Hi,
Can somebody tell me what is the maximum number of running automatic trading systems ? I thought i read 25 systems but can’t find it anymore in the documentation.
Greetings Hubert Simonis
Yes 25 running Systems is the Max
25 in demo and 100 in real live trading, thats what i have read
Hmm … I would pity the person who thought he had 100 systems worth running live. Probably living in the street by now.
I dont really agree with that… I dont know what is the best way to manage systems and Im new here, but I prefer having 100 systems with a backtested profit factor of 0.9 to 1.50 , rather than 10 systems with profit factors > 3
Even if you dont overoptimize a system with a PF of 3, maybe its just a lucky coincidence
100 systems in fine as long as they are not heavily correlated. Having 100 systems all in a massive draw down because they are all correlated with the value of the dollar would be a disaster for example but having 100 non correlated systems all doing different things on different markets and on different currencies would be a great way to diversify and spread risk.
100 systems with a backtested profit factor of 0.9 to 1.50
Very best of luck with that! My comment was made mostly in jest. All I meant is that really reliable systems that one could run with real confidence are extremely rare; i’d be happy to find 8 or 10, esp as Vonasi says, working different markets with a different underlying logic.
100 systems in fine as long as they are not heavily correlated. Having 100 systems all in a massive draw down because they are all correlated with the value of the dollar would be a disaster for example but having 100 non correlated systems all doing different things on different markets and on different currencies would be a great way to diversify and spread risk.
It would be so great if PRT could calculate and display a matrix of correlations based on a portfolio of systems…
could calculate and display a matrix of correlations
This of any use?
https://www.hfmarkets.co.uk/uk/en/trading-tools/premium-trader-correlation-matrix.htm
There is an explanatory video half way down the above page.
could calculate and display a matrix of correlations
This of any use?
https://www.hfmarkets.co.uk/uk/en/trading-tools/premium-trader-correlation-matrix.htm
There is an explanatory video half way down the above page.
Thanks I did not know this platform. But this is based on correlations between markets or forex pairs and what I would like to have is a matrix based on our systems (backtests). Today the only thing we can do is to diversify the “styles” of our systems on the same index : for example a mean reversion style and a momentum style, and then we expect they will not be too correlated. But it is an expectation and we have no figures, no tool…
Thanks jebus! Im going to try it asap
For everybody’s information : the total number of running Strategies allowed for Live is 150.
