Algo Trading with Position sizing AFL

A

autotrade

Member
#31
#31
Adding LotSize when Profit increases certain Percentage
and decreasing LotSize when Profit Decreases Certain Percentage

Lets Assume Capital : 100000
Drawdown: 30%
Position Sizing with Capital :200// which means using 1:1 as Margin

Code:
Cap=100000;
dd=23;

if ( CurrentPortfolioEquity <=Cap )
sig.PosSize = -200; // 1st Tier
if ( CurrentPortfolioEquity > (Cap*(DD*1)/100 )+Cap AND CurrentPortfolioEquity < (Cap*(DD*2)/100 )+Cap )
sig.PosSize = - 220; // 2nd Tier
if ( CurrentPortfolioEquity > (Cap*(DD*2)/100 )+Cap AND CurrentPortfolioEquity < (Cap*(DD*3)/100 )+Cap )
sig.PosSize = -240; // 3 Tier
if ( CurrentPortfolioEquity > (Cap*(DD*3)/100 )+Cap AND CurrentPortfolioEquity < (Cap*(DD*4)/100 )+Cap )
sig.PosSize = -260; // 4 Tier
if ( CurrentPortfolioEquity > (Cap*(DD*4)/100 )+Cap AND CurrentPortfolioEquity < (Cap*(DD*5)/100 )+Cap)
sig.PosSize = -280; // 5 Tier
if ( CurrentPortfolioEquity > (Cap*(DD*5)/100 ) +Cap AND CurrentPortfolioEquity < (Cap*(DD*6)/100 )+Cap)
sig.PosSize = -300; // 6 Tier
if ( CurrentPortfolioEquity >(Cap* (DD*6)/100)+Cap AND CurrentPortfolioEquity < (Cap*(DD*7)/100 )+Cap)
sig.PosSize = -320; // 7 Tier
if ( CurrentPortfolioEquity >( Cap*(DD*7)/100 )+Cap AND CurrentPortfolioEquity < (Cap*(DD*8)/100 )+Cap)
sig.PosSize = -340; // 8 Tier
 
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