Back Testing Position Sizing

Optuma Forums Feature Requests Back Testing Position Sizing

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This topic contains 1 reply, has 2 voices, and was last updated by Mathew Mathew 4 weeks ago.

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  • #52785
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    Kim
    • Topics: 1
    • Replies: 0
    • Posts: 1

    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
    Mathew
    Mathew
    • Topics: 16
    • Replies: 967
    • Posts: 983

    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

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