I used to write some indicators in Excel, and test it using EOD data downloaded from Bloomberg terminal & Yahoo.
I hope to use NT to try out some strategy and optimise some parameters for indicators, and has 1 very basic question. For the quantity, I would like to set it such that a fixed amount of fund (plus whatever profit or loss generated) will be used to enter the subsequent position, such that I can compare the strategy performance against say buy-and-hold strategy.
I have searched high and low, but don't seems to find the answer. I am sure NT can do it, so please enlighten me in this, many thanks!
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