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  • #250795 |
    Customer
    94 Posts

    Hi,

    Does anyone have a snippet for ‘what if’ that allows me to limit the max number of simultaneous open trades in a portfolio?

    #250796
    Customer
    475 Posts

    what for? because you will not be albe to trade that way without some tool

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #254666
    Customer
    94 Posts

    what for? because you will not be albe to trade that way without some tool

    easy to code into your EA.

    #254671
    Customer
    475 Posts

    to a single strategy yes, for the whole portfolio could be done as another separate EA

    but your trading will be different from the backtest, what to do with the pending orders? many other questions…

    You want to be a profitable algotrader? Sharing of final strategies with real traders just started. Fill in this FORM. 1500+ final SQ3 and SQX strategies for members running on demo accounts DEMO ACCS. We provide also strategies for indices - DAX and DOW JONES, because we have realtick data from brokers.

    #259614
    Participant
    4 Posts

    Did anyone get a solution to this?

    #259651
    tomas262
    Administrator
    1379 Posts

    Hello,

    this actually does not make too much sense to limit max open positions in portfolio considering you manage risk properly per strategy. You need as many trades as possible to make $ right. Meaning I would avoid doing this any way possible. From historical backtest you can see quite clearly the maximum number of open positions that happened in time and you can build on that information .

    #259668
    Participant
    4 Posts

    forgive me if i am wrong but i would disagree on the bases that is you have a simple brake out strategy that runs on multiple pairs.

    and lets say that value of the usd drops this EA will then potentially put you in to a position to express USD weakness in multiple markets. so you would effectively have the same trade just on different markets and you would be increasing your exposure to the same idea ‘USD weekness’

    where i would like to limit it so it only expresses USD weakness in the first market to brake out.

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