Position-sizing-doesn-t-use-100-of-the-available-equity-despite-the-setting

OK I completed the analysis and everything looks OK as far as I can see. Did you consider the margin loan considerations? This probably accounts for the drop in equity you are observing, reducing the size of the position from what you'd expect.

When I set margin loan rate to zero, set cash interest to zero, and turn off dividends, so we get a clean result, this is what I see.

CODE:

using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Data;
using WealthLab.Indicators;
using System.Collections.Generic;

namespace WealthScript1 
{
    public class MyStrategy : UserStrategyBase
    {
        //create indicators and other objects here, this is executed prior to the main trading loop
        public override void Initialize(BarHistory bars)
        {
        }

      int BarDate(BarHistory bars, int idx)
      {
         return bars.DateTimes[idx].Year * 10000 + bars.DateTimes[idx].Month * 100 + bars.DateTimes[idx].Day;
      }

      public override void Execute(BarHistory bars, int idx)
      {
         if (BarDate(bars, idx) == 20030304)
         {
            WriteToDebugLog(bars.DateString(idx) + " : Close = " + bars.Close[idx].ToString(), false);
            Transaction t = PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
            t.Quantity = t.Quantity * 3.0;
         }
         if (BarDate(bars, idx) == 20030331)
         {
            PlaceTrade(bars, TransactionType.Sell, OrderType.Market);
         }
         if (BarDate(bars, idx) == 20030401)
         {
            WriteToDebugLog("Current Equity=" + CurrentEquity, false);
            WriteToDebugLog(bars.DateString(idx) + " : Close = " + bars.Close[idx].ToString(), false);
            WriteToDebugLog("Qty should be " + CurrentEquity / bars.Close[idx], false);
            Transaction t = PlaceTrade(bars, TransactionType.Buy, OrderType.Market);
            WriteToDebugLog("Qty " + t.Quantity, false);
         }
      }

        //declare private variables below

    }
}

Debug Log:

CODE:

---Sequential Debug Log---
3/4/2003 : Close = 24.3987
Current Equity=112732.8958
4/1/2003 : Close = 25.3448
Qty should be 4447.969437517755
Qty 4447

On 4/1/2003 the equity is 112,732 which is the 100,000 plus the profit of 12,732 for the first trade. The close of 4/1/2003 is 25.3448 so the quantity of the trade should be 4447, which it is.