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Experimenting with futures trading, I almost always use this line in the
system: "PositionSize=MarginDeposit=1;". As you all probably know,
this limits the test to a single contract, allowing me to export raw
trade results to Excel and experiment with a variety of money management
schemes there. (Or not. So few techniques merit further study.)
This time, I decided to play with AB's fixed-percentage money management
and found the results almost too rewarding. (No doubt I've made a
mistake in writing the system!) The equity eventually builds up to the
extent that the system trades more contracts than would be practical in
real life. Which brings me to the question: Is there any way to limit
the number of contracts in an ordinary one-issue system test? Something
equivalent to "MaxContracts=N"?
Thanks.
Owen
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