I'm altering the volatility-based sizing formula in the Dynamic Position Sizing MM object so it allocates size proportional to the square-root(inverse(volatility)) instead of based on volatility.
See formula below - it compiles fine, but i get a NaN Divers output when debugging and the backtest yields no trades.
- how do i correct the formula so that it computes a finite number for the sizing.
You need to check your formula (on a chart for example) and why it is returning (NaN - Not a number). Maybe at that date, there were not enough bars to calculate the stddev.
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