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Date/Time: Sat, 18 May 2024 12:40:17 +0000

Post From: Trade size % when backtesting

[2016-06-20 16:43:56] Link To Thread - Link To Post [Go To First Post]
Sawtooth - Posts: 4000
I assumed you wanted your Order Quantity (J26) to be based on a % of $50,000 + J11. At the beginning of a backtest, J11 will be 0, so the sum of 50k and 0 is 50k. After each exit J11 will be a new value, so each subsequent entry quantity will be based on a % of a new value. Do you want to use a certain % of 50k until J11 reaches a certain value, then use a different %? Can you give a detailed example of specifically what you want to do?