Getting a little confused with what settings to use when running a backtest on a system with selection bias. Would appreciate feedback on my approach.
In the Backtester Settings window:
– Select “Simulate using trade list” button
– Under “Position Sizing”, select “Percent of Equity” if you want to see the system’s CAR etc over a period of time / years
Is there a time when you select the “Simulate using portfolio equity changes” button?
What do you select if you’re starting capital is for e.g. $100,000, and you don’t want to compound returns, you just want to see what the daily $$ P&L is based on the original $100k? Is this the approach to use when trying to ascertain the worst days down in a MOC system?
Finally, what settings need to be selected here when generating the data that gets copied into the MCS_Dump Sheet spreadsheet that generates the systems histograms?
