I have been using 25% to 50% of equity position sizes with the strategy. I want to change that so that based on recent volatility in each symbol, the coding will adjust the position size accordingly. For example, if RRPIX has barely been moving, I want the position size on any new buy to greatly increase, say to 50%. On the other hand, if RRPIX's volatility has recently been crazy, I want the position size on any new buy to decrease, say to 25%. Each symbol is different, as they can be 1x, 2x or 3x leverage, so I would need different ranges for each (1x symbols maybe vary between 50%-100%; 2x symbols from 25%-50% and 3x from 12.5% to 25%, as examples).
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Posted by: steve@optimusadvisory.com
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TO GET TECHNICAL SUPPORT send an e-mail directly to
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TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
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