Thanks for your input, very valuable.
I wrote it for my self (I'm a software dev). It simulates real trading with capital constraints, so yeah, you can say that it "mixes" MM and...
Interesting take. I was wondering about adding some quirk to the backtest engine: pretend there is unlimited amount of money so that I never run...
When optimising parameters, I noticed something funny: a small tweak to just one value can drastically change the final result. This happens when...
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