Pyramiding PosSizer, Equal shape, entry size is inequal
Author: atlan78
Creation Date: 1/9/2021 1:02 AM
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atlan78

#1
I have a problem understanding the pyramiding possizer

Let's take this system:

If a position has more than 20% profit, then i want to buy the same position again. At 50% profit of the initial position i'll buy again.

CODE:
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This works, but i am not able to set the position-sizes i want.

I used the pyramiding-possizer.



- the first position should be sized based on the risklevel.
- the second position should buy the same amount of shares like the first position.



Do you have an idea, what's wrong?


Greetings,
Ronny
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Eugene

#2
Hi Ronny,

Switch to any other option like "Percent Equity" if you want your pyramided entries to stay Equal. The Max % Risk option with your ATR risk stop level is adjusting them to volatility.
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atlan78

#3
I thought about another position sizing:

Example:
1. Buy # of shares, based on maxRisk.
2. if profit > 20%, buy the same number of shares again.

I created a small prototype of a posSizer, that does exactly this.

Example:

Strategy:

CODE:
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And the PosSizer:

CODE:
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Now i get the trades, i wanted:



Greetings,
Ronny
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