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Jim Dean

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Joined: 10/11/2012
Location: L'ville, GA

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Subject : RE: What's your favorite risk-return measure?
Posted : 4/24/2014 3:50 PM
Post #30037 - In reply to #30036

Thanks for the suggestion Steve but no, that's not what I'm referring to.

I would like a simple "Max Buying Power" input in Account settings. It should be able to be set to any value >= the initial account balance.

I want to be able to run comparisons between strats and portfolios where the available funds (ie total dollars active in the account for trading - including existing positions) are the same (or less) every day. This normalizes the comparisons very effectively and very simply.

All gains will remain in the account, so the equity curve can rise above that level, without limit. But the money available to trade needs to remain at or below the buying power limit.

[Edited by Jim Dean on 4/24/2014 3:52 PM]

Deleting message 30037 : RE: What's your favorite risk-return measure?


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