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Hi all,
I really struggle with the position sizing. From what I read, a number between 0 and 1 is suppose to be the fraction of current available liquidity. The data is only one loss to see the risk taken per trade, I have 100k cash and size = 0.01 which is suppose to risk 1000 per trade.
After the loss, the equity has only be reduced by 14$ so I really don't get it, I tried many different things but I don't understand.
The trade is a sell, it says to put a negative order size for short orders but I get an error "size must be a positive fraction of equity, or a positive whole number of units"
It could only be opening 0.01 lot but then how can we get a portion of the balance?
I attached the code and the stat display.
Thanks a lot for your help!
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Hi all,
I really struggle with the position sizing. From what I read, a number between 0 and 1 is suppose to be the fraction of current available liquidity. The data is only one loss to see the risk taken per trade, I have 100k cash and size = 0.01 which is suppose to risk 1000 per trade.
After the loss, the equity has only be reduced by 14$ so I really don't get it, I tried many different things but I don't understand.
The trade is a sell, it says to put a negative order size for short orders but I get an error "size must be a positive fraction of equity, or a positive whole number of units"
It could only be opening 0.01 lot but then how can we get a portion of the balance?
I attached the code and the stat display.
Thanks a lot for your help!
Start 0.0
End 238.0
Duration 238.0
Exposure Time [%] 0.41841
Equity Final [$] 99986.16685
Equity Peak [$] 100000.0
Return [%] -0.013833
Buy & Hold Return [%] -0.261797
Return (Ann.) [%] 0.0
Volatility (Ann.) [%] NaN
Sharpe Ratio NaN
Sortino Ratio NaN
Calmar Ratio 0.0
Max. Drawdown [%] -0.013833
Avg. Drawdown [%] -0.013833
Max. Drawdown Duration 75.0
Avg. Drawdown Duration 75.0
Trades 1.0
Win Rate [%] 0.0
Best Trade [%] -0.013833
Worst Trade [%] -0.013833
Avg. Trade [%] -0.013833
Max. Trade Duration 0.0
Avg. Trade Duration 0.0
Profit Factor 0.0
Expectancy [%] -0.013833
SQN NaN
_strategy AH_grab
_equity_curve Equit...
_trades Size EntryB...
dtype: object
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