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Nope, that doesn't work. Using it thusly:
eq = Ref(Equity(), -1);
size = eq * 0.02;
PositionSize = size / 40;
size always remains at 100 (ie. Equity() is taken as being my initial
5000) even though my equity value changes in the Exploration. There's
something I'm missing here.
Any other ideas?? I don't really fancy entering the world of the custom
backtester if I can avoid it :-)
Thanks,
Andrew.
eric paradis wrote:
> Why not use Ref(Equity(),-1) instead?
>
> It may be that pulling the foreign data isnt working
> because the backtester is looking for the data in the
> database only.
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