Run a portfolio
run_portfolioRun every strategy in a portfolio over the same dates and show the combined result. The money is split by the allocations; each strategy trades its slice with its own current rules, position size and leverage (a fixed amount per trade is kept in proportion to its slice); the strategies themselves are not changed. Uses one backtest per strategy (none for a result already made over finished months). Capital or dates given here are used for this run and not saved; the dates default to the first day all its markets have data, to the start of this month.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| id | Yes | ||
| end | No | YYYY-MM-DD | |
| start | No | YYYY-MM-DD | |
| capital | No | The whole portfolio's money, split by the allocations |