amibroker - rotational capital

October 25th, 2016, 08:11 AM

initial equity defines the starting equity for the whole test.
Then - the capital in the subsequent months will depend on my gains/losses from previous trades.

But I want that the capital in the subsequent months will not depend on my gains/losses from previous trades.

Do you have an idea for this?

October 26th, 2016, 06:47 AM

Set a fix position size instead of percent.
See method parameter of setpositionsize
https://www.amibroker.com/guide/afl/setpositionsize.html

amibroker - rotational capital

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amibroker - rotational capital