Being able to build an algorithm and run a backtest using lean is fantastic! 

But in reality most people are either of working age and therefore making regular DEPOSITS into their trading strategy, or are retired and making regular WITHDRAWALS from their trading account. The optimum strategy for each of these situations could be very different! For example, a higher volatility strategy is much more appropriate for someone making regular contributions, while lower volatility is  desirable for someone making regular withdrawals. 

It would be a fantastic if we could incorporate these factors into our backtesting (and our live trading) to see the impact of regular Deposits & Withdrawals, thereby optimising strategies for whether they are regularly receiving funds, funding neutral, or regularly suffering withdrawals.

Any input into the idea would be warmly welcomed…

Thanks!

Mark