Support Board
Date/Time: Tue, 07 Jan 2025 20:37:35 +0000
Post From: Trade size % when backtesting
| [2016-06-20 16:43:56] |
| Sawtooth - Posts: 4145 |
|
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? |