Hi there
I've been trading strategies separately so far - each strategy has an own IB (sub) account. Just been using back testing for generating signals. Now I wanted to shift to trading three strategies combined in a MetaStrategy in one (sub) account.
Is this possible if the meta logic is not set to "common capital pool"?
My assumption was, the meta strategy takes the individual position sizing of the individual strategies into account: lets say, a USD 100k account with strategy A = 5 positions, strategy B = 4 positions, strategy C = 3 positions would allocate USD 33.3k to each of the strategies and then the strategy A e.g. would allocate USD 6.6k per position.
When I'm now running the MetaStrategy back test it generates signals with too high position quantity - approx. 100% of the account total for 1 position.
Best,
Damian
I've been trading strategies separately so far - each strategy has an own IB (sub) account. Just been using back testing for generating signals. Now I wanted to shift to trading three strategies combined in a MetaStrategy in one (sub) account.
Is this possible if the meta logic is not set to "common capital pool"?
My assumption was, the meta strategy takes the individual position sizing of the individual strategies into account: lets say, a USD 100k account with strategy A = 5 positions, strategy B = 4 positions, strategy C = 3 positions would allocate USD 33.3k to each of the strategies and then the strategy A e.g. would allocate USD 6.6k per position.
When I'm now running the MetaStrategy back test it generates signals with too high position quantity - approx. 100% of the account total for 1 position.
Best,
Damian
Rename
"Use Broker Account value..." is selected in Trading Preferences - so this can't be the issue
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