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Forums>Quant Analyzer (formerly named EA Analyzer)>Extending the program>plugin to measure the used lotsize and exposure at anytime in a portfolio

  • #197665 |
    Customer
    7 Posts

    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

    #197669
    Administrator
    348 Posts

    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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    #197687
    Customer
    7 Posts

    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

    • This reply was modified 3 months, 3 weeks ago by  pako5.
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    #197706
    Administrator
    348 Posts

    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.

    #197708
    Customer
    7 Posts

    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!

    #197714
    Administrator
    348 Posts

    Hi,

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

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