Any software supports merging position and walk forward optimization? 1. merging position: for example,having held 4 contracts of copper,I pyramids 2 more copper contracts now,and these two copper position could be merged into on position,the price of the merged position is the weighted price of all the separated positions,and the entry date of the merged position is the most early date of all the separated positions. This function is very useful and important for dynamically risk/exposure monitor and control. 2.walk forward optimization: that's,optimization a segment of data,get the most suitable/stable parameters of the system,and perform the system with these parameters in another segment of data,these two segments of data don't overlapped. Thanks.