Maximum of running automatic trading systems

SIMONIS · 2020-01-24T12:27:54+00:00

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

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01/24/2020 at 1:27 PM #117691 quote

SIMONIS
Participant

Junior

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

01/24/2020 at 1:32 PM #117693 quote

GraHal
Participant

Master

Yes 25 running Systems is the Max

01/24/2020 at 1:35 PM #117694 quote

SIMONIS
Participant

Junior

thanks

01/24/2020 at 3:36 PM #117724 quote

Roger
Participant

Veteran

25 in demo and 100 in real live trading, thats what i have read

01/24/2020 at 3:44 PM #117728 quote

nonetheless
Participant

Master

Hmm … I would pity the person who thought he had 100 systems worth running live. Probably living in the street by now.

winnie37 thanked this post

01/24/2020 at 4:08 PM #117733 quote

Roger
Participant

Veteran

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

01/24/2020 at 4:17 PM #117738 quote

Vonasi
Moderator

Master

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.

Wacko and Roger thanked this post

01/24/2020 at 5:04 PM #117745 quote

nonetheless
Participant

Master

Roger wrote:

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.

MAKSIDE thanked this post

01/27/2020 at 10:25 AM #117993 quote

Roger
Participant

Veteran

Vonasi wrote:

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…

01/28/2020 at 2:14 PM #118148 quote

GraHal
Participant

Master

Roger wrote:

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.

Roger thanked this post

01/28/2020 at 6:49 PM #118172 quote

Roger
Participant

Veteran

GraHal wrote:

Roger wrote:

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…

GraHal thanked this post

01/30/2020 at 11:36 AM #118263 quote

jebus89
Participant

Master

@Roger maybe this will help u: https://www.prorealcode.com/topic/how-to-calculate-correlation-on-systems-more/

01/30/2020 at 5:55 PM #118291 quote

Roger
Participant

Veteran

Thanks jebus! Im going to try it asap

08/31/2022 at 7:06 AM #199928 quote

PeterSt
Participant

Master

For everybody’s information : the total number of running Strategies allowed for Live is 150.
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