I run a strategy that uses 11 inverse funds. I want to tweak it to adapt to each inverse funds' change in volatility (to increase or decrease my position sizes each buy). I'm a novice at Amibroker afl and am trying to understand how to do this via ATR. The trick is I am not scanning a list of symbols for candidates. I have specific rules for each individual symbol I use. Here is some sample code in my strategy.
if( n == "DXKSX" )
{
//Strategy 3 US Gov Bear 10-Year 2X (Direxion)
>>>INDIVIDUAL RULES GO HERE<<<
PositionSize = -25;
}
if( n == "RRPIX" )
{
//Strategy 8 ProFunds Rising Rates US Gov 30 Bond 1.25X//
>>INDIVIDUAL RULES GO HERE<<<
PositionSize = -40;
}
How do I use ATR for position size? Do I need to optimize each symbol individually and then insert that afl code into the above strategy?
Thanks so much. As I said, I'm an idea person, not a programmer. I just want to be able to optimize the best way to increase or decrease position size as each symbols' volatility changes.
You guys are the best!
Graphman.
Posted by: steve@optimusadvisory.com
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