position sizing

[junkone]

I have 1 strategy trading 5 instrument pairs. Assuming I want my total capital invested is 10k and I have different leverages across the pairs. how do I determine position sizing?
Total capital invested=10k
investment per trade = 20%
usd/cad =2.2 % leverage
aud/usd=3% leverage.

How do I calculate the position size for entry? If someone can share the logic, I can try to code it accordingly

[NinjaTrader_AlanP]

Hello junkone,

Thank you for your note.

I have attached a sample strategy which contains several strategies which will dynamically adjust trade size based on account size so that each trade is 20% of capital.

These samples only take into account size.

Taking this further and applying the leverage aspect would be a more advanced portfolio trading concept for which I would suggest doing a web search on.

Please let us know if you need further assistance.