Great piece of work, I have been working with this and running multiple tests of the last few weeks, with mixed yet positive results. One thing we are working on adding, but having a little bit of difficulty with, is a balance dependent initial volume addition to the code, i.e. $1,000 = 1000 lots. Does anyone have any existing money management code that we might be able to use?

Kindest Regards,

Michael Despott

http://www.myfxbook.com/members/transhuman/enigma-capital-xi/5032788