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Position Sizing and Money Management in Algo

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    Position Sizing and Money Management in Algo

    Hello,

    Does anyone have an code for that algo for position sizing back testing using the fixed fractional ratio or volatile percent method?

    I would love to see how well my algo does scaling up and down contracts base on position and sizing methods.

    Thank you

    #2
    Hello simple_goodoboy,

    Thanks for your post.

    Any type of sizing or modification based on account values, such as how much money is in an account, would need to be custom coded.

    This would go beyond the scope of support we could provide you with in the Support department at NinjaTrader.

    That said, account values could be accessed from the Account class. See the help guide documentation below for more information.

    Account class: https://ninjatrader.com/support/help...ount_class.htm
    AccountItem: https://ninjatrader.com/support/help...ccountitem.htm
    AccountItemUpdate: https://ninjatrader.com/support/help...itemupdate.htm

    This forum thread will be open for other community members to share their insights on this topic.

    Let me know if you have further questions.
    <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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