Hi,
when I change the position size system on a strategy with limit entries to "Percent of Equity" to "Advanced Pos Size-Sizing with the Trend", no more entries are displayed under the tab at "Signals".
But the strategy calculates entries and exits.
Actually, the position sizing should not have any fundamental influence on when an entry or exit takes place.
when I change the position size system on a strategy with limit entries to "Percent of Equity" to "Advanced Pos Size-Sizing with the Trend", no more entries are displayed under the tab at "Signals".
But the strategy calculates entries and exits.
Actually, the position sizing should not have any fundamental influence on when an entry or exit takes place.
Rename
Hi,
I don't want to guess as your post lacks all the key details. First and foremost, PosSizer settings; then, strategy and the Strategy settings etc.
I don't want to guess as your post lacks all the key details. First and foremost, PosSizer settings; then, strategy and the Strategy settings etc.
QUOTE:It doesn't.
Actually, the position sizing should not have any fundamental influence on when an entry or exit takes place.
"Signals" (a.k.a. Alerts) are trades in the future. If your Strategy is signaling, you will see the signals no matter the Position Size.
Hypothetical trading in the backtest occurs whether or not the backtest is able to open a position. Often, trades aren't able to become Positions due to lack of cash/buying power, and unless you've selected not to Retain NSF Positions you can check the number of NSF Positions in the Metrics Report. If the NSF Position Count is 0, then probably something else is wrong with the Strategy.
Likewise if all your trades are becoming NSF Positions, it's because Position Sizing is misconfigured - it's trying to create positions too large for the account.
I have set the -Position Size Type- setting to from
-Max Rist Percent" to "Percent of Equity". With this it works.
-Max Rist Percent" to "Percent of Equity". With this it works.
For sure, if you don't properly set up Max Risk Percent sizing, you're likely to get sizes way too big for the account - like if you try to use something 10% Max Risk, which is at least 5 times too much. What were you using? How was your Risk Stop Level configured?
Read the User Guide about that Max Risk and how to configure a strategy to use it. There's are settings Max Risk in Trading Preferences, but the strategy should also be configured properly.
Read the User Guide about that Max Risk and how to configure a strategy to use it. There's are settings Max Risk in Trading Preferences, but the strategy should also be configured properly.
Your Response
Post
Edit Post
Login is required