Attention!

sauer11155 · 08-18-2008, 01:50 PM

I would like to have the quantity of shares used on a particular stock be adjusted based on either volatility or price. I could see calculating a percent of dollars based on the price of the stock at the moment of entry, so for instance I would have less shares of a $100 stock than I would of a $50 stock.

I could see making one of the user variables a percentage of the price of the stock, then using that as the order quantity.

Maybe instead making a user variable based on a percentage of the average 1 minute range or 15 min range.

I hope I am making myself clear, I can't believe how far I've been able to take automating some ideas so far with Ninja Trader, wow.

NinjaTrader_Ray · 08-18-2008, 02:13 PM

Thanks for the suggestion, will consider something like this for the future.

08-18-2008, 01:50 PM	#1
sauer11155 Member Join Date: Aug 2008 Posts: 48 Thanks: 0 Thanked 0 times in 0 posts	Position Sizing I would like to have the quantity of shares used on a particular stock be adjusted based on either volatility or price. I could see calculating a percent of dollars based on the price of the stock at the moment of entry, so for instance I would have less shares of a $100 stock than I would of a $50 stock. I could see making one of the user variables a percentage of the price of the stock, then using that as the order quantity. Maybe instead making a user variable based on a percentage of the average 1 minute range or 15 min range. I hope I am making myself clear, I can't believe how far I've been able to take automating some ideas so far with Ninja Trader, wow.
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08-18-2008, 02:13 PM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	Thanks for the suggestion, will consider something like this for the future. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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