Correlation of loosing trades
7 replies
mabi
5 years ago #234194
Could this be added to QA.
tomas262
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?
mabi
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.
mabi
5 years ago #234204
I was wrong seems i already have that feature made up for QA just never used it. Alzeimers kicking in
mabi
5 years ago #234205
And i was right it seems my portfolios is more correlated by loss then anything else.
mabi
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 .
Xenon
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?
mabi
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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