Portfolio-Based stop loss Auto Trading

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  • 02/09/2023 at 7:52 AM #209383 quote
    ProRealBoy
    Participant
    New

    Hi,

    Can PRT do algo trading on portfolio basis? Eg:

    I have the following in the portfolio (lets call it Portfolio A):

    long EURUSD FX
    long AUDUSD FX
    long GBPUSD FX
    short NZDUSD FX

    I do not wish to have a stop loss on each individual currencies. Instead, I want to keep a stop loss on Portfolio A, such that if Portfolio A p/l is loss of 5k USD, it will close all the 4 fx positions. Likewise, if p/l hit the profit target, it will also close all the 4 fx positions.

    Qn 1: Can PRT do that?
    Qn 2: If the portfolio include mixtures of FX, stocks indices, futures, can PRT handle auto-trading on portfolio of different instruments?

    Qn 3:  If PRT can do both of both of the above, can PRT manage Portfolio A and Portfolio B, ie multiple portfolios?

    Tks

    02/09/2023 at 9:12 AM #209389 quote
    GraHal
    Participant
    Master

    PRT v11 cannot do above, each strategy runs fully separate from any other strategy.

    PRT v12 may be able to, or if not, then it may be coming soon as I have read on here.

    02/09/2023 at 10:53 AM #209402 quote
    PeterSt
    Participant
    Master
    GraHal wrote:

    PRT v12 may be able to, or if not, then it may be coming soon as I have read on here.

    Now I am curious. Really ? Can you find that particular posting, please ?

    02/09/2023 at 11:08 AM #209405 quote
    GraHal
    Participant
    Master

    That woke you up!! 😉

    No, and now I recall correctly … V12 allows 2 (or more) Instruments to be compared within 1 strategy?

    So ProRealBoy algo trading on portfolio basis is a non-starter currently.

    ProRealBoy thanked this post
    02/09/2023 at 1:03 PM #209432 quote
    PeterSt
    Participant
    Master

    Hahaha

    But the stupid thing is that the Calculated Instruments really seem to be ready for what we want. I actually can’t understand why that can’t behave as an indicator.

    Notice that – without it being any subject by Nicolas (or others) that Calculated Instruments in V12 are quite cool because of it now being allowed to have formulas on/between them how you want.
    Small downside : most of the time they stall (nothing moves).

    Let’s put a bet on Calculated Instruments soon being an Indicator, ready to be used for AutoTrading …

    PS: Define Soon.

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Portfolio-Based stop loss Auto Trading


ProOrder: Automated Strategies & Backtesting

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ProRealBoy @algomodo Participant
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This topic contains 4 replies,
has 3 voices, and was last updated by PeterSt
3 years ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/09/2023
Status: Active
Attachments: No files
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