Im currently designing a system which can go both long and short For the thread sake lets say the code is
PositionSize = (Risk/(BuyPrice - InitialStop))*BuyPrice This works fine on LONG positions But when going short i need PositionSize = (Risk/(ShortPrice + initialStop))*ShortPrice These two do not work independantly of each other, so sometimes i get weird buys like 4-5 shares and sometimes it is a normal amount Is there a way to seperate these two? Like PositionSizeLong = And PositionSizeShort = Or soemthing along those lines Cheers Brad
