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Creating a portfolio that doesn’t collide

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Ilya

Customer, bbp_participant, community, 105 replies.

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5 years ago #237708

Hello,

I’m having a hard time creating a portfolio out of my generated strategies, without having the strategies collide.

– When I added up 5 strategies using “create portfolio” function, the “merged portfolio”, had much much less trades than the 5 strategies combined. My conclusion is that if an order is open using one strategy, the other 4 strategies can’t open trades at the same time, which makes no sense, by creating a portfolio we obviously want every strategy to trade on it’s own completely, regardless of what other strategies are doing, so if Strategy 1 has 50 trades a month, and strategy 2 has 70 trades a month, the “merged portfolio” should show 120 trades. what is the easiest way to make that happen?

– Another question is similar for MT4, so let’s say I add 10 strategies to my EURUSD mt4 terminal. then I open 10 MT4 eurusd charts, and put every strategy on each chart, assigning a different magic number for each strategy. Would those strategies again collide? so if one has an order running, would the second strategy open a trade if an entry rule is fulfilled, since it has a different magic number? or any “running order” by a SQX strategy, pauses all other strategies?

– In same line of thought, if I want a generated strategy to open a trade in case an entry condition is fulfilled, EVEN IF this VERY SAME strategy has an open running trade (let’s say with a maximum of 5 trades open at the same time for a strategy), what’s the easiest way to implement that?

Thanks for your assistance guys.

 

Ilya

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hankeys

Customer, bbp_participant, community, sq-ultimate, 487 replies.

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5 years ago #237713

every strategy is independent and if the magicnumber is in each strategy different, the strategies will live their own lives

i dont enderstand where you are facing some collision – i have never face it

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Ilya

Customer, bbp_participant, community, 105 replies.

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5 years ago #237715

every strategy is independent and if the magicnumber is in each strategy different, the strategies will live their own lives i dont enderstand where you are facing some collision – i have never face it

Can you assist with the first question? About creating a portfolio of strategies, that work independently?

 

Ilya

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hankeys

Customer, bbp_participant, community, sq-ultimate, 487 replies.

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5 years ago #237743

i dont understand what is the exact problem what you are facing – put STR files to QA, run portfolio builder, make sure to minimize monthly correlation and you get portfolio of strategies which will have better results than 1 strategy

use different magicnumber in the MQL code and trade, no problem

but you must know, that there will be trades open at the same time, but every strategy will have another SL, PT, trailing, etc.

You want to be a profitable algotrader? We started using StrateQuant software in early 2014. For now we have a very big knowhow for building EAs for every possible types of markets. We share this knowhow, apps, tools and also all final strategies with real traders. If you want to join us, fill in the FORM.

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