cAlgo backtesting withdraw
Created at 02 Jan 2018, 21:18
PA
cAlgo backtesting withdraw
02 Jan 2018, 21:18
I would like to automate withdrawing funds from account during backtesting if possible.
For example, let's say I'll check once per week that account balance was increased, if so, let's withdraw e.g. 50% of difference.
As I'm using balance as trade size base value in common, this would greatly improve my backtesting.
This should also add new optimization criteron as "total withdrawn".
Optional: It could be also possible to deposit during backtesting. Or allow set to Account.Balance property.