[AndrewBennett]

Same here,….. have you found a solution yet?

[AndrewBennett]

Trent its pretty straight forward. My sytstem is set up for 1% selection bias at 100 trades. If my explorer comes up with less than 100 trades… EG 50, then I adjust the csv file to place orders for twice the size… If there are more than 100 orders then I dont make any adjustments.

The code change is a cumbersome method of seeing how many orders were generated on any given day over the entire back test.
(it seems that craig has shown me code above that may make this processs simpler.)
I run my original system as normal, and only scaling up all orders equally on the days where the explorer generates less than 100 orders…
This works for my model, so I thought Id share it. It may not work on all models.

[AndrewBennett]

Its more about capital management… Why not use the 4* gearing to greater advantage.
If you original system generates trades most days (as mine does) and many days there are a low number of orders.
All Im suggesting is that you analyse your system to look at the profitibiltity of the trades on those days.
If the sample set is large enough and there renturns are generally profitable, then you have an opportunity to put your capital to better use by scaling up. (assuming that all positions are equal)

[AndrewBennett]

The postdictive error is correct. I am only concerned in determining that every order becomes a trade,
That way you take the data into excel ( There trade results are irrelevant)
I just do this to know how many orders existed on any given day.
This performance enhancement is in excel. Scaling up on the days where your orders are less than the max orders.
Its working for me…..so far.

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