1. NT7 introduced GetAccountValue(). This seems to be the obvious way to go in live trading, but it also always seems to return 0 in a backtest. Is this behaviour likely to change in the future, perhaps in NT8?
2. I discovered this example of how to incorporate a dynamic (and hopefully monotonically increasing!) account into a backtest. Is this still the recommended way of doing things in NT7?
3. The combination of 1 & 2 suggest there is no option but to use different position sizing code for testing and live trading. Not an ideal situation, or so it seems to me. If there's no way around that issue, is there a better way for a strategy to work out whether it's running in a live or testing environment, other than the test suggested by my question 1?
Thanks in advance,
Jim
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