Australian (ASX) Stock Market Forum

Amibroker AFL Futures Contract Position Sizing

Joined
8 March 2011
Posts
6
Reactions
0
I am trying to setup the following scenario for an Amibroker Back Test, with only some success.
The item being traded is a futures contract. The margin per contract is 18000 and the point value is 10. Starting capital for the margin account is 30000 and I would like it to trade 1 contract per 30000 as the total capital grows or shrinks, up to a maximum of 20 contracts. Only whole contracts can be traded, no fractions.
Thanks
 
Top