Position Sizing During Backtest

[trend747]

Ok, just sent. Thanks so much for your prompt attention. Your support is top notch!

[NinjaTrader_Bertrand]

Too bad, sure please send it over to support at ninjatrader dot com to my Attn.

Thanks,

[trend747]

It's not working Bertrand. I forgot to remove the hardcoded number that we put in there... LOL. Can you take a look at this code?

[NinjaTrader_Bertrand]

Since the hardcoded entry is working out fine, the issue is to be found in your code - are you using a public property for positionsize as well here? If you send your script to support we could give it a run here as well.

[trend747]

Here's the output from the Print() statements of what I just ran. As you can see, the positionSize variable is being populated correctly:

My account size is: 9814.79010000007
My risk amount is: 1.06682501086957
My first position size is: 10668.2501086957
My final position size is: 10668

[trend747]

If you directly enter your position size needed hard-coded in the EnterLong() for a test - would it then use the qty specified?

Yes. I used a random number (123485) and it used it.

[NinjaTrader_Bertrand]

If you directly enter your position size needed hard-coded in the EnterLong() for a test - would it then use the qty specified?

[trend747]

trend747, if you startup the strategy by what are you then defining position size, ByDefaultQuantity or ByStrategy?

ByStrategy

[NinjaTrader_Bertrand]

trend747, if you startup the strategy by what are you then defining position size, ByDefaultQuantity or ByStrategy?

[trend747]

I know it's not officially supported, but I was told that you could use the Performance class to do position sizing for backtests.

Check out this code:

if (Demo == true && Realtime == false)
            {            
                //Print("My account size is: " + (Performance.AllTrades.TradesPerformance.Currency.CumProfit + AccountSize));
                double myRiskAmount = ((Performance.AllTrades.TradesPerformance.Currency.CumProfit + AccountSize) * (RiskPercentage * .01) / SL);
                //Print("My risk amount is: " + myRiskAmount);
                double myPositionSize = (myRiskAmount * 10000);
                //Print("My test position size is: " + myPositionSize);
                int PositionSize = (int)myPositionSize;
                //Print("My final position size is: " + PositionSize);
            }

All of those print statements was me testing my code. Basically, the final position size shows the correct position size -- let's say, for example, 11980 units.

Then this is my entry code:

if (Close[0] > Close[1])
{
   EnterLong(PositionSize);
}

But it still enters whatever is specified in the parameters... I don't understand that... I mean, it's in the code... it should work.