Hi all,

New to code position sizing and frankly do know where to start with below idea. Would much appreciate if can get some assistance on this in MT / PT backrest environment .

Money deployment rule per trade is fixed : Portfolio Equity * 75% / Initial Margin of contract )

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Assume account start with $ 10,000 , Initial Margin for 1 CL Future is $5,000 ;

So strategy begins with only 1 contract ( $10000*0.7/ $5000 ) = 1.4 = 1 contract

and when the overall Portfolio surge up to $15,000 the strategy will open 2 contracts ( $15000 * 0.7 / $5000 = 2.25 ), so on so forth;
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Would anyone shed some light in kind?

FDZL,

welcome to Futures.io. You can accomplish this within the money management signal in the Portfolio Trader as it allows setting the size for each entry. To make the margin available you could for example send the value stored in QuoteManager using the entry signal or keep a list of margin values within the money management signal yourself.

Regards,

ABCTG

ABCTG,

Would you kindly give an example or screenshot on this ?

FDZL,

check out the Portfolio Trader strategy examples and explanations, they should get you going: https://www.multicharts.com/trading-software/index.php/Portfolio_Trader_Strategy_Examples

Regards,

ABCTG