Hello,

This link describes how phantom trades are implemented within Zorro, which is a platform for quant research and trading. 

https://zorro-project.com/manual/en/trademode.htm#:~:text=Phantom%20trades%20are%20%22what%2Dif,not%20in%20the%20Total%20statistics.

 

This feature can allow you implement something like:

Once my drawdown is equal to 10%, keep tracking the generated orders but stop sending them to the broker until the phantom trades are better. 
 

I could really use a feature like this in Quantconnect.

What does the community feel about this?