Hi,
As discussed in today’s webinar, I usually develop my strategies with 'Retain NSF Positions' unchecked in the Strategy Settings because it gives me more control over the signals I trade and makes live trading simpler.
But there's a drawback. If I want to use a MetaStrategy to optimize combined position sizing, I basically can't. The MetaStrategy forces 'Retain NSF Positions' to stay enabled, which can significantly impact the performance of my strategies.
So, I'd like to make a feature request that allows unchecking 'Retain NSF Positions' in a MetaStrategy.
Thanks!
As discussed in today’s webinar, I usually develop my strategies with 'Retain NSF Positions' unchecked in the Strategy Settings because it gives me more control over the signals I trade and makes live trading simpler.
But there's a drawback. If I want to use a MetaStrategy to optimize combined position sizing, I basically can't. The MetaStrategy forces 'Retain NSF Positions' to stay enabled, which can significantly impact the performance of my strategies.
So, I'd like to make a feature request that allows unchecking 'Retain NSF Positions' in a MetaStrategy.
Thanks!
Rename
I remember now, the reason we retain them is because in the context of a MetaStrategy, you could have much more capital at the time the signal is processed. In that case, the MS would take the position when the component might have marked it as NSF.
If the component strategies don't retain the NSFs, then those positions would be lost.
I guess we can explain this in the help when we implement this request, and I'm thinking we could have a new check box on the MS component that defaults to unchecked. You could check that box if you REALLY did want to discard NSFs.
If the component strategies don't retain the NSFs, then those positions would be lost.
I guess we can explain this in the help when we implement this request, and I'm thinking we could have a new check box on the MS component that defaults to unchecked. You could check that box if you REALLY did want to discard NSFs.
Thanks for looking into it. Let’s see if this request gets any votes.
By the way, this feature request is also about the MetaStrategy and is quite far along:
https://www.wealth-lab.com/Discussion/Optimize-position-sizing-in-MetaStrategy-10819
If that one makes it to development, maybe the requests can be combined. 😉
By the way, this feature request is also about the MetaStrategy and is quite far along:
https://www.wealth-lab.com/Discussion/Optimize-position-sizing-in-MetaStrategy-10819
If that one makes it to development, maybe the requests can be combined. 😉
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