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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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