Switching the focus somewhat.... How about equity curve trading in Rotational mode?
Rotational means no Buy or Sell vectors, so Equity() function does not work. Anyone got this without custom backtester code? Best regards, --- In [email protected], "ezbentley" <ezbent...@...> wrote: > > Hi Howard, > > Thanks for your explanation. I still have a couple of questions regarding > access current > equity. > > If I do a portfolio level backtesting, how do I access the value of the > current equity. For > example, I would like to calculate the position size or a parameter used in > trading decisions > based on the value of the current equity. > > I know that PositionSize allows me to set the position size as a percentage > of the current > equity. But what if I want to just use the current equity value for some > other calculation? Is > there a way to get the value of current equity? > > Thanks in advanced, >
