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Here’s the code for our entire trade plan, integrating adaptive f into the mix.

 

Sub AdaptiveFTradePlanAugArt(steps,F_TradeWindowSize,ScaleF,Ceiling)

 

Dim S As Integer

Dim M As Integer

Dim DollarPerTrade

Dim StartAccount

Dim OptF 

Dim BigLoser

Dim objMark As TSProcessor.IMarket

 

If tradeplan.MarketType = 0 Then 

 

If Tradeplan.SummEquity < tradeplan.MarginForOneLot Then

MsgBox “not enough money” 

StopRun

End If 

 

            ‘If Tradeplan.SummEquity< Tradeplan.TotalMarginForPlan Then

                        ‘MsgBox “Margin Call Account below minimum margin required”

                        ‘StopRun

                        End If 

 

DollarPerTrade = tradeplan.SummEquity/tradeplan.MarketCount

 

For S = 0 To TradePlan.SessionCount – 1

 

TradePlan.Session(S).UnitSize = 1

 

For M = 0 To TradePlan.Session(S).MarketCount – 1

 

            objMark = TradePlan.Session(S).Market(M)

            OptF=CalcOptimalF_TPVir(steps,F_TradeWindowSize, 

            TradePlan.Session(S).Market(M),BigLoser)

 

            If OptF>.60 Then 

             OptF=.60

            End If 

 

            If BarNumber>500 Then 

 

            If OptF>steps Then 

            objMark.EntryNumUnits = 

            Min(Max(DollarPerTrade/(Abs(BigLoser)/(OptF*ScaleF)),1),Ceiling)

            Else

            objMark.EntryNumUnits=1

            End If  

 

            Else

 

            objMark.EntryNumUnits = 1

            End If 

 

            objMark.ExitNumUnits = objMark.NumContractsHeld

 

Next

End Sub