Adventures in Automation

Two more signals fired! I am in an interesting state because I had a hold over position from the previous portfolio that my current portfolio in AlgoTerminal does not "know about" and is not counted toward my risk limits. The two new positions put me at 5 positions so I sold one. Here is the new position I kept.

Long 2 NQ contracts at 7204.50 for 15 minute bar strategy

Stop order at 7158.75
Limit order at 7335.75
Exit after 60 bars

Currently Long 2 ES and 6 NQ.
 
fan27 said:
Long 1 NQ contract at 7001 for 30 minute bar strategy

Stop order at 6921.25
Limit order at 7269.50
Exit after 130 bars
More...
I went ahead and exited this NQ trade from the previous portfolio as it was getting to much to manage manually exiting positions that exceeding the risk limit.

Exit at 7234
+ $4660
 
Long 3 ES contracts at 2798.75 for 15 minute bar strategy

Stop order at 2783.00
Exit after 130 bars

Currently Long 5 ES and 6 NQ
 
Haven't followed thread super closely so apologies if it has been asked, but what's your approach to risk management in these cases when you carry lots of correlated instruments with the same bias? Is the fact that your strategy portfolio contains very diverse signals/stop levels sufficient to rely on?
 
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