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Hi,
I use a fixed amout of capital in backtesting, not increase position sizes
over the backtesting period while the equity is rising.
Capital = 100000;
PosQty = 10;
PositionSize = -2 * BuyPrice/(2*ATR(10));
Using the Van Tharp position sizing, say I have a number of small
trades due to high volitility, how can I increase the number of positions
to use all of my capital without using more than $100,000?
Thanks.
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