Creating a built in system of multiple EA Strategies

Apr 14, 2013 at 13:56
Vues 810
1 Replies
Membre depuis Oct 08, 2011   posts 41
Apr 14, 2013 at 13:56
Hello everyone,

As I am currently working on automated trading strategies i'm working on regrouping about 2-3 strategies in one single EA.

To be precise : I have 3 strategies with each a 1% money management.

I want to build one big system that regroups each of these 3 strategies BUT will only trade with a 1% money management (althougth it has 3 strategies trading).

So, the way i see it would be : cutting a 33.33% of that 1% to each EA right ? Is that possible to do and is that a good idea?

However, I have also thought that the most profitable strategy should have a bigger money management allocation.
Let's say on these 3 strategies, 1 EA generates 40% of the total profits, another generates 30 and the other 30%.
In that case, maybe the 1st EA should have a 33.33% + 6.77% for a total 40% allocation of the 1% money management of the overall system. In that way, overall profits would be optimized.

The goal is to have a stable EA trading multiple strategies on multiple currencies BUT optimizing the money management in order that the most profitable strategies are able to generate more returns for the global system than the less profitable strategy of the portfolio.


If you think you can help me or share some experience, please do.
Thanks.
Membre depuis May 11, 2012   posts 17
Apr 15, 2013 at 11:20
See also https://www.strategyquant.com/eaanalyzer/ (With EA Analyzer it is simple to combine multiple strategy reports to a portfolio, and get a new 'combined' report for the performance of whole portfolio of your EAs).
Se connecter / S’inscrire to comment
You must be connected to Myfxbook in order to leave a comment
*Lutilisation commerciale et le spam ne seront pas tolérés et peuvent entraîner la fermeture du compte.
Conseil : Poster une image/une url YouTube sera automatiquement intégrée dans votre message!
Conseil : Tapez le signe @ pour compléter automatiquement un nom dutilisateur participant à cette discussion.