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Fixed fractional money management
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Fixed fractional money management

  #1 (permalink)
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Fixed fractional money management

Does any one know how to code a normal fixed fraction money management that I can add to various strategies? It seems its nor premade for multichart.

Many thanxx

Loop

And does anyone have code for other technics such as Optimal F?


Last edited by Loop; August 11th, 2016 at 09:08 PM.
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  #2 (permalink)
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  #3 (permalink)
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Found it!!


I found a download with all code on Tradestation website!

All good!

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Could you post the code or the website ?

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  #5 (permalink)
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//Position Sizing - Fixed fractional

Inputs: Capital( 100000 ), PercentAllocationPerTrade( .02 ), RiskPertrade( 1 );
Var: ShareAmount( 0 ), Equity( 0 );


Equity = Round((Capital + NetProfit + OpenPositionProfit),0);
ShareAmount = Round((PercentAllocationPerTrade * Equity) / RiskPertrade,0);



If Marketposition = 0 then begin

If rsi(close,2) crosses below 30 then begin
buy ShareAmount shares next bar at market;
Value2 = ShareAmount;

end;

end;

If Marketposition = 1 then begin

if rsi(close,2) crosses above 70 then begin
sell value2 shares next bar at market; //you can use sell "all shares" as well

end;

end;

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