Hi, I am writing some backtesting code and have got a bit stuck on the following:
I base my position size on the distance from entry to initial stop loss. I use 2% of my total equity on any one trade. An example to illustrate: Contract Value = $10 per pip (this is GBPUSD) Entry = 1.6000 Stop Loss = 1.5900 Risk in pips = 100 Current bar account value = $20000 I risk 2% of current bar account value on this trade Therefore, I would like the number of contracts for this trade to be: ($10000*2%) = $200 / risk in pips = 2 / contract value = 0.2 contracts How do I set my position size or number of contracts to reflect this in AFL? MarginDeposit = 1; RoundLotSize = 1; TickSize = 0.0001; PointValue = 10; I have been using SetPositionSize(xxxx, spsShares); --- but don't know how to access current backtester bar account value for the calculation. Thanks! Alex
