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Apologies if this has been covered elsewhere, I couldn't find any
references here of past threads...
I want to make sure that every position I enter has a full position
size (which for my purposes is $50,000).
When I run the backtest, I see that on some occasions I enter a trade
but it has a position size of say $5,000. I'm guessing this is because
it had lower volume that day (correct?).
The reality is, I would pass on that trade.
I tried to fix this by having a MA(V,50)>100000 but this doesn't
always work since volume may be very volatile.
Can I say in my formula, buy if these conditions are met and this is
the PS but don't take the trade if PS would be less than what I've
stipulated?
TIA,
Bernard
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