Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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adamant
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by adamant » Wed Aug 15, 2012 9:44 am
Has anyone ever made a money manager block that allocates 100% of capital to every trade without stops (well, the system I am testing uses an SMA for entry and the LMA as the built in stop)?
Trying to backtest a moving average crossover system on S&P Futures but I am struggling with the money manager bit.
Any hints on how I could tweak existing blocks to achieve this would be even more helpful as I would like to learn something (better Blox skills obviously sorely needed).
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LeviF
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Contact:
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by LeviF » Wed Aug 15, 2012 10:12 am
Code: Select all
order.setQuantity(system.tradingEquity / instrument.close)
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Chris67
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by Chris67 » Thu Aug 16, 2012 3:48 am
I have an SP500 system that does that i.e. allocates entire risk to one trade if your just after that market ?
Let me know if I can help
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adamant
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by adamant » Thu Aug 16, 2012 5:06 am
Still can't get this to work. So annoyed....