adrian77
3rd March 2008, 01:53 AM
I would like to test a pyramiding strategy on the short side which adds additional positions each time the price of the stock declines by X% since the previous pyramid. The "Percent Profit" pyramiding function seems to generate a pyramid trade each time the stock declines by a further X% of the Original entry price...
For example, if i set the percent threshold for a pyramid to 20% and the original short trade was taken at $10, my understanding is that trades would be entered at $10, $8, $6, $4, $2.
I would like to test instead taking trades at the following values:
$10
$10*(1-20%)=$8
$8*(1-20%)=$6.4
$6.4*(1-20%)=$5.12
$5.12*(1-20%)=$4.10
$4.10*(1-20%)=$3.28
$3.28*(1-20%)=$2.62
etc
Is there a way to simulate this in tradesim?
For example, if i set the percent threshold for a pyramid to 20% and the original short trade was taken at $10, my understanding is that trades would be entered at $10, $8, $6, $4, $2.
I would like to test instead taking trades at the following values:
$10
$10*(1-20%)=$8
$8*(1-20%)=$6.4
$6.4*(1-20%)=$5.12
$5.12*(1-20%)=$4.10
$4.10*(1-20%)=$3.28
$3.28*(1-20%)=$2.62
etc
Is there a way to simulate this in tradesim?