equity line backtest variable

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • #29658 quote
    Francesco78
    Participant
    Master

    Hello everyone, I wold like to know if any of you could help me with this:

    I would like to create a strategy that takes decision on allocation based on the equity line, is there a way to define a variable that defines the equity line in case I have compounding of position?

    Many thanks

    Francesco

    #29673 quote
    Nicolas
    Keymaster
    Master

    This blog article deals about this idea: trading the equity curve

    #29747 quote
    Francesco78
    Participant
    Master

    Great, thank you very much Nicolas

Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.

equity line backtest variable


ProOrder: Automated Strategies & Backtesting

New Reply
Author
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by Francesco78
8 years, 11 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/23/2017
Status: Active
Attachments: No files
Logo Logo
Loading...