Optimize position sizing
Author: rbryant
Creation Date: 1/1/2018 9:33 AM
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rbryant

#1

1/1/2018 9:33 AM

Hi
Is there a way to run through various position sizes (eg percent of account or percent risked) in the optimizer? (or another way, without doing it manually). For example, test from 10% to 20% position sizes, with 1% steps?

Thanks
Rod
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Eugene

#2

1/1/2018 10:13 AM

Rod, happy New Year.

This has been on our FAQ (referred to in this discussion):

Position Sizing as an Optimization Parameter?

I've updated the FAQ for the no-programming-required solution to be more easy to find.
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rbryant

#3

1/1/2018 11:11 AM

Thanks Eugene for the super fast response; and Happy New Year!!
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