Shane Baker
18th April 2006, 06:35 AM
Hi David
It would be great if we could place some risk allocation variables for multiple systems and single systems in TradeSim. Examples would be;
1. for a single simulation if the portfolio risk ( open equity minus stops) was greater than 20% then sell portions of trades to balance protfolio back to 20% overall risk.
2. for multiple system testing I might wish to have 60% of my capital allocated to the long term system and 40% of my capital to the other systems. If I could dynamically reallocate the capital so that we maintain this function, say on a quarterly basis then money may be swept from one system set to the other dependent upon performance.
Cheers
Shane
It would be great if we could place some risk allocation variables for multiple systems and single systems in TradeSim. Examples would be;
1. for a single simulation if the portfolio risk ( open equity minus stops) was greater than 20% then sell portions of trades to balance protfolio back to 20% overall risk.
2. for multiple system testing I might wish to have 60% of my capital allocated to the long term system and 40% of my capital to the other systems. If I could dynamically reallocate the capital so that we maintain this function, say on a quarterly basis then money may be swept from one system set to the other dependent upon performance.
Cheers
Shane