How to backtest compounding strategy?

[Andy23]

Hey, just wondering how I can backtest a strategy by trading compounding interest. So for example instead of just buying a fixed number of shares, I'd like to adjust forward the number of shares bought by the relative change in the capital from the previous trade. So if I make $200 on $30,000, I trade with $30,200 the next time to buy slightly more shares than with my original 30.

[NinjaTrader_AlanP]

Hello Andy23,

Thank you for your note.

Attached are 4 samples which adjust trade size based off account size. The strategy titled BuyXSharesBasedOnAccountSizeRefactored2WorkWithBac ktests, will work with backtests.

Please let us know if you have any questions.

[Andy23]

Day trading realistic expectations

Thanks for your help!

[koganam]

Hello Andy23,

Thank you for your note.

Attached are 4 samples which adjust trade size based off account size. The strategy titled BuyXSharesBasedOnAccountSizeRefactored2WorkWithBac ktests, will work with backtests.

Please let us know if you have any questions.

Your code is NT8. This is the NT7 forum.

[NinjaTrader_AlanP]

Hello koganam,

Thank you for pointing that out.

I do not have equivalent for NT7.

Please let us know if you need further assistance.

[LateButEarly]

Do you have an updated example for this?

[NinjaTrader_BrandonH]

Hello LateButEarly,

Thanks for your notes.

We do not have a NinjaTrader 7 equivalent script for this.

The example script linked by NinjaTrader_AlanP in post # 2 is the most up to date version of this example and will import into the current version of NinjaTrader 8 (8.1.1.7) successfully.

Please let us know if we may assist further.