</> Codebase - volatilits
StrategyQuant X platform codebase – a place to share coded customizations and extensions – among all users.
ATR Volatility Money Management Sizing
In situations where short-term volatility is rising or falling, it may make sense to change the position size. This snippet in StrategyQuant X that allows you to increase/decrease the size of a trade based of short-term volatility..