shazzmoe
08-04-2010, 09:24 AM
I want to test how a system I have written will perform when I position size based on current account size. Is this possible?
Exaple: Start with $25000. Each trade will risk 5% of the total current account (so it trades heavier as it increases and lighter as it decreases)
My system already has a variable which takes in dollar amount to risk so I can manually trade this but ideally I would like it to look at the account size and find a percentage so I can backtest my method.
Exaple: Start with $25000. Each trade will risk 5% of the total current account (so it trades heavier as it increases and lighter as it decreases)
My system already has a variable which takes in dollar amount to risk so I can manually trade this but ideally I would like it to look at the account size and find a percentage so I can backtest my method.