Today there is possibility to test max trades per day not sure that it works as said since even if You set to 1 trade per day there is some times 3 trades per day. When Building a portfolio correlation is always a problem on the same instrument. Trades are taken very close to each other but with different exits which makes QA think that they are un correlated but they are infact very correlated especially during loosing periods. There is ways to avoid taking more then 1 trade on the same instrument simultaneously by using a copier but there is not a what if function in QA to check what the performance would be.
I hope someone can help with this function since I think it can be a feature that can greatly lower drawdown of large portfolios. I have been testing this on a live account for avail and what I can see is that the EQ curve becomes much more smooth and drawdown much smaller and profit better then on the account were it is not used.
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