Say I want to do position sizing based on the distance to a stop. For example, say I want to size based on overall portfolio risk. I've tried the following code:
PositionSize = -5*Buyprice/(Buyprice*0.12); But that doesn't generate any trades. So, I'm guessing the code is way, way wrong - can anyone help me out here? Second related question: let's say position sizing using this method results in the use of leverage. How can I make the leverage dynamic so that the system automatically scales to the required leverage for the system? Thanks, Damian
