Improver Scale In / Scale Out

There is multiple ways to Improve results from a strategy performance using Scale in Or Scale Out to reduce risk and improve the R factor. This feature would probably be to heavy for Builder but could hopefully be implemented using improver. There are multiple ways, today we only use All in/All out but the feature requested in order of usefulness for my personal preference.


1. All in-Scale Out
2. Scale in-Scale Out
3. Scale in- All Out.


If at least nr 1could be implemented I think we would see a huge improvement of most strategies performance. 



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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Duplicate
  • Priority Normal
  • Assignee Mark Fric

History

m
#1

mabi

26.04.2019 22:09

Task created

m
#2

mabi

29.04.2019 14:22
Voted for this task.
MF
#3

Mark Fric

28.07.2020 10:46

Assignee changed from Mark Fric to Mark Fric

Status changed from New to Duplicate

this feature is planned for the next major build: https://roadmap.strategyquant.com/tasks/sq4_6734
m
#4

mabi

28.07.2020 14:04
awesome :)
IO
#5

oilsok

18.09.2020 04:38
Please TS support too!!
MF
#6

Mark Fric

18.09.2020 13:02
we plan 1. and 3. for now, and TS will be supported as well - to the extend it will allow it.


As for 2. mabi - can you describe how you want to use it? 

When combining scale in and scale out it is unclear what the behavior should be - should scale out wait until scale in completely finished?


Votes: +1

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