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Dynamic leverage / ability to adjust margin while backtest is running

Open casper-hansen opened this issue 3 years ago • 0 comments

I want to request the ability to adjust the margin while backtesting.

Why is this important? When implementing a strategy, there are periods where we want to have less or more leverage based on some market fundamentals. This will enable a better backtest where we can be more aggressive in bullish periods and conservative in bearish periods.

casper-hansen avatar Aug 04 '22 22:08 casper-hansen