Additional Risk Functionality

Hi There,


Been making good use of the "Strategies merged to one (trading in parallel) EXPERIMENTAL" functionality of late, whereby I'm merging multiple strategies to create the one EA. At a glance, this seems to work well and assists with managing multiple strategies under the one portfolio. 

However, the limitation here is that under this one EA with multiple strategies, you can only define your Money Management method to be blanketed accross multiple strategies. (Hope this makes sense)

My query is, can you allow these merged portfolios with multiple strategies embedded in the single EA, to have their own set defined risk? I don't mean having the ability to use different risk methods, moreso, the ability to have different 'mmRiskPercent' settings against each magic number / strategy within the merged EA? 

IMO - This'd allow for further flexibility to fluctuate risk whilst allowed for cleaner management between strategies. 

Attachments
Merge Strategies SQx.png
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Blanketed Risk across Portfolio of Strats.png
(40.14 KiB)
Multiple Strats in one EA.png
(54.01 KiB)
  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

DC
#1

anuffi

19.08.2021 12:19

Task created

DC
#2

anuffi

19.08.2021 12:21

Description changed:

Hi There,


Been making good use of the "Strategies merged to one (trading in parallel) EXPERIMENTAL" functionality of late, whereby I'm merging multiple strategies to create the one EA. At a glance, this seems to work well and assists with managing multiple strategies under the one portfolio. 

However, the limitation here is that under this one EA with multiple strategies, you can only define your Money Management method to be blanketed accross multiple strategies. (Hope this makes sense)

My query is, can you allow these merged portfolios with multiple strategies embedded in the single EA, to have their own set defined risk? I don't mean having the ability to use different risk methods, moreso, the ability to have different 'mmRiskPercent' settings against each magic number / strategy within the merged EA? 


IMO - This'd allow for further flexibility to fluctuate risk whilst allowed for cleaner management between strategies. 


Votes: 0

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