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Fixed Amount Money Mgmt for Equities always uses Max lots, not Risk in $

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mx55333

Customer, bbp_participant, community, 84 replies.

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6 years ago #113267

For Equities (point value 1, pip/tick 0.01, spread 1, commission 0.03), I choose Fixed Amount Money Management for Monte Carlo… But it always uses Max Lots, not Risk in $  (which I set to $5000, capital size $100000)

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Mark Fric

Administrator, sq-ultimate, 3 replies.

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6 years ago #128827

if it always uses Maximum lots it suggests that the values computed by money management are much bigger that your maximum lots allowed.

 

This could mean incorrect configuration. Do you see this in SQ or in your target platform?

If you would be able to attach your strategy here I can have a look at it.

Mark
StrategyQuant architect

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mx55333

Customer, bbp_participant, community, 84 replies.

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6 years ago #128846

In StrategyQuant. For ETF: GLD

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