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Account size required to trade strategy
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Account size required to trade strategy
In TradeStation, one of the more helpful statistics reported in their version of "strategy analyzer" is the 'Minimum Account Size Required' to trade a particular strategy based on the past performance (win/loss ratio, Max DD, MAE, MFE, etc.). Has anyone developed a similar calculation, maybe in Excel, that can import or use the NT backtest data sheets? Or is it in there somewhere and I just haven't run across it? This would be a very helpful piece of information to use when comparing strategies or comparing strategy performance across multiple instruments/contracts.Tags: None
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