Position size based on equity curve value?

Position size based on equity curve value?

Dennis Schutten
2016-07-10 09:43:50

Hi,

I know that this is possible. But what would be the correct reference to the lotsize in the money management?

For example (Equity curve value)/100

Regards,

Dennis

QuantShare
2016-07-11 04:22:25

Here is how:
Symbol s = Data.GetSymbolInfo("Goog");
double size = s.RoundLotSize;

But you need to have the round lot size filled for every security.

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