I was wondering if anyone knew how to use the trading system so that every time I make a trade the trade investment is as a proportion of my portfolio value not an arbitary £/point. Obviously when backtesting a system i want to see how the effects of compounding has. If I look over a 10 year period and my starting buy level is £1/point (reflecting a 20% portfolio investment) this can become very small as the portfolio increases in value by say year 5 where the £1/point only equates to a 5% portfolio investment.
If you could help that would be great, if you are unsure what I mean then please let me know.