I am running a strategy where I buy $100,000 of apple and exit when there’s a 2% profit or 2% loss and then buy the stock again for 100,000 and exit when a 2% movement happens again. It continues to do this for a 10 year backtest. Now when I adjust the amount to $200,000 and ask for the 2% movement exits the date it exits are different than when I use $100,000. Shouldn’t the time and day it exit be the same since it’s still 2% exits and the only thing that changed was the amount of dollars? I’m thinking liquidity and slippage shouldn’t be an issue since AAPL is highly liquid.
Louis Szeto
Hi Amr
Please attach a backtest for further assistant, we cannot debug with too little information.
Best
Louis
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Amr Eldib
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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