Home Forums EA Studio Portfolio EAs Portfolio EAs Position Size Calculation

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    • #213553
      User AvatarRene Gonzalez
      Participant

      Hello everyone!

      If you have a Portfolio EA’s with 10 strategies, how are you calculating to achieve a desired Position Size?

      Do you follow the drawdown data provided by the Portfolio Stats on EA Studio?

      In my case, I go through the 10 strategies Stop Loses and add them to obtain a  “Total Stop Loss”.

      For example, 10 strategies with a stop loss off 10 pips each, will have a “Total SL” of  100 pips. Then, I take the “Total SL” to any online position size calculator to achieve the position size desired.

      However, I got the feeling that this method is too conservative, due to the Portfolio EAs Hedging strategy. I mean that it seems impossible to the Portfolio EA’s to open 1o positions and then the price hit all 10 SL.

      What do you all think about it? 🙂

       

    • #213579
      User AvatarAlan Northam
      Moderator

      Hi Rene,

      The nice thing about a portfolio of EAs is that when a few of them are going through a drawdown the others are profiting which smooths out the balance line so the overall drawdown is less. One way to determine the overall drawdown is to run the portfolio in a demo account for a month and then determine what the overall drawdown. From that you can then calculate lot size based upon the account risk you are willing to accept. It sounds like you have EA Studio, so you can add the EAs to the portfolio in EA Studio and look at the stats to determine the overall drawdown and then base your risk from that.

      It is very unlikely that all 10 EAs will hit SL but how many of the will? So you still have the same issue as to how to determine risk.

      Alan,

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