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Backtest with account size by chronological order

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    Backtest with account size by chronological order

    Hi I would like to test the result of my strategy on a 10-year period across all the stocks of the S&P 500 From my understanding when I do this by account size, each position is made with the same account size without considering previous losses or gains and it does not take into account if at the same moment we are in another position.

    Is there a way to avoid that?

    Thank you.

    #2
    Hi Manual, your understanding is correct here - the AccoutSize you input would be a static parameter to calculate order size against.



    You could custom track the developing account balance though through coding, if you would create a MultiSeries script this could be extended then across multiple symbols as well.

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