Hi all,
How can i appropriately size strategy position depending NOT on the strategy equity but rather on the portfolio equity.
Thus using InitialCapital + netprofit + openpositionprofit will not work. Also, GetRTAccountEquity does not work in backtesting.
What is the appropriate easylanguage code for getting portfolio equity, if such exists.
Thank you
portfolio equity for position sizing in backtesting [SOLVED]
Re: portfolio equity for position sizing in backtesting
Portfolio_NetProfit+Portfolio_OpenPositionProfit - assuming you use a Portfolio Trader (look under "Portfolio_..." sections in PL Editor Dictionary).
And you do need to use PT to backtest position sizing for a portfolio.
And you do need to use PT to backtest position sizing for a portfolio.
Re: portfolio equity for position sizing in backtesting [SOLVED]
yes, it did work fine in backtesting. thank you