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Subject: Is Walk-Forward Analysis with equal percent risk position sizing possible?

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bumba
Posts:7

05-11-2010 4:16 AM Alert 
Dear Murray et al., With your help in previous thread I have nicely set up an equal percent risk Trade Plan that passes optimization parameters to the trading system. Are there ways to run walk-forward analysis trading not a fixed EntryNumUnits, but based on the CurrentEquity? Using SessionVar it should be possible to send CurrentEquity value from TradePlan to the Trading System, but we launch the Walk-Forward Analysis from the Session, not from Trading Plan. My temporary solution is exactly as it was before with optimization: I have set a fixed amount of money for a trade and calculate the entry lot number dividing it by the trade risk. But it does not increase the entry lots number as my equity increases. Thank you. Boris.
murray
Posts:519

05-19-2010 10:04 AM Alert 
Yes,but it requires tricks, you need to export the walk forward trades and use import command in a system and load that file to duplicate the results of the system. This new drone system with the same trades is the one you use in the tradeplan.
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