I'd like to see the Strategy Optimizer reporting the maximum number of trades open simultaneously. It now tells us the total number of trades opened (and closed) but we have no way of knowing if only a few were opened at a time or if it is opening dozens of trades at the same time.
I think it would be a useful value to use as a filter.. and some brokers limit you to 20 or 30 trades at a time, so it's no good to find a strategy that is profitable, only to discover that it opens more trades than the broker will allow.
Thanks.
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- Tantalus
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