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In futures trading, it's not uncommon to positionsize as a function of
Portfolio Equity and/or MaxDD.
But the "advanced portfolio backtester interface" looks so
intimidating for a "cut-and-paste" coder.
More examples would really help in addition to the "New portfolio
backtester interface - application #2" sample provided by TJ.
Would anyone be kind enough to provide some examples of positionsizing
of a kind below ?
Number of Contracts = iff( Portfolio Equity / ( MaxDD + InitialMargin
) < 1, 1, floor( Portfolio Equity / ( MaxDD + InitialMargin ) ) )
TIA
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