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As an absolute beginner, I was wondering if it's possible to program
a back test on a portfolio of futures, setting the number of lots
traded with these two position size rules:
1) never risk more then 3.5% of total equity, i.e. 3.5% would be the
max loss acceptable if initial stop loss is hit (without taking into
account limit days or opening gaps, of course);
2) limit the capital committed to margins using no more than 50% of
the total of the account.
Many thanks if someone may help,
Angelo
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