Hi I there a way to stop the backtester from compounding profits?
I want to simulate taking out all of my profits as they are earned, and continuing to trade with only my initial equity, for example $100k. If I use fixed trade size of say $25k it's easy, I just set the max open positions to 4. But I want to test a system that uses variable trade sizes, and if I've taken trades of less than $25k then I want to be able to take more than 4 trades. If I don't limit the max open positions, the backtester just takes more and more positions at once as the test progresses and equity grows, so my market exposure ends up being way more than the $100k max that I want to limit it to at any time. Is there a way to do this? Thanks Brenton
