Vinay Elite    Posts: 640 Joined: 12/9/2011 Location: Planet Earth  User Profile | My Profile has the following parameters: Floating Back Test period: 200 days Floating Forward Test period: 0 days Optimize on Monthly boundaries. DO: On Starting Equity: 10,000,000 Leverage: 2 Allocation Methods Enabled (No optimization) Fixed $ Amount: 1,000,000 % of Equity: 10% Fixed Risk: 2% (Fixed Loss Level: 2.5) The price of the Stock in this example is 20.95 and ATR is 1.46. Now the problem is that when in "Test Period" Tab of PortSim I select Forward (which gives no PortSim results since it is configured at 0) I get the correct quantities in the Trade Calculator (47700, 47700, 53100 respectively) BUT when I select "Backtest" or "Both" in the Test Period Tab, the Trade Calculator shows 0 quantities for all the 3 methods. | |
