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plugin to measure the used lotsize and exposure at anytime in a portfolio

6 replies

pako5

Customer, bbp_participant, community, 4 replies.

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6 years ago #197665

Hi,

when creating a portfolio with different, lets say EURUSD based strategies, I would like to know what the used lotsize and the exposure at anytime is.
Is someone able to code such a plugin?
I could imagine that this feature is extremly useful not only for me. But ofcourse I would pay that person for programming such plugin.
I hope for help!
Greetings

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 years ago #197669

Hello,

in a simple form this is already present using volume chart below the equity curve (as on screenshot). How would you imagine such feature in more detail?

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pako5

Customer, bbp_participant, community, 4 replies.

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6 years ago #197687

Hi,

interesting. Please see the attached picture. Thats how its looking on my end when putting strategies in a portfolio. In this case I have cca 20 startegies in this portfolio and each is trading with 1 fixed lot. But here the volume is simply showing 1 or 2 lots.
What does the volume parameter (should) show? During each day the maximum lotsize? Or how is it measured. Simply the peak of a day?

If its showing that, I would be already happy with it. The second thing is the exposure. So 10 open lots could be in terms of exposure also 0, if I would have ie 5 buys and 5 sells.
Is this information also already available?
Greetings

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 years ago #197706

Hello,

what you need i.e. total exposure / lot size at any time from all strategies in portfolio combined is currently not available. We will need to add this. I have created a task for developers for this.

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pako5

Customer, bbp_participant, community, 4 replies.

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6 years ago #197708

Hi,
thats sounds great because I am really sure these information are very important for everybody who is seriously working with portfolios!
Can you give a rough estimation about when it might be available?
Thumbs up for you guys!

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tomas262

Administrator, sq-ultimate, 2 replies.

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6 years ago #197714

Hi,

unfortunately we have no estimation for this. As soon as I have any news I will let you know

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Mindzio

Subscriber, bbp_participant, community, 0 replies.

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6 years ago #232547

Any update on this side?

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