Steve Mayo
 Legend
    Posts: 414
Joined: 10/11/2012
Location: Austin, TX
User Profile |
It's one of Mark's techniques that he demonstrated at the Bash one year; sorry, I can't find that set of slides.
I'm not sure I remember his specific settings, but basically you create your custom symbol+system "strategies" at a high allocation, say 1000%/trade, then use the Portfolio Allocation and Account Settings controls to scale them back, specifically the 'Allow Settings to Reduce', 'Max Exposure per Symbol'.
|