Hi,

I´m trying to backtest a simple daily mean reversion system on EURUSD, so i apply optimalf for each trade as a money management tecnique.

The problem is that the applied optimalf factor is always the same, the last one. I´d like to dinamically apply it on the go, as the trades are executed and the equity curve ir created in my backtest.

I don´t see this type of mechanism in Zorro, or maybe i´m not able to find it.

The only similar thing i´ve thought of, is coding the kelly factor and apply it.

¿Is there a simpler way to reproduce this in Zorro?

Thanks in advance.