is it possible to have a "shadow" secondary pnl account ... where trade execution can be mirrored from the main one (through some on/off switches i.e., on=full mirror, off=no-order-mirror), subject to customized filters (such as moving averages)?
thanks!
You need to provide more details... as to what account you mean? Account in the account manager, your trading account at Interactive Brokers, some other account somewhere else? Or maybe you mean in backtesting?
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Backtest to begin with ... the idea is:
- run a backtest as it is, generate all the meaningful statistics, positions & trades
- while a backtest execution happen on the timeline, keep another array/variable/structure/class/whatever-data-structure-is-best-fit, which would be a clone of the set of the PNL of current backtest thread and its associated trades, <> (such as a moving average running across the main PNL curve).
This would deliver the "trade the pnl curve" concept, in an elegant & built-in-the-platform way.