Backtesting over exchange's pairs with shared capital #337
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dev0000001
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Hello,
How do we backtest on multiple pairs with shared capital and dynamic entry sizes?
Suppose we have an option to trade BTCUSD, ETHUSD, and DOGEUSD. And we base our entry size by calculating it via our projected stop-loss and entry size. We can see that then the shared capital should be dynamic since we won't have the same proportion per entry size.
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