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Dynamic True Money Management, with future all open strategies all possible stop losses + comissions + swaps

portfolio of 3 strategies
MM takes into consideration strategies' maximum stop loss of all open positions and only then takes risk %


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  • Votes +2
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

History

b
#1

gin

09.11.2020 18:44

Task created

L
#2

Lumen2730

09.11.2020 19:04
Voted for this task.
b
#3

gin

09.11.2020 21:52

Subject changed from dynamic money management, with possible stop losses to Dynamic True Money Management, with future all possible stop losses + comissions + swaps

Before opening each live market trade:


SQX calculates all open trades total possible stop loss value

then opens new trade with RISK % MM from  Future Worst Possible Equity =  ( CURRENT BALANCE - [all open trades sum total possible stop loss values taken from each strategy SL + commissions + taxes + swaps ])

also SQX recalculates MM and [future worst possible equity] every time new  open order occurs (even when taken from pending orders)


b
#4

gin

10.11.2020 06:44

Subject changed from Dynamic True Money Management, with future all possible stop losses + comissions + swaps to Dynamic True Money Management, with future all open strategies all possible stop losses + comissions + swaps

b
#5

gin

10.11.2020 06:45

vital for portfolios


MF
#6

Mark Fric

13.11.2020 09:29

Status changed from New to Refused

SQ doesn't simulate real portfolio trading yet, it only combines already existing strategies into portfolio.


When we'll have a full portfolio simulator we will add this by default.

Votes: +2

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