The setting "use broker Account value for equity based posSizers" is practical, but reaches its limits if you trade several strategies on one account.
Would it be possible to create an additional setting? for example "use n % of broker account value" or "use n USD etc. of broker account value"?
Or am I overlooking other solutions for auto trading with correct, individual position size?
Thanks!
Would it be possible to create an additional setting? for example "use n % of broker account value" or "use n USD etc. of broker account value"?
Or am I overlooking other solutions for auto trading with correct, individual position size?
Thanks!
Rename
You can specify a Trading Threshold to impose such a limit on Buying Power.
Wouldn't simply adjusting your position sizing by that % work?
In other words, if you're using 10% sizes, but want to size for half the account, just change your trading size to 5%.
It has precisely the same effect.
After seeing Glitch's reply, maybe I misunderstood what you want to do..
In other words, if you're using 10% sizes, but want to size for half the account, just change your trading size to 5%.
It has precisely the same effect.
After seeing Glitch's reply, maybe I misunderstood what you want to do..
thanks @Cone - yes, this solution would of course be possible, albeit somewhat "bumpy". Because it only works with the simplest models of capital allocation and position sizing.
Because it gets complicated when strategy A works with 10% of equity, strategy B with 20% and strategy C with 14% of equity. All tradet with one account. I'm not even talking about different leverage...
And - furthermore - the allocation of the capital to the 3 strategies would look like this: Strategy A: 50%. Strategy B and C 25% each. This is hardly solvable with your proposed solution, right?
In my idea, I would simply allocate n% of the total Account value to each strategy and then the position sizing etc. would work "normally".
Would this be a possible feature request?
@Edit: what about the existing trading thresholds ? there is right now no way of assigning them to a certain strategy either.
Because it gets complicated when strategy A works with 10% of equity, strategy B with 20% and strategy C with 14% of equity. All tradet with one account. I'm not even talking about different leverage...
And - furthermore - the allocation of the capital to the 3 strategies would look like this: Strategy A: 50%. Strategy B and C 25% each. This is hardly solvable with your proposed solution, right?
In my idea, I would simply allocate n% of the total Account value to each strategy and then the position sizing etc. would work "normally".
Would this be a possible feature request?
@Edit: what about the existing trading thresholds ? there is right now no way of assigning them to a certain strategy either.
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