Scaling In or Out of Positions

Individual strategies cannot scale in or out of positions. The entry is "all in" and the exit is "all out". However, because RealTest supports simultaneous strategies in the model, it is possible to simulate scaling by using two or more versions of the same strategy with slightly different entry and exit rules.

For example, say you wanted to put half your account in SPY when the 50/200 cross occurs, then add the rest when it’s up 10% from there. This pair of strategy definitions would accomplish that:

As an exception to the above statement, there is an option to allow multiple open positions in the same symbol within a strategy. This is controlled by the MaxSameSym formula.

By default, RealTest will skip a signaled trade if that strategy already has a position in that stock. If this option is enabled, RealTest will take a new position in the same stock (recorded as a separate trade) if the entry is signaled, there is sufficient capital, etc.

To enable pyramiding, add e.g. MaxSameSym: 10 to a strategy definition.