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Fixed fractional position sizing on backtest software

  • Post #1
  • Quote
  • First Post: Edited 12:27pm Mar 28, 2013 12:17pm | Edited 12:27pm
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.
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 . . .
  • Post #3
  • Quote
  • Last Post: Mar 30, 2013 5:58am Mar 30, 2013 5:58am
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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