Buffalo Elite   Posts: 603 Joined: 7/11/2007 Location: Braintree, MA  User Profile | Mark re: "Simply select 2X in the Simulation Settings and then double each of the individual Market State Percentage of Equity settings. This will keep all the statistics referenced to the $100,000 starting balance of the account, and also keep the % of Equity vs $$ available for trading at the same ratio. Ex: if the original % of Equity was 10% for Bull, you now set it to 20%. (20% of $200,000 is still 10% of $$ available to trade)" Not sure about this - doesn't 20% 0f $200k = $40k per trade NOT $20k? What am I missing? I know the tot # of trades stayed abt the same but that may be just coincidence based on the length of the backtest? the result may be exactly what you are shooting for - limit the trades to the best ones - but the risk/trade would go up substantially if it is $40 vs $10 (starting numbers, only gets bigger as acct grows) **There is a quick way to test it - lets say you have 20%/trade set for bull. In Port Sim set the Bull timeframe dates as the test period, keep it at a year or so. Then look at the port sim statistics - in the middle under the position size area look at the avg size $ number. If the test period is only 1 year it will be around $20-25k or $40-50k and we'll have our answer. For long test periods this number skews way up obviously. I would but my OT is busy retraining dynamic, cluster NNs! Wish we could PAUSE training like SW to do other things then come back to it (Nirvana - hint, hint) Also in ATM we need to be able to set a MAX trade size for our simulations - there is no way to even trade 10% per trade without massive slippage and effecting the symbol price (hurting your entry price) before getting fully filled on an acct over approx $500k when you're a retail investor. The other option, once your acct grows to those levels, is splitting up your acct over several IB accts and running OT/OV multiple times concurrently. But those are rich folk problems I **hope** we need to address later on BUT I LOVE THE IDEA and hope we can make it work whatever the solution is. You may have nailed it, but Iam not sure so I am asking. [Edited by Buffalo on 2/28/2018 4:09 PM] | |
