Hello, I have got a problem with the following piece of code:
Capital = 50000; PositionSize = -5; RoundLotSize = 1; PointValue = 10; TickSize = 1; MarginDeposit = Ref(ATR(20), -1) * PointValue; The problem is that MarginDeposit is using always the latest value of ATR(20), not the one from the past, when position was opened. I wanted to implement position sizing for futures based on volatility model, i.e: * ATR(20) is 50 points and each point means 10 dollars or whatever * we are going to allow volatility to be maximum of 5% of our equity (i.e. $2500) * $2500 / (50 * 10) = 5 --> it gives us 5 contracts which we can buy/sell How can I force AmiBroker to use ATR(20) value for the time period when the position is being opened? Many thanks for your help.
