Hi, I need my strategy code to change the max risk percentage value during its execution based on given conditions. I've done some searches in the forum and it seems like the correct way of supporting that is by developing my own PosSizer as described in this link:
http://www2.wealth-lab.com/WL5WIKI/apiDevelopmentGuide.ashx. Is my understanding correct? Are there any other alternatives to achieve this or creating a custom PosSizer is the only way? I just want to confirm I'm in the correct path before I go too deep this direction... Thanks in advance.