Keyword Description
Facilitated passing values to SIZ code from SIG code
Class
Expression
Where Legal
Resources |
Entry Logic |
Exit Logic |
Initial Size |
Resize (Pre-Category) |
Resize (Category-Level) |
l |
l |
l |
l |
|
l |
Syntax
SIZING[n]
Where n is an integer value 1-8
Example
Sample code
COL1 = ATR[15]
SIZING[8] = COL1[1] * POINTVALUE ' save $ volatility in sizing[1]
Sample code
EQUITY_TO_RISK = (TOTALEQUITY * .01)
NEWCONTRACTS = EQUITY_TO_RISK/ SIZING[8]
|
Allows your SIG code to save numerical values while your system is processing trades. These values can later be referenced by the Initial size and Resize rules in your SIZ code. |
