How much leverage would you recommend for this strategy? #39
-
|
How much leverage would you recommend for this strategy? |
Beta Was this translation helpful? Give feedback.
Replies: 2 comments
-
|
Hi @al40003! The current basic version of the algorithm is not suitable for leverage on its own, because backtesting does not take into account possible liquidations due to a high leveraged position and also because entries need to be rationalized. This is a simple backtest in the premium version, where you can buy/sell with limit orders by setting the percentage of new entry positions above 100%. This will mimic the results of leverage if you take into account the maximum drawdown. |
Beta Was this translation helpful? Give feedback.
-
|
What year would you recommend to start with? |
Beta Was this translation helpful? Give feedback.
Hi @al40003! The current basic version of the algorithm is not suitable for leverage on its own, because backtesting does not take into account possible liquidations due to a high leveraged position and also because entries need to be rationalized. This is a simple backtest in the premium version, where you can buy/sell with limit orders by setting the percentage of new entry positions above 100%. This will mimic the results of leverage if you take into account the maximum drawdown.