Correlation of loosing trades

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mabi

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5 years ago #234194

Could this be added to QA.

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tomas262

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5 years ago #234198

Hello, do you mean you would like to consider only losing trades into correlations? What is the benefit compared to the standard method of using all trades?

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mabi

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5 years ago #234203

Donno since QA do not have the feature. But since portfolios seems un correlated during winning perdiods but very correlated during loosing periods it could be beneficial to build a portfolio based on correlation of loosing trades i figured.

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mabi

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5 years ago #234204

I was wrong seems i already have that feature made up for QA just never used it. Alzeimers kicking in

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mabi

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5 years ago #234205

And i was right it seems my portfolios is more correlated by loss then anything else.

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mabi

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5 years ago #234206

Below pitcure shows correlation by profit/loss and by loss only . Looking at profit /loss it looks bad but actually looking at loss only it looks pretty good. I do not care if they win at the same time but i care if they loose .

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Xenon

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5 years ago #234211

How were you able to show the correlation by losses only? In my version I can only see correlation by Profit/Loss, Number of closed positions, Number of closed trades, etc. I don’t have only “Loss” and would really like this possibility as well! Did you make a custom Snippet/Extension?

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mabi

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5 years ago #234213

Hankeys did a year back. You probably have to join his group to get it. But i have requested it anyway . I do not think it works correctly it does not honor the settings for correlation when building a portfolio .

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