numbers that people typically use (e.g. 100, 500, 1000), you have to
set the RoundLotSize variable to a different number based on the
value of the stock and your position size. I wrote the following
little bit of script that I include at the end of other scripts.
It assumes PositionSize is always a positive number (rather than the
negative percentage variation).
lotSize = PositionSize / BuyPrice;
RoundLotSize =
Iif( lotSize / 1000 > 1, 1000,
Iif( lotSize / 500 > 1, 500,
Iif( lotSize / 100 > 1, 100,
Iif( lotSize / 50 > 1, 50,
Iif( lotSize / 10 > 1, 10,
5
)))));
dan
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