In my opinion my strategy is producing the wrong quantities for stock to buy. Once in a while I'm getting a quantity of 0, sometimes 1 or very few which does not fit to my position sizing settings. I appreciate your help finding the problem.

My settings are:
1. applied parameters
default
2. DataSet (symbols), bar scale, data provider
EOD data NASDAQ 100 of 2014 from Yahoo
3. Data loading range
23.9.13 to 30.12.2035
4. Position sizing settings
Avg down w pct equity limit: 4% equity, 10% max., MF 2 to 1
5. Wealth-Lab Preferences: Commissions, Backtest Settings, Slippage & Round Lots
Commisions: IB bundled default
Backtest settings: activated interest rate on margin loan 1.57%, return rate 0%, rest unmarked
Activated slippage 0.1%, no limit orders, no round lots

Referring thread: Understanding Margin Factor.

1. Why do you think it's a problem? What is the usual size when your system averages down?
2. What is your starting requity value?
3. Is this the problem of only a single strategy?

QUOTE:
rest unmarked

Are you sure about that? Since we had a somewhat related pos.sizing question earlier today, I thought I'd be on the safe side and I ask you because this option can affect position sizing:



FAQ | Position Sizing, Extensions, Miscellaneous > I'm using 100% Equity position sizing and strategy doesn't seem to use all capital and/or there are trades not included due to insufficient capital.

Shouldn't the setting "Maximum % of Equity for all positions" in the PosSizer tab do the same as "Reduce quantity based on Volume" in the preferences?

I can imagine getting a small alert size after "Max % Equity...". Give it a thought: after averaging down there may be as much equity left as to buy 1 share or even a fractional share. Perhaps this is the answer.

"Limit quantity based on Voume" does a different thing, not allowing to take an excessive position in an illiquid stock - just like in real life.