I came across a strategy that seems to work. However, my results are significantly worse. Share your results if you manage to make this strategy work.
Source with equity curve: https://x.com/SystematicPeter/status/1988267485670584778
Source with equity curve: https://x.com/SystematicPeter/status/1988267485670584778
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If you post your concise C# code for this implementation, I'll try to run and debug it. I don't know anything about blocks, so don't post a block solution.
Re: However, my results are significantly worse.
#5 specifies 0.33% Max Risk Sizing. That means the stops must implemented in your code and then apply 0.33% to the Max Risk Sizer. See GetMaxRiskStopLevel in the QuickRef for an example.
#5 specifies 0.33% Max Risk Sizing. That means the stops must implemented in your code and then apply 0.33% to the Max Risk Sizer. See GetMaxRiskStopLevel in the QuickRef for an example.
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