Hello everyone. I asked this a while ago on the QC slack but i'm not sure I fully understood how to go about implementing it and I thought others would like knowing as well.
I'm looking at trying to simulate dollar cost averaging by adding a certain amount (say $1000) to the cashbook every month. If at all possible i'd love to see an example backtest using dollar cost averaging as well.
Jack Simonson
Hi Liam,
The self.Portfolio.Cash property is read-only, but you can reset your portfolio value using self.Portfolio.SetCash() method at any point to adjust this value. So, to add 1000 dollars, you could do
self.Portfolio.SetCash(self.Portfolio.Cash + 1000)
Have a look at the backtest attached for how you can do this in an algorithm. Please note that this will affect backtest statistics, as any change in the Portfolio value is treated as returns. So, if you add $1000 cash to a portfolio that has a current value of $10,000 it will register as a 10% return.
Liam John Maurer
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