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Re: [amibroker] Re: Backtest: specifying position size in terms of compounded capital c,ount
- To: amibroker@xxxxxxxxxxxxxxx
- Subject: Re: [amibroker] Re: Backtest: specifying position size in terms of compounded capital c,ount
- From: Kevin Glenn <kbglenn@xxxxxxxxx>
- Date: Tue, 8 May 2007 15:46:41 -0700 (PDT)
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Can I add on to this question please?
If you are for backtesting in futures mode with the following parameters using NQ as an example;
Margin = 3750 Tick size = .25 Points = x20 Equity = 100,000 Position Risk = 1% of equity/$1000 Points between buy and stop = 10 pts/$200 per contract at risk Thus, you want the backtester to buy/short 5 contracts
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