Reply To: Backtesting

Optuma Forums Optuma General Discussion Backtesting Reply To: Backtesting

#67499
Evan
  • Topics: 8
  • Replies: 11
  • Posts: 19

Hi all,
I am using rebalancing mode (monthly) in the backtester with position sizing set to Percent Risk. This provides an option Percent Stop which I have set at 20%. It seems to have no effect on any of the trades, they all exit on the monthly rebalance. If the Percent Stop value is changed it does affect the backtesting restults – profit, drawdown etc. Can someone tell me what the purpose of the Percent Stop is and how it is to be used in this backtest mode? If it is set to zero the system will not take any trades.

cheers

Evan

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