Topic: Number of Trades per Month
Hi,
If I have a portfolio of strategies, I can see the aggregate number of trades over the data period and work out the average trades per month. However, what I cant seem to figure out is how to work out how many trades are averagely in play at the same time.
If I have 100 strategies in my portfolio, I can access the trade history on each one, download it and merge it all together, sort by date and overlaps - but that is very time consuming. I cannot see how to load in the aggregate trades created from the portfolio.
Why am I doing this? Because I am paying close attention to position sizing and margins. If I am trading an account of EUR 1,000 and my EURUSD margin is 3.3% (Oanda) then each trade will require EUR 33 in margin and I can have a maximum 33 EAs on the go at any one time.
But these 33 EAs are not correlated and it is unlikely they will all trigger at the same time. So, could I have ...50 EAs ... or a 100 Eas to increase my exposure - but balance that against the likelihood of going above my margin.
Is there a way to see how many trades are (averagely) activated at the same time?
Cheers,
M