Question Portfolio Backtester Initial portfolio capital.

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waldem
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Question Portfolio Backtester Initial portfolio capital.

Postby waldem » 10 Dec 2013

Hallo MC staff, i have question concerning portfolio backtesting.

Should be possible in some way the restart each year the capital to the initial amount?

I explain: if i start to work with 100000$ in 10 year of testing, and i have fixed to 10000 dollar amount per trade, i will be after 10 years of testing with the net profit of 85000$ for eg.

The problem is that i have fix amount per trade and i use always 100000, and i have 85000 that are non working, but are considered in my percentage of profitability.

sorry for my bad english but i hope that you understood.
maybe you can forecast one flag, to consider always the initial portfolio amount, or is something that i can set in the code?

thank you
walter

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Henry MultiСharts
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Re: Question Portfolio Backtester Initial portfolio capital.

Postby Henry MultiСharts » 10 Dec 2013

Hello Walter,

Unfortunately there is no way to reset the initial capital each year during backtesting at the moment.
That is possible to increase the initial portfolio capital value and specify the % of capital at risk per position in Portfolio Settings to do the money management you need.


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