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Custom backtest procedure can do this...not a simple project.
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Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of brentonfx
Sent: Monday, January 08, 2007 05:10
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Not Compounding profits in backtester
Hi
I there a way to stop the backtester from compounding profits?
I want to simulate taking out all of my profits as they are earned,
and continuing to trade with only my initial equity, for example
$100k. If I use fixed trade size of say $25k it's easy, I just set
the max open positions to 4. But I want to test a system that uses
variable trade sizes, and if I've taken trades of less than $25k then
I want to be able to take more than 4 trades.
If I don't limit the max open positions, the backtester just takes
more and more positions at once as the test progresses and equity
grows, so my market exposure ends up being way more than the $100k max
that I want to limit it to at any time.
Is there a way to do this?
Thanks
Brenton
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