Compounding profits on backtest and optimizing
Created at 27 May 2024, 21:38
Compounding profits on backtest and optimizing
27 May 2024, 21:38
The real money is to be made by compounding profits. This requires adjusting the size of positions as profits are made or lost and can be done as part of the parameters of a bot by adjusting the size of new positions as a percentage of account balance. Unfortunately there is no allowance for this while backtesting or optimizing.
cTrader
@luckydog1