Click here to Login





                                                   MetaStrategy Simulator weight question

Back to threads
  0

0
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.


No more messages
0




Reply:

No html code. URLs turn into links automatically.

Type in the trading objects you want to include: - Add Objects
To add a trading object in your message, type in the object name, select it and then click on "Add Objects"





QuantShare

Trading Items
Industry Weight
Custom Weight for Individual Securities
Asset Allocation: Equal Weight Rebalanced Monthly
Structural Arbitrage Strategy
Federal funds effective rate
How-to Lessons
How to optimize an indicator in your trading system
How to copy a trading item
How to optimize the stop limit of a trading system
How to add a metric in the trading system simulation report
How to create a formula

Related Forum Threads
Simulator Question
Simulator question
Metastrategy question
Simulator algorithm change/option
Simulator - Activate stop immediately
Blog Posts
3 ways to rank stocks in a trading system - Simulator and Potfoli...
Improve your trading system performance by ranking stocks
Ranking system calculation methods
Reducing risk and increasing return by combining several trading ...
How to Create Your First Meta-Strategy









QuantShare
Product
 QuantShare
Features
Create an account
Affiliate Program 		Support
Contact Us
Trading Forum
How-to Lessons
Manual 		Company
About Us
Privacy
Terms of Use
Copyright © 2024 QuantShare.com
 Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+ Follow us on Google+
RSS Trading Items



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.