I also like Howard Bandy’s trade sizing strategy, described in his book « Quantitative Technical Analysis ». I recently discovered backtrader and I think it is a good python platform for trade analysis and backtesting strategies. You had the excellent idea to adapt the sizing strategy of Howard Bandy to backtrader and providing us with your code. I am new to python and needs some help. In your function RunningOneMontecarlo you add the analyser class continueITDDAnalyser and the strategy class sizingSTRA. Is it possible to know what you put into these two classes?