Here I don't know in advance how many strategies I need to have in my portfolio.
The results always end up with 20 strategies, because analyzer doesn't split funds between strategies, it just sums funds.
My strategies use mm (stock size by price, using initial capital). So capital used for each trade is the same.
Not sure if maximizing ret/dd is affected by this, but maximizing net profit is definitely affected.
So for 5 strategies portfolio we need to reduсe size by 5 times for each strategy in the portfolio.
So for 10 strategies portfolio we need to reduсe size by 10 times for each strategy in the portfolio.
So for 20 strategies portfolio we need to reduсe size by 20 times for each strategy in the portfolio.
This way the results will be correct.
I miss such an option a lot.
Subject changed from Portfolio manager - Split funds by number of strategies. to Reduce funds by number of strategies in the portfolio - Portfolio manager