Please add an option for Fixed $ Amount to the What if Analysis options.
This will be very beneficial for recomputing risk on strats that are built in SQX using Fixed $ Amount with ATR based SL and TP.
It is also essential to have this feature when working with strategies that have WFM results.
With strategies that have WFM results, we can't retest the strategies in SQX with a different fixed $ amount without rerunning all the WFM optimisations again and this is VERY time consuming
QuantAnalyzer makes working with WFM results much easier by allowing us to split each WFM result out of an SQX strategy file with the "split to single strategies" feature, but we can't can't change and rerun the Fixed $ Amount with these split out "simple" WFM strategies when risk balancing the chosen WFM results after evaluating and identifying the best ones.
This means that the final step of using Portfolio Master to find the best combination of WFM results from multiple SQX strategies isn't running on optimal data because of the disparity between strategies with higher and lower risk profiles that haven't been equalised.
Status changed from New to Fixed
Attachment Script does not exist.png added
Attachment MoneyManagementBulk.java added
Attachment MM bulk.jpg added
Attachment MoneyManagementBulkDatabank.java added
Attachment MM Bulk Results.png added
Attachment PortfolioStrategy_WF 10 runs 10pct OOS_USDJPYq.sqa added
Attachment PortfolioStrategy_WF 10 runs 10pct OOS_USDJPYq - Fixed amount D1000 005 lots 01 max lots.sqa added