user need to know that merged strategies together will have other correlation than a single strategies - thats true
but i dont have the time to wait years, when devteam solve this
imagine that i have 500 strategies and want to make a portfolio from 20 strategies.
i have 6 markets, but mainly EURUSD because its an easiest market where i can find strategies, for example from 500 the EURUSD are 300 strategies
if i set portfolio master to find min 20 max 20 strategies, what will happen - i will have mailny EURUSD in the portfolio, because i have too many EU strats in the databank
but i want to diversify more - for example - find portfolio where max 5 strategies from each market will be
i cant do it right now automatically, only i can set manaully sectors for each market
if there will be switcher "set market as sector" turned on, and i will set use max 5 strategies from each sector, everything will be done automatically
and its very easy to add this feature, because market we know, we have already column with market value
PLEASE ADD ASAP :)
@hankeys. If I understand you well you mean that with a bunch of strategies on different pairs you'd like to be able to set a max number per pair.
What I do right now is to create a Portfolio per pair. In this case it's simple to set this max number with the current QA. Once you have these 5 strategies (or the number you want) per Portfolio if you put them together and see their correlations most probable is that all the pairs will be uncorrelated. And only in those exceptional cases you found a correlation (so far never happened to me) you can delete the correlated strategy and create a new portfolio with the pair you substracted the strat.