Compounding buys in trading system

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  • #153176

    Hi,

    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.

    Chris

    #154677

    This code will show you (in the variable window pf ProBacktest), the percentage of your investement compared to the beginning.

    The percentage increases when you  lose and decreases as you gain. In this case at the end your investment is 83.5% compared to a starting 100%:

     

     

Viewing 2 posts - 1 through 2 (of 2 total)

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