Back Testing Position Sizing

Optuma Forums Optuma Feature Requests Back Testing Position Sizing

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  • #52785
    AvatarKim
    • Topics: 14
    • Replies: 18
    • Posts: 32

    In the Back Tester, it would be great to have a “Fixed Amount” option in “Position Sizing”. I would like to be able to enter, say, $10,000 for each trade and have the system use that as the basis of how many shares to buy/sell.

    By way of explanation, I’m a self-funded retiree and need to see what income (capital gain) I can generate rather than portfolio growth. Currently I do the back test on “Fixed Percentage” and then adjust the CSV file signals in Excel to reflect a fixed amount per trade. Effective but tedious! 🙂

    #52787
    MathewMathew
    • Topics: 32
    • Replies: 1,601
    • Posts: 1,633

    Hi Kim,

    Thanks for that. I am currently doing a big review of the back tester and I’ll see if we can get this added in.

    All the best

    Mathew

    #60527
    AvatarKim
    • Topics: 14
    • Replies: 18
    • Posts: 32

    Hi again,

    If it’s possible to get my request above into the “new” back tester, it’d be great to be able to see a report/graph that showed a running (day by day or week by week) total of open trades too.

    I use CFDs to trade, so need to careful with margin calls. Often a trade will dip a substantial percentage before it comes back, but the back tester only shows entry and exit points. If I could see a running total of the open trade positions, that would be very helpful in terms of risk management.

    I should add that I use spreadsheets to get data that isn’t in the back tester results, but, unless I’m missing something, it’s virtually impossible to get that information without copy/pasting all chart data, which is impractical. If there was a way to access that sort of information I’d be happy to do that instead of you doing the change. Is there an Optuma equivalent of the spreadsheet function XLOOKUP?

    Cheers

    Kim

    #60529
    MathewMathew
    • Topics: 32
    • Replies: 1,601
    • Posts: 1,633

    Hi Kim,

    All of the back tester posts are linked into the project so that I can review them all as I finalise the changes.

    Margin handling is high on the priority list.

    All the best

    Mathew

    #60531
    MathewMathew
    • Topics: 32
    • Replies: 1,601
    • Posts: 1,633

    This is the card I already had in the system from June
    ps

    1 user thanked author for this post.
    Avatar Kim
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