I'm trying to make my algo size my positions so that I am risking 1% of my total equity per trade. My initial stop loss point is currently the the 63 period simple moving average. When a security comes through the pipeline, I want the algo to calculate 1% of the account equity and then divide between the difference the current price and the SMA63 to get the position size. The problem I keep running into is that the calculation for the equity portion is a float and the calculation for the distance in prices is a series. I've tried using .values on the series, but on days that multiple securities come through the pipeline, it won't divided by the price difference for each one. Any help is greatly appreciated.
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