algorembrant commited on
Commit
fbab1ef
·
verified ·
1 Parent(s): 9f87731

Upload e.g. position sizing via stoploss distance requirement.py

Browse files
e.g. position sizing via stoploss distance requirement.py ADDED
@@ -0,0 +1,58 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ import pxyq
2
+
3
+ ASSET = 'AUDCADc'
4
+ digits = int(pxyq.true_decimal_digits(ASSET)) # 5 decimal digits
5
+ ticksize = float(pxyq.true_tick_size(ASSET)) # 0.00001
6
+ risk_in_cash = 1.03 # cash to risk
7
+ SL_Spread_Mul = 10 # multiplier of spread
8
+ entry_price = 0.98434 # buy the ask
9
+
10
+ # --- compute spread and stoploss distance ---
11
+ proxy_spread = int(pxyq.proxy_spread_in_pips(ASSET)) # 28 pips
12
+ spread_in_price = proxy_spread * ticksize
13
+ sl_distance = spread_in_price * SL_Spread_Mul
14
+
15
+ # stoploss price: for a buy, stoploss is below entry
16
+ stoploss_price = entry_price - sl_distance
17
+ print(f"Stoploss price: {stoploss_price:.{digits}f}")
18
+
19
+ # --- compute proxy-based values ---
20
+ proxy_sl_distance = float(pxyq.proxy_stoploss_distance_covering_1_cash(ASSET))
21
+ print(f"With a SL distance of {proxy_sl_distance:.{digits}f} which overs 1 cash")
22
+
23
+ sl_ratio = sl_distance / proxy_sl_distance
24
+ print(f"SL ratio: {sl_ratio:.2f}")
25
+
26
+ supposed_risk_cash = sl_ratio # because proxy_sl_distance = 1 cash
27
+ print(f"Supposed risk cash: {supposed_risk_cash:.2f}")
28
+
29
+ proxy_lotsize = float(pxyq.proxy_lotsize_covering_1_cash(ASSET)) # 0.02
30
+ proxy_betsize = 1 # always 1 cash
31
+
32
+ # --- conditional logic for minimum lotsize ---
33
+ # Define the broker's minimum lot size (constant)
34
+ min_lotzie = 0.01
35
+
36
+ if supposed_risk_cash > risk_in_cash:
37
+ # Use minimum lotsize
38
+ lowest_lotsize = min_lotzie
39
+ lowest_position = (lowest_lotsize / proxy_lotsize) * proxy_betsize
40
+ position_in_trade = lowest_position * sl_ratio
41
+ print(f"If risk is smaller than what it was supposed to (i.e. {supposed_risk_cash:.2f} > {risk_in_cash:.2f}) –> use minimum lot {lowest_lotsize}")
42
+ else:
43
+ # Otherwise, use the original (calculated) position size
44
+ # For example, position is directly proportional to sl_ratio
45
+ position_in_trade = sl_ratio # or any other logic you prefer
46
+
47
+ print(f"Then that makes our final position in trade: {position_in_trade:.2f} cash")
48
+
49
+ """
50
+ # CLI output example
51
+
52
+ Stoploss price: 0.98154
53
+ With a SL distance of 0.00071 which overs 1 cash
54
+ SL ratio: 3.94
55
+ Supposed risk cash: 3.94
56
+ If risk is smaller than what it was supposed to (i.e. 3.94 > 1.03) –> use minimum lot 0.01
57
+ Then that makes our final position in trade: 1.97 cash
58
+ """