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Forums>StrategyQuant>General Discussion>Strategies merged to one (trading in parallel)

  • #262641 |
    Customer
    38 Posts

    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.

    #262668
    Customer
    789 Posts

    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…

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    #266551
    Customer
    38 Posts

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

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