Risk Management and Backtesting

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    David R Pierce
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    Hi everyone,

    I use IG for Spreadbetting Indices and Forex.  After a couple of years I still haven’t got to grips with the ProRealTime Backesting capabilities.

    I am fine with inputting the rules for entering and exiting trades as that is pretty simple.

    However, what I would like to do is test:

    • Risking 2% of account size per trade (which grows and shrinks depending on equity curve).
    • Using a Donchian Channel as the stop (which doesn’t trail).
    • Using a different £ per point for each trade (depending on the distance between the price and the Donchian Channel).

    Is this possible to do?  All I can see is ‘Open a 1.0 per point at next bar.’  What if I need it to be £4.32 per point, or £2.41 per point?

    Many thanks in advance,  David.

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Risk Management and Backtesting


ProOrder: Automated Strategies & Backtesting

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/27/2018
Status: Active
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