How to measure contribution of each strategy to whole strat

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How to measure contribution of each strategy to whole strat

Postby mandelmus » Thu May 17, 2012 4:12 am

After multi-systems are created, during the OneClick build process, is there a way to identify the contribution of each individual component of the multi-system to the whole OneClick system? For example, does "OC:_Risk-Reward #1" contribute 80% of the profit but only 10% of the trades while "OC:_Risk-Reward #2" contributes 10% of the profit with 70% of the trades.
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Re: How to measure contribution of each strategy to whole strat

Postby Overload » Thu May 17, 2012 12:57 pm

There isn't a specific feature available for that. However, what I have frequently done is to export the trades in the Trades tab of a Detailed Analysis to a spreadsheet. On the far-right, there is a column that identifies the name of the strategy that created each trade. By sorting the list of trades on that column, and summarizing the totals for each individual strategy, you can get a pretty good feel for the performance of each strategy. For a more thorough analysis, you can also run a Detailed Analysis on each individual strategy.

Pete
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