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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

David Samborsky
28th September 2005, 03:19 AM
A non-zero Transaction Cost will cause this as there will not be enough capital to take the 10th trade if transaction costs have eaten into the available trading capital. You can get arround this by enabling "Accept Partial Trades if inadequate capital" in the trade preferences.

Polikarpos
28th September 2005, 11:58 PM
~slaps forehead, of course !!
Thanks again David
Ciao