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Forums>Quant Analyzer (formerly named EA Analyzer)>General Discussion>New filter in Automatic Builder: MIN allowed strategies from the same sector??

  • #217910 |
    15 Posts

    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??


    1827 Posts


    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

    15 Posts


    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


    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



    Thank you for your help


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