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Portfolio Master – applicability

1 replies

8 years ago #114122

Hi QuantAnalyser team,

Please could you answer the following question regarding the applicability of QuantAnalyser:

I would like to test an Expert Adviser that runs a trading strategy *simultaneously* on a number (e.g. 20) of instruments and is designed to close *all* trades when a predefined Return on Equity is hit. The objective of my testing is to optimise the parameters of the portfolio and yield the best portfolio effect. As you know, this cannot be done in MT4. Can QA help?

(For clarity, backtesting reports from MT4 can run this for individual instruments only, so not capturing the portfolio effect. Does QA come in handy and can put these reports together, so I can optimise portfolio parameters? I’m not really interested in forward testing/Monte Carlo simulation or sector correlation, what I’m looking at is best risk:reward ratios for instruments and for the portfolio, and some entry/exit parameters for each trades etc).

Many thanks

8 years ago #132326

Hi Marcy,

what you want to achieve cannot be currently done in Analyzer. I would suggest to incorporate rules for equity control straight into MT4 since you can read account balance and equity values…

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