Portfolio-Based stop loss Auto Trading

• 02/09/2023 at 7:52 AM #209383
  ProRealBoy

  Hi,

  Can PRT do algo trading on portfolio basis? Eg:

  I have the following in the portfolio (lets call it Portfolio A):

  long EURUSD FX
  long AUDUSD FX
  long GBPUSD FX
  short NZDUSD FX

  I do not wish to have a stop loss on each individual currencies. Instead, I want to keep a stop loss on Portfolio A, such that if Portfolio A p/l is loss of 5k USD, it will close all the 4 fx positions. Likewise, if p/l hit the profit target, it will also close all the 4 fx positions.

  Qn 1: Can PRT do that?
  Qn 2: If the portfolio include mixtures of FX, stocks indices, futures, can PRT handle auto-trading on portfolio of different instruments?

  Qn 3:  If PRT can do both of both of the above, can PRT manage Portfolio A and Portfolio B, ie multiple portfolios?

  Tks

  

  ProRealBoy

  Participant

  Topics: 3

  Replies: 2

  Been thanked: 0 times
  02/09/2023 at 9:12 AM #209389
  GraHal

  PRT v11 cannot do above, each strategy runs fully separate from any other strategy.

  PRT v12 may be able to, or if not, then it may be coming soon as I have read on here.

  

  GraHal

  Participant

  Topics: 214

  Replies: 8880

  Been thanked: 2222 times
  02/09/2023 at 10:53 AM #209402
  PeterSt

  GraHal wrote:

  PRT v12 may be able to, or if not, then it may be coming soon as I have read on here.

  Now I am curious. Really ? Can you find that particular posting, please ?

  

  PeterSt

  Participant

  Topics: 73

  Replies: 2555

  Been thanked: 837 times
  02/09/2023 at 11:08 AM #209405
  GraHal

  That woke you up!! 😉

  No, and now I recall correctly … V12 allows 2 (or more) Instruments to be compared within 1 strategy?

  So ProRealBoy algo trading on portfolio basis is a non-starter currently.

  1 user thanked author for this post.

  ProRealBoy

  

  GraHal

  Participant

  Topics: 214

  Replies: 8880

  Been thanked: 2222 times
  02/09/2023 at 1:03 PM #209432
  PeterSt

  Hahaha

  But the stupid thing is that the Calculated Instruments really seem to be ready for what we want. I actually can’t understand why that can’t behave as an indicator.

  Notice that – without it being any subject by Nicolas (or others) that Calculated Instruments in V12 are quite cool because of it now being allowed to have formulas on/between them how you want.
  Small downside : most of the time they stall (nothing moves).

  Let’s put a bet on Calculated Instruments soon being an Indicator, ready to be used for AutoTrading …

  PS: Define Soon.

  

  PeterSt

  Participant

  Topics: 73

  Replies: 2555

  Been thanked: 837 times
• Author
  Posts