Get Starting Capital from Code
Author: burunduk
Creation Date: 10/30/2013 4:18 AM
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burunduk

#1

10/30/2013 4:18 AM

Hi guys. Is there an opportunity to get value of Starting Capital from a code of strategy.

I want to use SetShareSize(contracts) method in code where contracts = 10% from Starting Capital. Then I will be changing the percent of new capital to calculate new size for every position. So I need to know Starting Capital from the code of my strategy to have the initial contract size. Could you please help me to get it.
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Eugene

#2

10/30/2013 4:32 AM

Hi Pavel,

First, let me ask why not simply use Percent Equity? Or build a custom PosSizer if the built-in option doesn't cover some twist in your sizing logic?
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burunduk

#3

10/30/2013 5:06 AM

Hi,

Thanks for a quick response. The reason is I need to change Percent Equity for each Position due to the strategy logic. So the option of constant Percent Equity doesn't work. No doubt I can build a custom PosSizer but the calculation logic of Percent Equity is uniquely defined by the Strategy. So this PosSizer will be applicable only for one Strategy. That's why I don't want to build a common PosSizer and want to include it into the code of my Strategy.
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Eugene

#4

10/30/2013 5:15 AM

Then GetPositionSize from Community Components should do it:

QUOTE:
PctEquity;5000;100;100000;...


The Starting Capital figure in this sample is highlighted in bold.
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burunduk

#5

11/1/2013 10:20 AM

Hi Eugene,

Thanks a lot for your help. I looked into how GetPositionSize is built inside. It's very interesting.
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