Hello. Where to find please a code for D-VAR POSITION SIZING. I want to understand it itself.
This D-VAR POSITION SIZING shows very good results in comparison with investment on all capital. drawdown is reduced and the profit grows.
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Sorry, the MS123 PosSizers library is closed source.
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And then can will prompt where to take a formula for calculation of a position for this method? In article on which Wiki refers there is no formula there only the general description of calculation without a formula.
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There's no "formula". The calculation follows this general description's logic, the rest remains our intellectual property. :)
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It turns out a black box :( For users of WLD it is not acceptable. I got the license WLD in order that most to understand and the nobility as there is an investment. If hide a formula, then why placed it in the program, unclear!!! I will not apply this P Size I will not understand yet. I hope that you change the position on this matter.
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The position sizing method's logic is completely disclosed:
D-VaR position sizing, but there is no contractual obligation to open the source code of our free extensions. You're welcome to program it yourself using the freely available rules, if you feel like having a
valid reason to not trust our calculation.
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