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position sizing

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    position sizing

    I have 1 strategy trading 5 instrument pairs. Assuming I want my total capital invested is 10k and I have different leverages across the pairs. how do I determine position sizing?
    Total capital invested=10k
    investment per trade = 20%
    usd/cad =2.2 % leverage
    aud/usd=3% leverage.

    How do I calculate the position size for entry? If someone can share the logic, I can try to code it accordingly

    #2
    Hello junkone,

    Thank you for your note.

    I have attached a sample strategy which contains several strategies which will dynamically adjust trade size based on account size so that each trade is 20% of capital.

    These samples only take into account size.

    Taking this further and applying the leverage aspect would be a more advanced portfolio trading concept for which I would suggest doing a web search on.

    Please let us know if you need further assistance.
    Attached Files
    Alan P.NinjaTrader Customer Service

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