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Removing bots from a portfolio
会员从Dec 21, 2023开始
3帖子
Dec 26, 2024 at 05:42
(已编辑 Dec 26, 2024 at 00:32)
会员从Dec 21, 2023开始
3帖子
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?
会员从Dec 17, 2024开始
32帖子
Dec 30, 2024 at 04:47
会员从Dec 02, 2024开始
68帖子
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?
会员从Dec 21, 2023开始
3帖子
Dec 30, 2024 at 11:52
会员从Dec 21, 2023开始
3帖子
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.

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