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How to backtest compounding strategy?
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How to backtest compounding strategy?
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.Tags: None
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Originally posted by NinjaTrader_AlanP View PostHello 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.
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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.
Brandon H.NinjaTrader Customer Service
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