İş Gereklilikleri
Value at Risk (VAR) - 2.0% of equity (set an option where it can be change from 1-5%)
Position Shrinking: Cut VAR by 20% if current equity level is down by 10%. (2% -> 1.8% -> 1.6% -> max cut to 1%)
Return additional 20% VAR if price rise by 10% from drawdown. (Max 2%)
Entry and Exit Condition
System 1: Entry on 20-Period Breakout (Close above Highest High on previous 20-Period) and Exit on 10-Period Breakdown (Close below Lowest Low on 10-Period)
System 2: Entry on 55-Period Breakout (Close above Highest High on previous 55-Period) and Exit on 20-Period Breakdown (Close below Lowest Low on 20-Period)
Entry restriction:
- Default System is System 1
- If previous Signal provide by System 1 is win, do not enter in current signal. But (upon not entering in current signal) If Price keeps on trending, shift to System 2.
- Upon close of position of System 2, reset to System 1
initial Stoploss (SL)
- 2-ATR from Close
Position Sizing
= Amount at Risk/SL
(considering $1K account with
VAR of 2% = $20, with ATR = 40,
Amount at Risk = 20; SL = 80
Position Size = 0.25)
Scailing UP
- If price move by 1ATR, add another position (consider 2-ATR for calculation of position size).
And move all Stoploss level to New Stoploss.
Maximum number of scaling up = 5
These are for long condition.
Please provide short condition too (considering vice versa).
Please provide source code.