Hong Kong
Posts: 6 since Feb 2019
Thanks Given: 1
Thanks Received: 1
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Hi all,
New to code position sizing and frankly do know where to start with below idea. Would much appreciate if can get some assistance on this in MT / PT backrest environment .
Money deployment rule per trade is fixed : Portfolio Equity * 75% / Initial Margin of contract )
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Assume account start with $ 10,000 , Initial Margin for 1 CL Future is $5,000 ;
So strategy begins with only 1 contract ( $10000*0.7/ $5000 ) = 1.4 = 1 contract
and when the overall Portfolio surge up to $15,000 the strategy will open 2 contracts ( $15000 * 0.7 / $5000 = 2.25 ), so on so forth;
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Would anyone shed some light in kind?
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