@Hredot I guess that leverage=10 in a long-term strategy would be more-or-less suicidal laugh There is a very interesting paper ("Leverage for the long run", https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2741701) that talks about that, 1.5x or 2x is ok, but even using 3x seems very dangerous in drawdowns.

(Anyway, indeed would be interesting to be able to set the leverage in Z9, the only Z strategy that I'm confident to run with real money..)

Last edited by Cheulmen; 11/12/17 12:14. Reason: style correction