equity line backtest variable

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  • #29658 quote
    Francesco78Francesco78
    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
    NicolasNicolas
    Keymaster
    Legend

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

    #29747 quote
    Francesco78Francesco78
    Participant
    Master

    Great, thank you very much Nicolas

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equity line backtest variable


ProOrder: Automated Strategies & Backtesting

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This topic contains 2 replies,
has 2 voices, and was last updated by Francesco78Francesco78
9 years, 6 months ago.

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