AccountSize variable and WFA

[drolles]

NT support,

Could you please help me with something? Which is hopefully a simple question.

When using the AccountSize variable set in the Initialisation function e.g. $10,000, is this value used every time the WFA (Walk Forward Analysis) rolls over to a new period? Or does the cumulative equity value add to the existing account value? That is, if you add a net profit from the last period of $2,000 then is the account value at the start of at WFA $12,000 or is it $10,000.

Thanks and regards,

drolles

[NinjaTrader_Bertrand]

Hi drolles, this property is not dynamically calculated so it would be using the initially set 10k.

[drolles]

Bertrand,

Thanks very much for the reply.

We probably need to open a dev ticket on this one. I’m assuming you guys understand the implications of that? It means that users can’t model account compounding across time with WFA. If you are using fixed fractional position sizing that means the returns are modelled correctly.

Thanks and regards,

drolles

[NinjaTrader_Austin]

Drolles, I'll send in your request.