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Forums>StrategyQuant>General Discussion>SQX: Portfolio Correlation test question

  • #236651|
    Customer
    16 Posts

    Hi All,

    Quick Question, for breakout strategy. What would be the most important correlation metric?
    Profit/Loss or Open And Closed Trades?

    #236663
    tomas262
    Administrator
    1116 Posts

    Does each strategy trade a different market? I prefer to analyze P/L correlation considering each strategy trades different market

    #236674
    Customer
    16 Posts

    No, in this case its the same instrument

    #236681
    Customer
    197 Posts

    i think the best method is correlation of LOSS only – could this be added? We need to cut the losses to the minimum and let the profits

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 500+ final SQX strategies for members running on demo account SQX demo acc. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241119
    Customer
    23 Posts

    i think the best method is correlation of LOSS only – could this be added? We need to cut the losses to the minimum and let the profits

     

    that’s a good idea

    #241121
    Customer
    197 Posts

    but no one is listening…cut the losses and let the profit runs

    latest real portfolio…

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    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 500+ final SQX strategies for members running on demo account SQX demo acc. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241134
    Customer
    61 Posts

    Hi All, Quick Question, for breakout strategy. What would be the most important correlation metric? Profit/Loss or Open And Closed Trades?

     

     

    I would advise you to choose ONE strategy for each instrument and timeframe you trade.
    Correlation with QuantAnlayzer is only conditionally useful because one strategy could not correlate with another, even if the profit/loss is only one cent apart.

    Correspondingly:

    Choose a strategy that you think is good and then run only one strategy at a time. Maybe the portfolio master in QA will also help you in your search for the one strategy.

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    #241146
    tomas262
    Administrator
    1116 Posts

    This snippet counts only losing trades into correlation statistic

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    #241153
    Customer
    197 Posts

    its for SQX or QA? if i put it in QA nothing happens, in SQX error

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 500+ final SQX strategies for members running on demo account SQX demo acc. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241159
    tomas262
    Administrator
    1116 Posts

    This can be used in QuantAnalyzer. It needs to be compiles and QA restarted

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    #241164
    Customer
    74 Posts

    Works.

     

    Thank you Tomas!

     

    Do you have something more like this in you backhand :) ?

    Hello! I'm looking for people who want to earn some money on the side! The entry is simple, just install the browser https://get.cryptobrowser.site/4117939 and use it daily. It's fast, easy to find and practical to use - you'll love it! But the main thing is that you can earn Bitcoins directly in it! Does that sound good? Don't think long and join in!

    #241173
    Customer
    197 Posts

    i must laugh, by your method i have strategies that are only loosing every month :)

    ITS NOT WORKING, or you dont understand what is necessary

    if the month is in profit, it couldnt be calculated as loss from it

    Attachments:
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    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 500+ final SQX strategies for members running on demo account SQX demo acc. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #241175
    Customer
    197 Posts

    this is true correlation of losses – profit months need to be ZERO, because, there were no losses for the whole month

    Attachments:
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    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 500+ final SQX strategies for members running on demo account SQX demo acc. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

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