Vinay Elite    Posts: 640 Joined: 12/9/2011 Location: Planet Earth  User Profile | Thanks Jim for taking so much interest in resolving the issue. Here is how you can reproduce it: In the ToDoList/Test Settings: Floating Back Test period: 200 days Floating Forward Test period: 0 days Optimize on Monthly boundaries. DO: On Run ToDoList then go to PortSim. In the PortSim (The figures are same in the Portfolio Account in the Real Mode): Account Settings: Starting Equity: 10,000,000 Leverage: 2 Advisor Cutoff: 50% Trading Parameters: Max Allocation: 20% Min Shares: 100 Trade in Increments of: 100 Rest of the options are unchecked. Test Period: Try different settings and see the different results in Trade Calculator. Simulation Constraints: None Trade Selection: Symbol Allocation Methods Enabled (No optimization) Fixed $ Amount: 1,000,000 % of Equity: 10% Fixed Risk: 2% (Fixed Loss Level: 2.5) Now Run Analysis in PortSim and return to Real Mode and use Trade Calculator to reproduce the problem I mentioned. Thank you for your patience. [Edited by Vinay on 9/6/2013 8:49 AM] | |
