Hi all,
Feels like a simple question but can't find the answer after a lot of searching.
I want to add additional capital to my portfolio equity every month. Eg at the start of every month, add an additional $1,000 of capital.
Is this possible??
Thanks
Adding equity to increase capital in portfolio backtest
- Svetlana MultiCharts
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Re: Adding equity to increase capital in portfolio backtest
smhuggins,
If your goal is to change the portfolio capital from script, it is not supported, unfortunately, as the portfolio capital is read-only value.
If your goal is to change the portfolio capital from script, it is not supported, unfortunately, as the portfolio capital is read-only value.
- ABC
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Re: Adding equity to increase capital in portfolio backtest
Hi smhuggins,
you might be able to walk around this by having your Money Management size the trades based on the equity which you could compute using the starting equity (you might want to use an input here instead of the reserved word) plus the net profit and another variable that you increment by 1000 once at the beginning of every month.
However as Svetlana pointed out you can't change the Portfolio Capital and you would have to set this high enough to prevent a situation where your computed portfolio equity will ever be higher than this Multicharts setting. A potential downside with this approach is that some performance report metrics use the portfolio capital as specified in the settings and these metrics would in turn not be an accurate reflection of your portfolio results.
Regards,
ABC
you might be able to walk around this by having your Money Management size the trades based on the equity which you could compute using the starting equity (you might want to use an input here instead of the reserved word) plus the net profit and another variable that you increment by 1000 once at the beginning of every month.
However as Svetlana pointed out you can't change the Portfolio Capital and you would have to set this high enough to prevent a situation where your computed portfolio equity will ever be higher than this Multicharts setting. A potential downside with this approach is that some performance report metrics use the portfolio capital as specified in the settings and these metrics would in turn not be an accurate reflection of your portfolio results.
Regards,
ABC