How to consider split positions as a single trade in the Backtest Report?
Author: luroch
Creation Date: 6/3/2012 11:23 PM
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luroch

#1
My strategy has logic to exit half of the position (split) on a given target price and then adjust the stop loss up until the lowest price from each new bar is violated. The goal is to alleviate the risk earlier and keep me positioned until the short term trend changes. When I look at back test results, I actually see every winning trade twice (with different exit prices) given I split the position to sell half earlier then closing it entirely. Is there a way I can tell the Wealth-Lab Dev 6.3 platform to disregard split trades and only consider one trade (the original position) instead of two (original + split)? Thanks in advance!
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Eugene

#2
Sorry, it's not possible. Wealth-Lab has been Position-based, and every split has to be an individual Position.
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