Excluding parts of a strategy

Hi,

 

I have this strategy that works well on all major USD pair. It trades not so often but successfully enough to set the dd relatively high on each pair. However, without limitation it would trade multiple pairs at the same time encreasing the risk with each active pair. The limitation is based on each pair making a reservation for an hour and by some rules the pair to trade at any given moment is then decided.

 

My problem is that I cannot reproduce these reservations during testing and optimisation in MT4 as that is always based on a single pair only. I would therefore be looking for a tool that can help me analyse the portfolio result where the trades for one or more pairs can be filtered out/removed from the analysis.

 

For example, I have back test reports from MT4 from EURUSD and USDJPY. I want to filter/remove the trades on USDJPY that took place at the same time that EURUSD was trading

 

Can I do this kind of filtering using Quant Analyser?

 

Any other ideas?

 

Thanks

Timid

Hi,

 

Analyzer includes function in Whatif analysis part that allows you to exclude overlapping trades. That could help you. See screenshot