I have a question about backtesting my strategy on multiple instruments.
I would like to know the performance of the strategy with a given account size. Let's say i have 1.000.000 USD in my account and the strategy opens long-positions of 100.000. I want the strategy to enter a position only if there is enough money in the account, so if it already is long in 10 positions it can't open another one.
Currently the Backtesting goes long for each signal with 100.000 and i dont really get meaningful results because i don't know how many concurrent positions there are.
I guess this would mean, that the backtests cant be run sequentially on each instrument, it would have to be in one run.
Is there a solution for my problem?
Regards,
Ruediger
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