Removing bots from a portfolio
Dec 26, 2024 at 05:42
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3 Replies
Tham gia từ Dec 21, 2023
3bài viết
Dec 26, 2024 at 05:42
(đã sửa Dec 26, 2024 at 00:32)
Hi, I have s portfolio of bots. Currently I monitor each of them monthly or annually, if the loss is greater than the maximum historical drawdown I remove it from the portfolio. What do you think about this aproach?
What mechanisms do you use to determine when to remove bots from a portfolio?
What mechanisms do you use to determine when to remove bots from a portfolio?
Tham gia từ Dec 17, 2024
33bài viết
Dec 27, 2024 at 11:34
Your approach sounds nice for risk management. I monitor the metrics like profit metrics and win rate for performance consistency to decide if a bot should stay in the portfolio.
Tham gia từ Dec 02, 2024
48bài viết
Dec 30, 2024 at 04:47
I would also monitor each bot's performance under various market circumstances. Even if drawdown restrictions aren't being reached, I believe persistent underperformance can occasionally be an indication that it's time to move on. Aside from drawdown, do you track anything else?
Tham gia từ Dec 21, 2023
3bài viết
Dec 30, 2024 at 11:52
I currently have 74 bots running. After a year of launching all the bots, this month I did the backtest (10 years) again of each bot to see if it has deviated much from its historical performance. I have only removed one due to poor performance. At the moment I look at the drawdown of each bot, and monitor changes in market conditions that could cause SL to be activated, measured in pips.
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