add exposure to portfolio correlation
As you all know you can find in the exposure tab in Metatrader the exposure of the currently traded symbols, correctly split into base and quote.
Lets say you got 20 Forex strats in your portfolio and you tested in the portfolio correlation that they are good enough. In live trading you may then notice, that quite often JPY is involved (for me it is like that) and that you are overexposed in JPY too often. How can you check that with SQX? You cant !
I request this feature in the portfolio correlation. As example, instead of correlation Profit/Loss you can choose the correlation "Exposure". SQX then calculates the overlapping trades of base vs quotes of all strats. In the end you should be able to clearly identify that you trade JPY way to often.
Especcially you like to identify the risk per currency. Say you risk 1% capital per trade, but when you trade 3 different JPY pairs at the same time, you have to see that you are clearly overexposed to that currency.
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Votes +6
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Project StrategyQuant X
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Type Feature
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Status New
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Priority Normal
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Votes: +6
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