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Dollar cost averaging in QC

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.

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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.

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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.


Update Backtest





0

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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