Another very useful improvement could be introducing a max number of open position on the whole portfolio. Actual function "max position number" is referred instrument by instrument, and the other function on the max equity percent doesn’t work as I want when equity go up. It could be nice to have a...

I agree with many of you that the bigger drawback of portfolio backtester is that it can’t consider the relation between each portfolio element. In my view should be helpful to introduce a kind of a table accessible from the strategy code each time it is executed on each symbol. For example it will ...