basic mm script
Posted: Jun 11 2024
Hi,
The portfolio mm scripts in the sample files are interesting, but can anyone share a more basic one for a futures trading scenario. I simply want to test a portfolio of several instruments, each with their own unique strategy scripts, but using the collective cumulative profit against which to calculate their next trade's position size.
thanks,
David
The portfolio mm scripts in the sample files are interesting, but can anyone share a more basic one for a futures trading scenario. I simply want to test a portfolio of several instruments, each with their own unique strategy scripts, but using the collective cumulative profit against which to calculate their next trade's position size.
thanks,
David