I want my trades to be 1% of the initial balance of the account.

[anderMartin92]

Hello, I want my trades to be 1% of the initial balance of the account. Even with 0 commissions the results vary a lot. Here I leave the formula with which I calculate 1%.

`money = 1000000

def my_size(sl, signal):
ep = self.data.Close[-1]
stop_percenti = trendPorcent(ep, (ep-sl), signal)
position_size = (ep * (0.01 * money) / sl) / self.leverage
mysize = (position_size * 100 / money) / 100
return float(mysize)

bt = Backtest(df, MyStrat, cash = money, margin=1/50, commission=.000)`

The results of PnL that it returns are these:

If the initial balance is one million, they should generate a profit/loss of 10k (1%).

If I modify the commission to 0.002 it goes crazy and the result is this:

thank you for all!!

[kernc]

Try:

class MyStrat(Strategy):
    def init(self):
        self._trade_max_cash = self.equity * .01  # 1% of initial cash

    def next(self):
        ...
            self.buy(..., size=int(self._trade_max_cash // self.data.Close[-1]))

[anderMartin92]

Hello, I have tried and having a million as an initial balance, it performs these small and unbalanced operations

I have also tried removing the margin when launching the backtest. It has not worked.
bt = Backtest(df, MyStrat, cash = money, commission=.00)

Any other idea? I need to risk the same on each trade (1%). Greetings, thanks for everything.

[kernc]

8278 * 1.20767 ~= 10000, which is 1% of 1e6.

The rest is on your strategy, the code for which you haven't posted.

[anderMartin92]

`if self.rsi[-1] < self.lower_bound and len(self.trades)==0 and self.data.Close[-1] > self.data.Close[-2]:
sl1 = self.data.Low[-1]
stoploss = self.data.Close[-1] - sl1
tp1 = self.data.Close[-1] + stoploss * TPSLRatio

       self.buy(sl = sl1, tp = tp1, size=int(self._trade_max_cash / self.data.Close[-1]))`

If there are no open trades, the rsi is less than 30 and the last close is higher than the previous buy.

The SL that I really want 1% of my balance to be is the Low of the last candle.

If I don't specify the leverage, is it considered x1? Could it be related to our problem?
Thank you very much for your answer

[anderMartin92]

@kernc

[kernc]

The SL that I really want 1% of my balance to be is the Low of the last candle.

I guess what you want then is something like:

self.buy(..., size=int(self._trade_max_cash / stoploss))

If I don't specify the leverage, is it considered x1? Could it be related to our problem? Thank you very much for your answer

Yes, by default, margin=1, so 1/1 makes leverage 1x (i.e. 0).