I'm working on a portfolio tester where several strategies run against one account. The way the money is divided changes which orders the test accepts.
Give one strategy 6,000 USDT and another 400. In a development test, a purchase worth 500 passed for the first and was rejected for the second. There was enough money in the portfolio, but the smaller strategy wasn't allowed to borrow the larger one's allocation.
A common pool leaves available account funds shared. Assigned budgets put a further limit on what each strategy can use. A portfolio comparison needs to preserve that distinction: changing the allocation rule can change the orders that qualify, even when the entry and exit rules stay the same.
For the shared-account model I'm building, those budgets still share account-level margin and liquidation. Even an unused strategy budget can't make a new purchase affordable when the account has run out of available funds. Dividing the money on a report doesn't give each strategy a separate account.
Give one strategy 6,000 USDT and another 400. In a development test, a purchase worth 500 passed for the first and was rejected for the second. There was enough money in the portfolio, but the smaller strategy wasn't allowed to borrow the larger one's allocation.
A common pool leaves available account funds shared. Assigned budgets put a further limit on what each strategy can use. A portfolio comparison needs to preserve that distinction: changing the allocation rule can change the orders that qualify, even when the entry and exit rules stay the same.
For the shared-account model I'm building, those budgets still share account-level margin and liquidation. Even an unused strategy budget can't make a new purchase affordable when the account has run out of available funds. Dividing the money on a report doesn't give each strategy a separate account.
