Max portfolio loss per day?

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wilkinsw
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Max portfolio loss per day?

Postby wilkinsw » 02 Apr 2015

Could anyone kindly point me in the right direction for adding a daily portfolio level stoploss?

Is this possible?

Ie for all symbols and signals in a portfolio, if x% or x$ is reached then exit all at market.

Many thanks!

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MAtricks
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Re: Max portfolio loss per day?

Postby MAtricks » 02 Apr 2015

This might get you started..

Code: Select all


INPUTS:
PortfolioPctStop( 1 ) ;

VARIABLES:
Equity(0);

Equity = Portfolio_Equity;

SetStopPosition;
SetStopLoss((PortfolioPctStop/100) * Equity) ;

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ABC
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Re: Max portfolio loss per day?

Postby ABC » 03 Apr 2015

wilkinsw,

you can create something like this best within the Portfolio MoneyManagement signal. Monitor the portfolio equity in there and once your stop value is reached force the close of all positions and deny new entries.
https://www.multicharts.com/trading-sof ... M_Keywords

Besides that you can also do it within your individual entry signals, which can be done without the PMM Keywords, but less comfortable in my opinion.

Regards,
ABC
Could anyone kindly point me in the right direction for adding a daily portfolio level stoploss?

Is this possible?

Ie for all symbols and signals in a portfolio, if x% or x$ is reached then exit all at market.

Many thanks!


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