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Number of maximum overlapped trades

1 replies

10 months ago #282723

Hello All,

I would like to see the maximum number of overlapped trades (that happened) of my portfolio which is made up of 40 simple strategies (html files).

There is a feature called Portfolio Correlation/Overlapping Trades but this yields a matrix giving overlapped trades information pairwise only.

Is there a simpler way to determine this number, or it would be ideal to be able see “the predominant number of overlapped trades” (i.e roughly the average).

Kind regards.

10 months ago #282757

Hi,

you cannot do this directly but if all strategies trade the same lot sized (fixed) it could be determined from the equity chart. See the image attached

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