 since Jul 2010
Thanks: 6 given, 42 received

My version of Position Sizer - excel

here is my excel calculator for position sizing. At this moment i use ATR method but i have some doubts if it is best.
For calculation i use margins from AMP Futures.

There are some mistakes in symbols GE,ZF and ZT i will fix it soon.

This is created for position trading, not for daytrading !!!

Attached Thumbnails
PositionSizer for ninjatrader-atr.jpg   PositionSizer for ninjatrader-ff.jpg   PositionSizer for ninjatrader-margin.jpg  

Last edited by alchemist74; August 15th, 2012 at 08:00 AM.
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