equity line backtest variable

Francesco78 · Thu, 23 Mar 2017 16:01:33 +0000

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

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

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03/23/2017 at 5:01 PM #29658

Francesco78

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

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03/23/2017 at 6:31 PM #29673

Nicolas

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

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03/24/2017 at 11:12 AM #29747

Francesco78

Great, thank you very much Nicolas

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