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                                                   Simulation/Back testing - Default position sizing method

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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

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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)
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Position Sizing: Fixed Dollar Amount (by QuantShare, uploaded several months ago)
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