I want to combine several strategy to avoid drawdown too much I have tested the correlation of these strategies based on monthly equity what else should I pay attention? should I test the robustness of seperate strategy ? thank you performance summary
Hi, If you're looking to combine several different strategies on the same trading account, then I would say the most important thing will be to make sure you are able to keep track of everything! You're likely to have multiple positions in the market all operating under different exit rules, and you could end up getting a little overwhelmed. You might also find that trading more than one strategy on the same account could increase the volatility of your account because you'll be taking more trades. Thanks Damian Professional U.S. Share Trader
Hi, If you're looking to combine several different strategies on the same trading account, then I would say the most important thing will be make sure you are able to keep track of everything! You're likely to have multiple positions in the market all operating under different exits rules, and you could end up getting a little overwhelmed. You might also find that trading more than one strategy on the same account could increase the volatility of your account because you'll be taking more trades. Thanks Damian Professional U.S. Share Trader
Robin, in the first snapshot, the performance summary says that "Max contracts held" is "2". Does that mean you limit the number of contracts traded at two although there are three systems involved ? But the total net profit is still 2*1556+2397+4159=9668 It means TS has calculated in every trade signal from three systems . Then what does above "Max contracts held=2" mean ? Also why did you give the first sysem a weigh of 2 , twice as big as the other two systems ?
no it is a snapshot by portifolio evaluator and three system will not conflict each other so the max hold is 2
Does'nt make a differance how many strats you employ...provided your money management is in order. Remember...more often than not its that combination of under capitalization and high leverage that kills accounts . good luck with it.