Hi, I use a fixed amout of capital in backtesting, not increase position sizes over the backtesting period while the equity is rising.
Capital = 100000; PosQty = 10; PositionSize = -2 * BuyPrice/(2*ATR(10)); Using the Van Tharp position sizing, say I have a number of small trades due to high volitility, how can I increase the number of positions to use all of my capital without using more than $100,000? Thanks.
