Click here to Login





                                                   Simulation/Back testing - Default position sizing method

Back to threads
  0

0
GS
2012-10-07 12:01:07


Hi,

What is the default method for position sizing in QS for both EoD and RT version? I am back testing a strategy with just two or max three stocks having 100000.00 initial capital. In report for one trade it was showing ~95000.00 as max amount and lowest was ~50000.00. Can I dictate to use a max fixed amount for any trade? As per the strategy it can take max two positions at a time.


QuantShare
2012-10-07 19:08:04

  0

The default position sizing method is: Percentage of current equity. If you have 2 positions then each one should get 50% of the current equity.

Try these money management scripts:
Fixed Risk per Trade - Position Sizing
Position Sizing: Fixed Dollar Amount




Fixed Risk per Trade - Position Sizing (by Juliettpapa, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads Notes Report an item
Position Sizing: Fixed Dollar Amount (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads Notes Report an item

No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"





QuantShare

Trading Items
Volatility-based Position Sizing Method with Adjustable Parameter...
Fixed Fractional Position Sizing
Trading System Template: Position Sizing Techniques
Fixed Risk per Trade - Position Sizing
Position Sizing: Fixed Percentage of Current Equity
How-to Lessons
How to dynamically change the number of positions in a portfolio?
How to get trading orders from a portfolio programmatically
How to drag & drop a stock to a static watchlist
How to download historical quotes of indices
How to import trades into a portfolio

Related Forum Threads
Dynamic Position Sizing
Enhanced Dynamic Position Sizing money mgmt - some issue
NaN error in Dynamic Position Sizing MM object
Open position profit/loss method in money manager
Fixed position sizing and daily rebalancing
Blog Posts
5 position sizing techniques you can use in your trading system
Dynamic Position Sizing in your Trading System
Money Management: Scale-in Trading Strategy
The Ultimate Guide to Create Trading Systems in QuantShare
QuantShare Trading Software: New Features in the 3.3.2 Version









QuantShare
Product
 QuantShare
Features
Create an account
Affiliate Program 		Support
Contact Us
Trading Forum
How-to Lessons
Manual 		Company
About Us
Privacy
Terms of Use
Copyright © 2024 QuantShare.com
 Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+ Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.