The online help section on position sizing suggests that these cannot be used for real/actual trading.
While I understand the comments about % winners, do you plan to allow simple % of capital pos sizers to work in future?

Thank you for any feedback on this.

Operational difference between the Strategy Monitor and Backtester

Wealth-Lab's Backtester runs a Strategy on all of the symbols and then applies position sizing on a Portfolio-level after the fact. The Strategy Monitor cannot take this approach because it's required to run the Strategy and produce alerts in the most timely manner possible, especially for intraday data. The Strategy Monitor runs the Strategy individually for each symbol as soon as the data is available. This will lead to differences in position sizing between the Strategy Monitor and Backtester when using Portfolio Simulation modes. For this reason it is generally recommended to use Raw Profit sizing modes in the Strategy Monitor and not a Portfolio Simulation mode (like PosSizers).

For example, a PosSizer that sizes based on "percent winners" would base the number of winners on all symbols in the DataSet in a Multi-Symbol Backtest, whereas in the Strategy Monitor the winners would come only from the symbol currently executing.

You can use % of Equity now, but again, it won't represent a dynamic Portfolio equity in the S. Monitor.

The idea is this. You backtest Strategies and apply whatever sizing rules, like % of Equity. This sizing will change on each day (bar) throughout the simulation. In live trading, you only need to determine what that % of Equity once per day when you enter your trades. That will be some cash value, like $9,587. For the S. Monitor, then, you use Raw Profit mode and enter that value for the dollar size. The next day, you recalculate the size based on your account's equity value and change the Raw Profit dollar size again, and so on.