i have written a custom backtester for pair trading. i am unclear on 2 items and hope someone could help.
1. how is the parameter position size intrepreted? i assume it is exactly the same as the afl directive but i want to make certain. the examples lead me to think it is a dollar figure but seemingly i can put -40 (ala percent) and it will work. 2. when i enter a trade that is not the primary symbol - the dependent pair in my case - the equity graph is not accurate while summary stats are fine. i do call update stats after each operation (long/short) trade. am i missing a call or is this improperly placed? i searched the archives and came up empty so if i missed something please send a link or search phrase many thanks
