Portfolio Manager

Max x% of capital in open trades would be a nice feature as well.

Even more complex would be evaluating number of open limit/stop orders and dynamically adjusting risk per trade so that more trades can be opened at reduced risk, to stick to the above x% risk in open trades, and the max risk per currency, or currency pair.

1. Close all open positions if the total daily drawdown has reached the Maximum Daily Drawdown.

• The maximum daily drawdown can be % equity or balance, or fixed $ amount.
• The daily drawdown is based on the total realized and unrealized loss for the day.
• If the daily drawdown is reached, trading will be on hold for the day. It will resume the following day.

2. Allow a maximum number of open positions per instrument

3. Allow a maximum number of instruments with option position per portfolio.

• A user can define a maximum of x instruments that can be traded and each instrument can only have y open positions.
• For example, A Maximum Instrument of 5 and maximum positions of 2 per instrument will allow 10 open positions across 5 instruments. No new trade will be open if these criteria are met.

Portfolio Manager Task in Custom Projects

• Adding QA's Portfolio Manager will significantly reduce the run time of my workflow because I only need to test uncorrelated strategies on MT4/MT5 rather than testing all strategies on MT4/5 and then import the reports on Quant Analyzer to find uncorrelated strategies.
• There must be a task that will do the Portfolio Manager so that it will find uncorrelated strategies at the end of the workflow. All Portfolio Manager parameters and inputs must be the same on the task.
• There must be an option to filter the highest Return/DD Portfolio and automatically merge the strategies in that portfolio.