Happy New Year to Everybody! Am trying to do a backtest where every trade starts with a 'position size' of 10,000.
If I use 'PositionSizeShrinking = TRUE' and there are no losing trades early on, everything is OK. If the first trade has a loss, the next value for starting equity is less than 10,000.00 If I use 'PositionSizeShrinking = False' and the first trade is a loss, there are no more trades. I can set 'Initial Equity' high enough to cover any early losses and every trade will be 10,000.00 but the 'Annual Return%'and RAR% will be calculated on the higher 'Initial Equity'. Is there a way to write in some 'conditions' where 'Initial Equity' is 10000.00 and 'Position Size' is 10000.00 and the 'Annual Return%'and RAR% will be calculated on 'Initial Equity' = 10,000.00 Thanks, Joe
