Author Topic: more than 10 pairs in one portfolio?  (Read 1444 times)

don martin

  • Newbie
  • *
  • Posts: 3
  • Karma: +0/-0
more than 10 pairs in one portfolio?
« on: February 25, 2023, 02:13:52 am »
Hi

I seem to be unable to have more than 10 pairs in one stratregy.
How can I increase this number?
(slots = 100)
from database query - search - more - more - more - add to profile -->> only 10 are added....

Thanks 

Don

admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 336
  • Karma: +13/-0
    • Pair Trading Lab
Re: more than 10 pairs in one portfolio?
« Reply #1 on: February 26, 2023, 03:39:03 pm »
Hi,

the number of pairs per portfolio is virtually unlimited, I think the problem in your case is that you are attempting to add pairs sharing a leg with other pairs in the portfolio, so make sure you check this out...

Example: If you already have pair AAA/BBB in the portfolio, you won't able to add AAA/CCC, CCC/AAA, BBB/CCC, CCC/BBB, ...

don martin

  • Newbie
  • *
  • Posts: 3
  • Karma: +0/-0
Re: more than 10 pairs in one portfolio?
« Reply #2 on: February 26, 2023, 11:35:40 pm »
OK, I see the limitation now.

However, why is this imposed?

Why not enable this multiplicity, on the basis that the first AAA to enter trade will then block all other AAA combinations?
This will enable me to track multiple combinations of AAA, and trade the first pair to reach entry signal.
The next time it will most probably be a different combinations of AAA to reach entry signal.


Thanks, Don


admin

  • Administrator
  • Sr. Member
  • *****
  • Posts: 336
  • Karma: +13/-0
    • Pair Trading Lab