I'd been having IBC / Gateway crashing issues that were very frustrating as well. When I was running out of a Docker image it was frequent, but...
GAT has pointed out pysystemtrade simulates drawdowns based on the fixed capital basis (e.g. 100K in this case), but in live trading risk is...
Apologies, I had completely misread your previous post that you had 11% in a long VIX (etf) trade.
Do you use VXX? That looks the cheapest. It's an interesting trade. It looks like the money in the short and inverse VIX ETFs dwarfs that in VIX...
To clarify my previous post, here is what I was seeing. Rob original uses the 40 instrument selection mentioned early in this thread. I did a...
GAT (or if someone else can answer!), for your rob_system/config.yaml on the Github repo - are the weights based on your handcraft optimiser...
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