FACTORS

Posted By: MatPed

FACTORS - 10/26/16 10:42

Hi,
Accordingly with the manual setting the FACTORS flag will generate and use the calculated optimal capital factor. Why the result are exactly the same testing the script with or without the Factors flag?

Thank you

Posted By: boatman

Re: FACTORS - 10/26/16 11:02

You need to do something with the calculated factors. For example,

Code:

Margin = OptimalF*Capital

Posted By: MatPed

Re: FACTORS - 10/26/16 12:27

ok, it make sense. The Manual says

Test] / [Trade] mode: load OptimalF factors for allocating capital. If this flag is not set, all OptimalF factors are 1.

Only loaded, not used. I misunderstood. Thank You