I would like to trade a strategy on a portfolio of stocks AND allocate differently-sized positions to several individual accounts using an IB FA Account. I understand that NinjaTrader allows to define Account Groups as well - but these do not seem to allow different position sizes for its constituents.
How can I solve this?
Idea 1: Apply the strategy on a per-instrument/per-account basis with different position sizes. However, using NDX100 stocks and 9 accounts that would equate to 900 lines in the "Strategy" grid. Can NT handle that much?
Idea 2: Access different accounts from a NinjaScript, if possible, and simply make the capital allocation logic part of the strategy. How can I access different accounts in one instance of a NinjaScript?
Many thanks!
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