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Yay I can comment! Aussie Stock Forums - Error "Shrinking": No results found.Regarding the reduced positionsize mentioned above, a titbit for newbies. You would need to select "Allow position size shrinking" for backtesting:There is a checkbox in the AA settings window: "Allow position size shrinking" - this controls how backtester handles the situation when requested position size (via PositionSize variable) exceeds available cash: when this flag is checked the position is entered with size shinked to available cash if it is unchecked the position is not entered.Edit: On second thoughts, this would only be for the very last position filled. Doesn't cover three last positions of identical sizes. Might be able to be coded, I'm not sure.
Yay I can comment!
Aussie Stock Forums - Error
"Shrinking": No results found.
Regarding the reduced positionsize mentioned above, a titbit for newbies. You would need to select "Allow position size shrinking" for backtesting:
There is a checkbox in the AA settings window: "Allow position size shrinking" - this controls how backtester handles the situation when requested position size (via PositionSize variable) exceeds available cash: when this flag is checked the position is entered with size shinked to available cash if it is unchecked the position is not entered.
Edit: On second thoughts, this would only be for the very last position filled. Doesn't cover three last positions of identical sizes. Might be able to be coded, I'm not sure.
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