Rank: Newbie
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Joined: 11/30/2009(UTC)
Posts: 3
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Hi,
I am trying to test a system I created for futures. I used -points only- method. The question is Can I add a compound equity property to my testing? For example, I earn 2 points profit in 1 st trade, then with this 2 points I can buy another contract and I can make 2 contracts on the 2nd trade.For example if I lost 2 points in the 2nd trade, I will decrease my contract amount by 1. If I lose 6 points I will decrease 3 contract size.
Do you know how can I add this to enhenced system testing?
Thanks in advance
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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Points only will always work like it is trading 1 contract, there is unfortunately no way to have varying position sizes like this. You can allow for multiple positions, but not multiple trade sizes in a single test.
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Rank: Newbie
Groups: Registered, Registered Users, Subscribers
Joined: 11/30/2009(UTC)
Posts: 3
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Thanks. Can I use this in stocks? For example with the profit I gained, I will buy more shares etc. I mean can it be done in stocks testing?
Futures testing can not be done like this as I understand.
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Rank: Advanced Member
Groups: Registered, Registered Users, Unverified Users
Joined: 9/13/2004(UTC)
Posts: 673
Location: Salt Lake City, UT
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To my knowledge the only control you have is on the Default Trade Size, which goes off of Transaction Cost, % Available Equity, or Number of Units, and you can only have one static value for this per simulation.
There might be a tricky way of using the Simulation functions in addition to not limiting your Simultaneous Positions to 1 to stack Long/Short trades based on different criteria, but since you cannot stack multiple trades on a single bar, that might not accomplish what you're looking for, unfortunately.
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