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Forex Software → Technical Matters → Number of trades in Portfolio and in Collection

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Posts: 8

1 Topic by RokasG (edited by RokasG 2023-06-12 19:48:31)

  • Registered: 2023-06-06
  • Posts: 7

Topic: Number of trades in Portfolio and in Collection

Hello,

I have added 34 strategies from the collection to the portfolio, and in the portfolio it shows 2398 "Agregate trades" - (The Portfolio shows the count of aggregate none-break-even close trades).

When I added all the trades from the 34 strategies in collection, they have 4726 trades.

What I want to do is to calculate the cost of trading. EURUSD 1lot is 10$ a trade (3$ commission + 0.7 pip/7$).

But i don't understand how to calculate the cost of trading.

If it is 2398 trades, then it is 23.980$ the cost of trading during that time.
If it is 4726 trades, then it is 47.260$ the cost of trading during that time.

What I want to do is to calculate how much my strategy earns, and how much is the costs.

That is, if it shows, that the portfolio would have earned 30.000$, is it:
a. strategy earned 53.980$, 23.980$ trading costs, and so 30.000$ profit. or
b. strategy earned 77.260$, 47.260$ trading costs, and so 30.000$ profit?

or

c. strategy earned 30.000$, 47.260$ real trading costs, and so the strategy is losing in reality?

Because, when i add up all the trades from strategies, it shows 4726 trades, so the real trading cost is 47.260$.

So then the question is how much was earned?

And what is the use of this "Aggregate trades" in the portfolio, if it does not reflect the real number of trades of the strategies in the portfolio?

what is the right calculation?

Confusing, now i will stop editing this post and wait for the answer.

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,013

Re: Number of trades in Portfolio and in Collection

The Portfolio chart and stats are only for informational purposes.

When attached to MetaTrader, the Portfolio Expert trades all included strategies separately.

A Portfolio Expert is very convenient when a trader wants to trade multiple experts in a single chart with one Expert Advisor.

The trading result of a Portfolio is the aggregate trading results of all included strategies.

> ... and so the strategy is losing in reality?

I don't know what is "reality".

Probably, you will find it more convenient to examine the Portfolio incrementally.
You may start with a Portfolio of one strategy.
If everything is clear, then try two strategies, and so on.

Popov's Website

  • Registered: 2023-06-06
  • Posts: 7

Re: Number of trades in Portfolio and in Collection

Thank you Popov, but i was expecting an answer with numbers, because i am trying to calculate my trading costs.

Can you give an answer with number of trades from the collection and the number of trades from the portfolio?

And what is the use of this number of trades in the portfolio view?

  • Registered: 2023-06-06
  • Posts: 7

Re: Number of trades in Portfolio and in Collection

You wrote:

>>>>>>
Probably, you will find it more convenient to examine the Portfolio incrementally.
You may start with a Portfolio of one strategy.
If everything is clear, then try two strategies, and so on.
>>>>>>


So i have done it, i put two strategies into a portfolio.

In collection view strategy1 has 67 trades, strategy2 - 194 trades, so the sum is 261

But the portfolio view shows  246 trades.

So what are the 15 missing trades in the portfolio?

And my question is how to calculate the costs of this trading.

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,013

Re: Number of trades in Portfolio and in Collection

The Portfolio doesn't show the sum of the count of trades.

It shows the aggregate result.

If two strategies make deals in the same bar, it is a single trade for the Portfolio.

Imagine you have a Portfolio of 10 "equal" strategies. Let each of them makes 100 deal with an entry amount of 0.01 lot.
Such an imaginary Portfolio will show 100 deals of 0.1 lot (not 1000).
However, if you trade such a Portfolio, it will make 1000 deals of 0.01 lot.

Popov's Website

  • Registered: 2023-06-06
  • Posts: 7

Re: Number of trades in Portfolio and in Collection

Ok,

so it is still valid, as 1000 deals x 0.01 lot is 10 lots.
and 100 deals x 0.1 lot is 10 lots.

So after all these calculations, the end result is still the same.

Then my question is, as i have set my robots to trade 1 lot, and i have then number of trades that they take.

In the portfolio you combine some of the trades, so the number changes, so also the lot size changes.

Can i find somewhere in the portfolio view the total lot size traded of the portfolio? Or the "new recalculated combined lot size" of the trades. So that i can still calculate the total lot size as i know the aggregate (changed) number of trades, so that I can calculate the cost of trading, as i know the cost of trading of 1 lot (10$).



And the second question is why did you do this in this way? For speed or something? why not to simply show the number of trades without any changes?

  • Popov
  • Popov
  • Lead Developer
  • Offline
  • From: Bulgaria
  • Registered: 2006-11-30
  • Posts: 8,013

Re: Number of trades in Portfolio and in Collection

> In the portfolio, you combine some of the trades

Wrong!

Portfolio allows a user to trade multiple strategies from a single EA file. That is.
There is no combination of trades, position averaging and whatever like that.

The Portfolio Summary page shows only stats that can be extracted from the balance curves of the attached strategies.
It doesn't have the full order information. It had it before, and it appeared it consumed 3+ GB of RAM and was twice slower.

The Portfolio Summary aims to show the aggregated balance curve, drawdown, profit, stagnation and other similar stats.

> Can I find somewhere in the portfolio view the total lot size traded of the portfolio?

It is not available currently. But it is a good idea!
I may add an algebraic sum of the deals to the Portfolio stats.

Popov's Website

  • Registered: 2023-06-06
  • Posts: 7

Re: Number of trades in Portfolio and in Collection

Thank you Popov for the answers, now i understand the logic and that i cannot calculate what i wanted from the information from the portfolio info.

What I wanted to know is if my strategies in the portfolio are profitable, "how much are they profitable" and if they lose money "how much they are losing".

That is i wanted to separate 3 things:
1. strategy profitability
2. cost of trading - commissions
3. cost of trading - spread

So that I know more about what i found.

If my portfolio shows profit, i wanted to know how much the strategies themselves are profitable, and how much the costs eat up the profit.

And if the strategies in the portfolio are losing money, how much is the strategy to blame and how much the costs.

E.G. if my portfolio shows losses of 10.000, is the strategy losing, or is the strategy "random", that is trading at 0. But because of the cost of trading, the end result is -10.000.

So if you any time in the future see this informative, you could show this info:

Strategy profit/loss
Commission costs.
Spread costs.
End result

And another number - average profit/loss per trade. Just take the end result and divide by the number of trades, that is the average profit/loss per trade.

And i was lacking a ranking criteria in the collection - count of trades - as I could sort by count of trades and study strategies with more trades, as they may be more statistically sound, and the strategies with a few trades can just be random in their nature, and I cannot expect a random strategy to behave not randomly in the future.   

If you make any changes in the future, please post something here, so that I can come back to my calculations sometime in the future, when the info is displayed there.

Thanks.

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