recommended to add a Trading lots number setting under cross check on additional markets
It is strongly recommended to add a Trading Lots number setting under the option of cross check backtests on additional markets.
For multi Commodities testing, it is necessary to compare the performance of different commodities under the same capital utilization rate, the existing money management method can not meet the requirements.
Only after calculating the number of the same capital trading lots according to the actual commodity margin rate can different commodities be compared.
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Votes +1
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Project StrategyQuant X
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Type Feature
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Status Refused
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Priority Normal
History
4
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b
MF
Mark Fric
11.09.2020 12:14Status changed from New to Refused
we have different development priorities
4
Jordan
12.09.2020 12:45
The margin rates of different commodities are very different, which may be more than ten times different. In order to compare the performance of different commodities under the same capital investment, I think it is necessary to set a number of hands. The current multi commodity test is not of great significance to me, and it is difficult to make horizontal comparison between different commodities.
Votes: +1
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because of you compare ratios, the MM is redundant by my opinion