資金管理 – 固定比例ポジションサイズ

Fixed proportional position sizing is a money management snippet that enables you to connect the fixed size of lot contracts with a specific proportion of the balance. This enables a more effective adaptation to the balance’s increase or decrease during backtests/trading.

Example of Fixed Proportional Sizing in Futures

The strategy with Fixed Money proportional sizing trades one micro Nasdaq contract for every 2000 balance. If the balance is 4000, the strategy will trade two microcontracts.

Example of Fixed Proportional Sizing in Forex

I have a balance of 2000 and would like to trade every 500 0.01 lots. In this case, I’ll trade 0.04 lots and have between $2000 and $2500 in my account. If my balance reaches 2501, I’ll trade 0.05 lot.

Paramaters 

• Order Size per per balance proportion
• Proportion of the balance
• Mininmum  Order Size

The example above illustrates the increasing equity/balance curve and the increasing number of lots traded in each trade.

Money management is implemented for platforms Metatrader 4, Metatrader 5, Tradestation, and Multicharts.

先ほど述べた各パラメータを変更することが可能です。.

How to import snippets / custom indicators to SQX:

• https://strategyquant.com/doc/programming-for-sq/import-export-custom-indicators-and-other-snippets/