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New Feature(martingale or antimartingale)

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Quanter

Subscriber, bbp_participant, 0 replies.

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4 years ago #241702

 

During the various back testing, I realized that there is a limit to the usual single contract bets.

This is because the market for modern futures is so complicated.

Of course, SQX supports several Money management strategies.

However, the pyramid strategy of Martin Gale or Anti Martin Gale seems to not support it.

I would like to add such a feature in the line that does not increase the complexity of the program too much.

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tomas262

Administrator, sq-ultimate, 2 replies.

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4 years ago #241724

Hello,

as for the “anti-martingale” some standard money-management models are available like Risk fixed % balance or Size by price. These models naturally lower the bet size as the account balance plummets. The martingale is not supported directly but such strategy can be setup easily using AlgoWizard

If you actually meant a “grid (anti)martingale” type of strategy this is something we would like to integrate later into SQX but there is no target date specified for this yet

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