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Hi,
Can someone tell me how to calculate LOT SIZE values used during
Portfolio BackTesting?
While you can adjust Equity per trade via PositionSize and which
Share is selected via PositionScore; how do you determine the number
of Shares (i.e. Lot Size) bought during backtesting for a given
Share?
For example, is Lot Size calculated by dividing PositionSize by
BuyPrice?
In short, I would like the ability to use Lot Size in my AFL Trading
Systems.
Cheers,
Lloyd
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