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                                                   MetaStrategy Simulator weight question

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Dennis Schutten
2016-09-26 03:03:34


Hi,

I have multiple different strategies which I want to combine using the Metastrategy simulator. However I would like to set manually the weight of each strategy.
For example :

5 x SP systems
10x EURUSD FOREX system

The positionsize should stay the same all the time so 5 sp contracts and 10 eurusd contracts. How do I do this? Currently Quantshare is calculation positionsize according accountsize.

Regards,

Dennis




QuantShare
2016-09-26 03:42:38

  0

Hi Dennis,

The Metastrategy combines trading systems and thus does not deal with contracts and shares but rather with the percentage of account size to invest in any given strategy or trading system.



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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.