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hello,
I found this question has been asked before but I couldn't find the answer.
If one tries to use moneymanagement techniques I find the following example
in the manual:
TrailStopAmount = 2 * ATR( 20 );
Capital = 100000; /* IMPORTANT: Set it also in the Settings: Initial Equity
*/
Risk = 0.01*Capital;
PositionSize = (Risk/TrailStopAmount)*BuyPrice;
ApplyStop( 2, 2, TrailStopAmount, 1 );
However, in this example the Capital will be constant throughout the
backtest. I need to use the Capital value of my portfolio as it progresses
through time. What can I use?
thanks
rgds, Ed
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