New filter in Automatic Builder: MIN allowed strategies from the same sector??

Congratulations for your Automatic Builder in the portfolio master. I Think it’s great.
I need to have diversification in my optimized portfolio, the, Sectors selection is good idea but I miss any other filters like MIN Allowed strategies from the same sector. It could help to optimize if we have a too much strategies to optimize.
For Example

Sector A: Strategies 1,2,3
Sector B: Strategies 4,5,6
Sector C: Strategies 7,8,9

If we need to have optimized portfolio with 4 to 7 strategies, and 2 strategies for each Sector then it would be great if we have a solution like:

Minimum allowed strategies from the same sector: 2
Strategies in portfolio min 4 to 7

The optimization would be faster.

Can you help me in that way??

 

Hello,

it is now implemented as “max” allowed per sector. We might add an option to choose max/min or similar for more flexibility. Added a note for developers

On using sectors in QA4 https://docs.strategyquant.com/using-sectors-in-portfolio-master

Hi,

Great idea. I’m sure it will show best results durinmg portfolio optimization.

I miss more filters that can help to Automatic Builder:

1.-MAXDrawdown allowed.  (to set a max. drawdown allowed in the optimization)

2.- MIN Net Profit

3.- MIN. RET/DD RATIO

4.- MAX & MIN allowed strategies in the same sector (as we said in the last post)

5.- MIN profit factor

6.- MIN Annual Return/CAGR

etc.

 

Thank you for your help