Polikarpos
26th September 2005, 10:41 AM
Hi David
When setting initial trading capital to $100K and equal trading positions of
$10K(minimum tradesize left at 0), Tradesim will only ever take a maximum of 9 positions.
The system does encounter early negative equity of around $1200 in the
first 2 weeks, but after that its all positive territory.
Out of curiousity iset equal trading positions to $9.9K resulting in Tradesim
taking a maximum of 10 positions throughout the 6 year simulation period.
Trade parameters are essentially default(tradesim professional), I
implement/input for the following;
Equal Dollar Units
Portfolio Simulation
Random Walk
Initial trading Capital, transaction cost & capital per trade.
Volume information ignored
Is this normal behaviour for Tradesim or have i made a meal of it?
Thankyou
When setting initial trading capital to $100K and equal trading positions of
$10K(minimum tradesize left at 0), Tradesim will only ever take a maximum of 9 positions.
The system does encounter early negative equity of around $1200 in the
first 2 weeks, but after that its all positive territory.
Out of curiousity iset equal trading positions to $9.9K resulting in Tradesim
taking a maximum of 10 positions throughout the 6 year simulation period.
Trade parameters are essentially default(tradesim professional), I
implement/input for the following;
Equal Dollar Units
Portfolio Simulation
Random Walk
Initial trading Capital, transaction cost & capital per trade.
Volume information ignored
Is this normal behaviour for Tradesim or have i made a meal of it?
Thankyou