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Would be most grateful if one of the math-types could help with a simple
formula. It's for a MM system which works like this:
Contracts Account
1 10
2 15
3 25
4 40
5 60
6 85
All that happens is that the account size must increase by 5, 10, 15, 20 and
so on before adding another contract.
In order to backtest it, I need to know how to work out how many contracts
you can trade for a particular account size - do the sums backwards, in
other words, but it's got me foxed.
Can someone give me a little formula that I can plug the account size into
and that will give me the number of contracts? So if you plugged any value
from 40-59 in, you'd get 4, a value from 60-84 would give you 5 and so on.
Ta!
Cheers,
Ian
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