Feature Request: Support dynamic weight position sizing in the trading system optimizer

Feature Requests
1

Hi p123 team,

I'm trying to switch over from static to dynamic portfolio weights for my simluations, but I get the following error message when trying to copy the strategy over to the trading system optimizer:

Trading system studies not currently supported for the Dynamic Weight position sizing method

Could you please add support to the optimizer for these strategies? I'd love to be able to switch over to dynamic sizing, but this is a major roadblock as I make extensive use of the optimizer for parameter exploration. I'd also love to be able to use the optimizer to explore dynamic sizing parameters.

Thank you.

1 Like
2

Hi p123 team, I would love to reiterate my request for this feature.

I'm trying to switch to dynamic portfolio weights, but without having a good sense a priori of optimal position sizing thresholds, I have to do a lot of manual parameter testing.

Extending the optimizer to support dynamic position weights would be incredibly helpful for parameter scans.

Thanks,
Feldy