NexusFi: Find Your Edge


Home Menu

 





Backtesting in TS with compounding of profits


Discussion in EasyLanguage Programming

Updated
    1. trending_up 1,246 views
    2. thumb_up 1 thanks given
    3. group 3 followers
    1. forum 1 posts
    2. attach_file 0 attachments




 
Search this Thread
  #1 (permalink)
seta7
Warsaw and Poland
 
Posts: 1 since Dec 2022
Thanks Given: 1
Thanks Received: 0

Is it possible to backtest in TS so that the annual return includes the effect of profit compounding?

Currently I select in strategy properties trade size as USD per trade = $100,000 with initial account = $100,000, so despite accumulated profits with time it always trades with $100,000, thus not compounding - is there maybe a way to include in strategy code that each trade made with 100% of equity instead of selecting fixed size in TS strategy properties?

Thanks in advance


Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Datafeed for Atas
Platforms and Indicators
EA
Platforms and Indicators
No book, only a stair: journaling fills where price move …
Cryptocurrency
Trump Media to sell instant access to market-moving soci …
Traders Hideout
My Rant with AMP Futures
Trading Reviews and Vendors
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Mes vs MNQ
6 thanks
NexusFi site changelog and issues/problem reporting
5 thanks
BERN ALGOS algo trading journal
3 thanks
TopStep Trader disappointment
2 thanks
Johnnys Journal
2 thanks
  #2 (permalink)
 ABCTG   is a Vendor
 
Posts: 2,448 since Apr 2013
Thanks Given: 494
Thanks Received: 1,643

seta7,

you could size your positions within the code and compute your available equity as starting balance + NetProfit and use this to compute your position size.

Regards,

ABCTG


seta7 View Post
Is it possible to backtest in TS so that the annual return includes the effect of profit compounding?

Currently I select in strategy properties trade size as USD per trade = $100,000 with initial account = $100,000, so despite accumulated profits with time it always trades with $100,000, thus not compounding - is there maybe a way to include in strategy code that each trade made with 100% of equity instead of selecting fixed size in TS strategy properties?

Thanks in advance


Follow me on X Reply With Quote
Thanked by:




Last Updated on February 2, 2023


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts