Fixed fractional position sizing on backtest software | Forex Factory

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Fixed fractional position sizing on backtest software

  • #1
  • First Post: Edited 11:27am Mar 28, 2013 11:17am | Edited 11:27am
Does anybody know of backtesting software on which fractional position sizing is possible?

For example

Risk per trade = 1% of account = X £'s
Stop loss distance = entry - stop loss = Y pips
Units = X / Y

I thought this was quite standard stuff but I have asked the question on both Ninja Trader and MT4 forums and neither seem to be able to support this.
  • #2
  • Mar 29, 2013 6:03am Mar 29, 2013 6:03am
Quoting Chinadiapers
Does anybody know of backtesting software on which fractional position sizing is possible?

For example

Risk per trade = 1% of account = X £'s
Stop loss distance = entry - stop loss = Y pips
Units = X / Y

I thought this was quite standard stuff but I have asked the question on both Ninja Trader and MT4 forums and neither seem to be able to support this.
Of course they both support it . . . you need to write the code to do the calculation just as you would if you were placing a manual trade.
20 pips a day isn't too much to ask . . .
  • #3
  • Last Post: Mar 30, 2013 4:58am Mar 30, 2013 4:58am
Quoting Chinadiapers
Does anybody know of backtesting software on which fractional position sizing is possible?

For example

Risk per trade = 1% of account = X £'s
Stop loss distance = entry - stop loss = Y pips
Units = X / Y

I thought this was quite standard stuff but I have asked the question on both Ninja Trader and MT4 forums and neither seem to be able to support this.
Wow, strange synchronicity! I was having precisely the same problem as you. The solution I stumbled upon is FxBTStation. It is the backtesting module of FXSpyder's trading platform. The language it uses is a variation of Javascript, which has a clean, easy-to-learn syntax. You can place orders as small as 1 unit.
Domo Arigato, Mr. Roboto!
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