Volatility Position Sizing

inputs:monetary_risk(numericsimple), min_contr(numericsimple),max_contr(numericsimple),period_atr(numericsimple);

if AvgTrueRange(period_atr)<> 0 then begin
    Value1= monetary_risk / (AvgTrueRange(period_atr) * bigpointvalue);
    if value1 > max_contr then value2 = max_contr else value2 = value1;
    if value2 < min_contr then value3 = min_contr else value3 = value2;

end;

Volatility_PS = value3;

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input: VPS(0), stop_loss(400), Risk(200);

# c significa "close"
if VPS = 0 then begin
    buy next bar at c + 1 * truerange stop;
    setstopposition;
    set stoploss(stop_loss);
and;

if VPS = 1 then begin
    buy Volatility_PS(Risk, 1, 10000000, 3) shares next bar at c + 1 * truerange stop;
    setstopposition;
    set stoploss(stop_loss);

and;

setexitonclose;

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