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                                                   Maximizing the amount of the same position in a porfolio


Dennis Schutten
2020-06-25 07:40:26

I have multiple systems on the same symbol and there are multipledifferent symbols in the portfolio. For diversification I would like to set a maximum number of positions of the same symbol in the portfolio.

How can I limit the number of positions on the same symbol?

I already looked at the existing correlation MM object on the server, but this needs to be adjusted. Is there another solution available?


2020-06-25 11:59:25


Hi Dennis,

I am not sure I understand what you mean by "maximum number of positions of the same symbol" and "multiple systems on the same symbol and there are multipledifferent symbols in the portfolio".

A symbol in a trading system always get just one position, unless using a money management script and different categories.

Dennis Schutten
2020-06-26 11:04:25



I have multiple equity curves all trading the same symbol. Example:
etc etc

I have loaded these als symbols in Quantshare together with other symbols/ equity curves like EURUSD_x ,AUDUSD_* etc etc. So when I buy a equity curve I am actually following the systems behind a equity curve.
However when I buy 10 equity curves with format AUDCAD_* then I get a too big position on AUDCAD symbol. That is something I want to prevent.
So instead of limiting the correlation between symbols (I found a MM trading object for this online), I want to prevent the amount of the underlying symbols.
Does this make more sense?

2020-06-29 12:24:14


This can only be done using a money management script that on the OnNewPosition event, will keep track of the underlying ticker symbol (Example: AUDCAD) and prevents QuantShare from opening any new position if the number of AUDCAD_* positions is higher than a threshold.

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