This seems to work for the S&P 500 full contract N= 2*ATR(10);
Units = (.01 * Equity(1))/(N *250); Contract = 20000; PositionSize = Units * Contract;//total dollars spent ///on contract --- broman1003 <[EMAIL PROTECTED]> wrote: > Hi, > I am testing systems on Stock Index Futures and > would like to try out > the following positioning sizing strategy. > > Number of contracts to buy = (Current Equity * > 0.02)/((BuyPrice - SL)*100) > > I cannot get my head around how this should be done. > Anyone? > > Kind regards, > /Fredrik > > > > > __________________________________________________ Do You Yahoo!? Tired of spam? Yahoo! Mail has the best spam protection around http://mail.yahoo.com Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
