"Reduce quantity based on volume" increases number of trades
Author: tomphm
Creation Date: 2/11/2016 10:17 PM
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tomphm

#1
Hi Eugene,

I am running a back-test in Raw Profit mode and when using the option to reduce a position quantity based on bar volume, the number of trades generated from the back-test is increased compare to when the option is not enable. Would you have an idea what might going on? Thanks
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Eugene

#2
Hi Tom,

Pay attention to the number of trades not included due to insufficient capital. Looks like your position sizing is too big and system skips many trades. Yes, that may affect Raw Profit too: When I run a strategy in a Raw Profit mode, a warning message tells me that some trades were dropped because of insufficient funds.

Should you have any further questions, tell us the complete story (the strategy's code, its data loading and position sizing settings, symbols traded, Wealth-Lab's Preferences that may apply etc.)
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tomphm

#3
Thanks Eugene.