Thanks jcl. But that's a bit too cryptic for my level of understanding currently. frown

By "the manual", do you mean the Money Management page? The only thing it says about updating Margin is NewMargin=sqrt(CurrentBalance/OriginalCapital)*OriginalMargin.

Let's be concrete again, starting with that page's example. I start Zorro and strategy Zn version <original> with $1k, Margin 50. The account doubles and to reinvest per the formula I now set NewMargin=sqrt(2000/1000)*50~=70.

Now I upgrade Zorro and Zn to version <new>. I Test version <original> with Margin 70 and get (say) CR=$1.5k. I Test many different Margin values on version <new> and find that Margin=103 gives CR~=$1.5k. So I start Trading version <new> with Margin=103.

The account doubles again, and I want to reinvest using the formula from the manual. Which of these is correct?

a) NewMargin=sqrt(4000/1000)*50
b) NewMargin=sqrt(4000/1000)*103
c) other

Thanks.