Advertisement
Removing bots from a portfolio
Dec 26, 2024 at 05:42
Vistas 141
3 Replies
Miembro desde Dec 21, 2023
posts 3
Dec 26, 2024 at 05:42
(editado Dec 26, 2024 at 00:32)
Hi, I have s portfolio of bots. Currently I monitor each of them monthly or annually, if the loss is greater than the maximum historical drawdown I remove it from the portfolio. What do you think about this aproach?
What mechanisms do you use to determine when to remove bots from a portfolio?
What mechanisms do you use to determine when to remove bots from a portfolio?
Miembro desde Dec 17, 2024
posts 32
Dec 27, 2024 at 11:34
Your approach sounds nice for risk management. I monitor the metrics like profit metrics and win rate for performance consistency to decide if a bot should stay in the portfolio.
Dec 30, 2024 at 04:47
I would also monitor each bot's performance under various market circumstances. Even if drawdown restrictions aren't being reached, I believe persistent underperformance can occasionally be an indication that it's time to move on. Aside from drawdown, do you track anything else?
Miembro desde Dec 21, 2023
posts 3
Dec 30, 2024 at 11:52
I currently have 74 bots running. After a year of launching all the bots, this month I did the backtest (10 years) again of each bot to see if it has deviated much from its historical performance. I have only removed one due to poor performance. At the moment I look at the drawdown of each bot, and monitor changes in market conditions that could cause SL to be activated, measured in pips.
*El uso comercial y el spam no serán tolerados y pueden resultar en el cierre de la cuenta.
Consejo: Al publicar una imagen o una URL de YouTube, ésta se integrará automáticamente en su mensaje!
Consejo: Escriba el signo @ para completar automáticamente un nombre de usuario que participa en esta discusión.
