Backtesting stocks, is it possible to code for each individual ticker the amount of 'Shares' purchased based on something like volatility rather than based on the setting 'Initial equity' ?
The setting 'Round lot size' can be overridden in code as 'RoundLotSize' but the setting 'initial equity' does not seem to work as an 'InitialEquity' function. Thank you, directaim >From manual: Initial equity - defines the size of your account. In "Individual" backtest it is per-symbol initial equity. You can also control round lot size directly from your AFL formula using RoundLotSize reserved variable, for example: RoundLotSize = 100;
