Sizing Video

 

The size of trades is important because it is the basis for profit and commission calculations during the backtest, so you should specify a size that is closest to your actual trading style. You can specify the size three different ways: Buy a fixed number of shares, buy a fixed dollar amount of shares which is rounded to the nearest whole number of shares, or Buy as many shares as possible with current account balance which is also rounded down to the nearest whole number of shares.

 

There are additional Trading Parameters that are used to evaluate trading strategy. 

Buy shares in round lot of x, which rounds down the number of shares traded to a multiple of the specified number of shares. For example, if the round lot shares is set to 100 and the number of shares to be traded is 299, then the actual number of shares traded will be 200. 

Long/Short entries exit existing short/long positions – which forces an entry signal to automatically exit any existing positions.

Match date ranges to the out of sample date ranges of prediction(s) used in the trading strategy. This option is only available if you are using a prediction in your trading strategy.

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