Removing bots from a portfolio

Dec 26, 2024 at 05:42
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3 Replies
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)
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?
会员从Dec 17, 2024开始   32帖子
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.
会员从Dec 02, 2024开始   68帖子
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?
会员从Dec 21, 2023开始   3帖子
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.
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