Portfolio Backtest Percent of Equity

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Portfolio Backtest Percent of Equity

Postby tmantrader » 12 Jan 2011

Trying to do something that seems simple in a signal that I'm running through Portfolio Backtester.

There are some days where I simply want to sell the position on close and then reacquire the same position also on close. (No shares are involved, just using the signal's position sizing).

I have set percent of equity for each position at 20%. What I would expect to happen is that is that I acquire the shares that equate to 20% of account equity. Instead it's as if the backtester is already counting the 20% that I am selling so my shares go down.

Is there a way to do this simply?


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Dave Masalov
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Re: Portfolio Backtest Percent of Equity

Postby Dave Masalov » 18 Jan 2011

Dear tmantrader,

Please explain your question in details. Are you talking about Portfolio Settings --> Max % of Capital at Risk per Position? I am not sure I got you right.

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