kainc301
24.05.2020 17:44
Description changed:
I had talked to Tomas about this earlier. I just wanted to make a post here to make sure it was not forgotten. The ability to merge the code of strategies is great however, currently the risk management settings are not preserved for each individual strategy. I don't know if this is intended behavior because every strategy I have used is very sensitive to the risk management settings. We should be able to combine multiple long only strategies and have different risk settings for each set of rules. The same should apply for combining multiple short only strategies and combining long only and short only strategies. Other settings independent to the strategy should be carried over as well including min/max SL, exiting or not on Friday, trading in certain time ranges, any eventual what-if scenarios, etc.