I currently have a few stratergies and I want to do the following:
Each day the strategy will trade as required per trade and when there is a total cumulative profit of 10 ticks for the day it will lock this in by only placing valid trades with the extra ticks.
For example:
Trade 1: +6 ticks
Trade 2 : +15 ticks
Total = 21 ticks.
The stratergy will now have 11 ticks to play with until it disables and locks this last 10 ticks for the day.
I do not think this has been done before, I cannot find a way to backtest this.
Thanks
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