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Help in backtesting a system.

Last post 04-14-2009, 21:03 by wabbit. 1 replies.
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  •  03-25-2009, 21:52 29262

    Help in backtesting a system.

    Hi all,

    I am backtesting a system where whenever i go wrong ( i.e. if the trade results in a loss) i double the size of the bet.

    So i need to modify the entry size under the Buy order / sell order tab, i tried using  Simulation.CurrentPositionPerformance, and Simulation.CurrentPositionSize which resulted in an error.

    Can someone please help in that. 

    Thanks. 

  •  04-14-2009, 21:03 29415 in reply to 29262

    Re: Help in backtesting a system.

    Use the GV.dll from the files section to remember the value of the last trade volume in a global variable.

    HOWEVER, remember that for Martingale position sizing strategies to succeed in trading, you will need an infinite trading account!  I strongly recommend some more research on Martingale and why it doesn't work before putting real money into it.


    Hope this helps.

    wabbit Big Smile [:D]


    "The question of whether a computer can think is no more interesting than the question of whether a submarine can swim."
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