Strategies merged to one (trading in parallel)

Hello,

I’m going to start some experiment with function “Strategies merged to one (trading in parallel)” but I know that it is still an experimental function.

Some of you already tried this function? There are some bugs already discovered that I should know?

Thank you.

known limitations – every strategy need to have the settings (trading options) and need to have the same MM used

any other know things – dont know about them, not much info about this method itself and why is that the EXPERIMENTAL function in the final product i dont really understand….should we use it or not?

https://strategyquant.com/doc/strategyquant/https://strategyquant.com/doc/strategyquant/merge-split-portfolio/

there is nothing more said – can we really use it for different markets and TFs? or can we trade only merged one trade and TF together – for example merget only EURUSD M15 strategies together…

i for example made some testing and found out, that the backtest is different for merged portfolio – i make a portfolio from 4 EURUSD strats (M15+H1+2xH4) and make the comparation

if i make the comparation for the single strats, i am not getting any difference, but with merged portfolio the backtest is not OK

sending the ZIP file with every backtest done in SQX and in Tick Data Suite in MT platform – you can see that the individual strats comparation is the same, but eq curves for the merged portfolio differs a lot in the meaning of RDD – the direction looks similar, but number of trades and performance is very different

so i am not using this…

Thank you to share your experience, I will make some test with your portfolio to see if I will find same results

for me personal I used it to merge 10 different single strategies into 1 portfolio. So actual in version B138 it works fine for me. The big advantage is for MT5, because instead of 10 different chart in the the same timeframe like H1 it is now possible to use one MT5 chart with this portfolio which includes all the 10 single strategies together.

With ultimate version you can also optimize this with the portfolio master which is a great tool when you have like me 120 good single strategies an you must decided which of them you will add togehter without correlation.

Regards Chris