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Excluding Overlapping Trades – Help Please

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tassa1975

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7 years ago #114585

Hi Team,

 

I would like to understand what exactly “Exclude Overlapping Trades” does in What If

 

I have a basket of EA’s with a number of currency pairs

 

When a signal is triggered in any pair it takes many simultaneous trades

 

If I tick the above if another pair is triggered to trade at the “same time” whilst the first lot of positions are still open will it ignore these?

 

-Does it exclude overlapping trades at the TIME the trades are initiated/opened OR does it simply prevent more than one curreny pair trading at ANY point in time?

 

Cheers

 

Chris

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Tamas

Customer, bbp_participant, community, sq-ultimate, 73 replies.

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7 years ago #134659

Hello tassa1975,
 
“Exclude Overlapping Trades” 
 
it removes trades which opened before previous trade closed.
 
Please see the snippet in QuantEditor.
It is very simple and straightforward.
 
Best regards,
Tomas

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Chris

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3 weeks ago #284098

Hello,

I am also struggling to understand this whatif function of “excluding Overlapping Trades”. I’ve attached an image containing a list of trades (left side) showing the original portfolio, and a list of trades (right side) showing the portfolio after applying the overlapping trades filter. Since the first trade USDCAD was closed on 01.10.2012 at 11:00:00, shouldn’t the EURCAD trade highlighted on the list to the left be opened next since it was opened on 01.10.2012 at 16:00:00 or even the next trade EURGBP 02.10.2012 at 06:00:00 instead of the AUDCAD 02.10.2012 at 19:00:00? Or am I missing something? It also seems like every trade with a duration greater than 8 days was skipped even if they were next to be opened.

I really admire this software and am starting to develop a level of dependence on it, but this issue lessens my trust. I hope there’s something I’m just overlooking.

Thank you for your time!

Chris

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