MultiCharts Easter Sale has jumped in! Up to 50% off Explore offers
+1 888 340 6572 GET STARTED
MultiCharts Project Management
previous_open_issue.png
Go to the previous open issue
previous_issue.png
Go to the previous issue (open or closed)
star_faded.png
Please log in to bookmark issues
feature_request_small.png
Open Feature request MC-1924

Speeding up the Portfolio Optimization No. 2

action_vote_minus_faded.png
4
Votes
action_vote_plus_faded.png
next_issue.png
Go to the next issue (open or closed)
next_open_issue.png
Go to the next open issue
Description

Hello, please allow to set a multiple portfolio optimization before a first portfolio optimization starts. E.g. you want to test 100 strategies. You cannot do this at once because it takes too long. Then you divide them into 5 times 20 strategies you can test in one portfolio optimization. After such an optimization the user defined criterias choosing the best portfolios ( 1 or an X number of his portfolios from the optimization table), should be saved into chosen portfolios. After the 5 (with 20 single systems each) portfolio optimization then all the chosen portfolios comes together in an overall portfolio optimization. In that way a large number of single trading systems can be handled for a portfolio optimization. Of course the user should define how he wants to define the several parts of a bigger portfolio optimization. This would save time. Actually all must be done by hands.
E.g. another approach could be that one single system with the best fit is chosen than a second single system is been added to a portfolio to see if this new portfolio is better than the first single system together. If not then the next one single system is chosen until all single systems has been grouped together to achieve a portfolio with the highes user defined fit. Also this can only be done by hands actually.

Please realize this feature request to save time for the user. There are a lot of advantages that comes up if this is realized. I cannot show them all here. I think it is even more important than request "Speeding up the Portfolio Optimization No. 1" because of more possibilities.

Steps to reproduce this issue

Hello, please allow to set a multiple portfolio optimization before a first portfolio optimization starts. E.g. you want to test 100 strategies. You cannot do this at once because it takes too long. Then you divide them into 5 times 20 strategies you can test in one portfolio optimization. After such an optimization the user defined criterias choosing the best portfolios ( 1 or an X number of his portfolios from the optimization table), should be saved into chosen portfolios. After the 5 (with 20 single systems each) portfolio optimization then all the chosen portfolios comes together in an overall portfolio optimization. In that way a large number of single trading systems can be handled for a portfolio optimization. Of course the user should define how he wants to define the several parts of a bigger portfolio optimization. This would save time. Actually all must be done by hands.
E.g. another approach could be that one single system with the best fit is chosen than a second single system is been added to a portfolio to see if this new portfolio is better than the first single system together. If not then the next one single system is chosen until all single systems has been grouped together to achieve a portfolio with the highes user defined fit. Also this can only be done by hands actually.

Please realize this feature request to save time for the user. There are a lot of advantages that comes up if this is realized. I cannot show them all here. I think it is even more important than request "Speeding up the Portfolio Optimization No. 1" because of more possibilities.

Comments (0)
History
Issue basics
  • Type of issue
    Feature request
  • Category
    Performance
  • Targeted for
    Not determined
  • Status
    Under Review
User pain
  • Type of bug
    Not triaged
  • Likelihood
    Not triaged
  • Effect
    Not triaged
Affected by this issue (2)
People involved
Times and dates
  • Posted at
  • Last updated
Issue details
  • Resolution
    Not determined
  • Severity
    Normal
Attachments (0)
There is nothing attached to this issue
Commits (0)
There are no code checkins for this issue
Duplicate issues (0)
This issue does not have any duplicates