Portfolio size

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Portfolio size

Postby gmg733 » Tue Jun 30, 2015 7:01 pm

I have a system I ran that I really like. I want to change this to a total possible position size of 10. What adverse affect may this have?

Just curious if I can just change it or do I have to rerun for optimal results.

Thanks
gmg733
 
Posts: 44
Joined: Sat Jun 01, 2013 3:35 pm

Re: Portfolio size

Postby Overload » Wed Jul 01, 2015 8:15 am

I assume you're looking at a Detailed Analysis? Most tabs on the Detailed Analysis have a Portfolio Size selection at the top, which you can then change to the setting of your choice. If you don't see a large selection of Portfolio Size choices, it's possible they have been disabled from being created. To turn them back on, you can enter the Setups > Trade Settings menu, Detailed Analysis tab, and check the boxes in the Portfolio Size Generation section to include the ones you want. You'll then need to rerun your Detailed Analysis by right-clicking on the result in the Combination Results Listing and selecting "Run Detailed Analysis".

As for adverse effects, you will mostly need to evaluate the system and see how it performs. But one issue is that you'll be investing a smaller amount in each trade, which may make commissions consume a larger percentage of the profit per trade. Another issue is that the system may not produce enough signals to fill the larger portfolio size, leaving a larger percentage of the portfolio out of the market entirely. But again, evaluating the results of the larger portfolio size is the best way to see the details.

Pete
Overload
 
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Joined: Wed Nov 30, 2005 12:14 pm

Re: Portfolio size

Postby gmg733 » Fri Jul 03, 2015 9:03 am

Thanks Pete. Good points I did not think of. Will test soon. Thanks again.
gmg733
 
Posts: 44
Joined: Sat Jun 01, 2013 3:35 pm


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