Custom PosSizer in Combination Strategy
Author: kostas
Creation Date: 11/7/2015 1:40 PM
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kostas

#1

11/7/2015 1:40 PM

Hi,

i try to use own possizer in the combination strategy.
but it seems it doesn't work. ( # of trades much more than requuired)

Is it normal?
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Eugene

#2

11/7/2015 1:51 PM

Hi,

Please read this carefully: How to Report Bugs Effectively > "It doesn't work", then follow author's suggestions and summary.

Having finished with that, please provide at least something to work with. To start with, let it be your Combination Strategy's configuration i.e. each system's equity allocation and position sizing.
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