Any ideas for a good MM approach for multiple pairs? I was thinking about using fixed ratio.
Equity + (# of contracts X delta) = next contract level
Example:
$10000 + (1 X $5000) = $15000 to increase to 2 contracts
$15000 + (2 x $5000) = $25000 to increase to 3 contracts
$25000 + (3 x $5000) = $40000 to increase to 4 contracts
If the account were to drop below the minimum for each required level then our contract size would reduce by 1.
|