Multi-symbol portfolio EA
Consistent portfolio risk across correlated instruments
- Problem
- Manual management of multiple correlated instruments produced inconsistent position sizing, occasional aggregate-risk breaches, and time-consuming spreadsheet workflows for rebalancing and attribution.
- Solution
- A portfolio EA that normalizes instrument volatility, applies target-risk allocation with dynamic weights, enforces net-exposure and margin caps, and supports execution batching with optional rebalancing. Includes a dashboard for portfolio P&L, per-symbol risk contribution and attribution, plus exportable execution records for audit and post-trade analysis.
- Outcome
- Replaced manual spreadsheet processes with automated allocation and controls: consistent position sizing across correlated instruments, clearer attribution, and an auditable execution record.
- Deliverables
- Portfolio EA, dashboard, risk configuration, backtest template, user guide.