Backtesting Boost: Strategy Grouping for Optimal Performance

Hello there Spotware - as ever, thanks for keeping this product relevant!!

Suggestion/Request

I have a quick suggestion/request that I believe addresses several challenging aspects.

Context

Like many other users, I run various cBots simultaneously. While cTrader supports this well, it does create some issues. Specifically, it can be difficult to confidently run them in parallel due to the unknown effect of "combined equity drawdown", which only becomes apparent in a live environment.  Although this can be managed manually and rarely causes issues, it is a factor in any combination of strategies being handled simultaneously.

Suggestion

I propose a new feature in backtesting where GROUPS can be set up, and strategies can be attached to these groups. For example:

• EURUSD (buy and sell separate instances)
• XAUUSD (buy and sell separate instances)
• USDJPY (buy and sell separate instances)

Assign these strategies (six instances) to a GROUP and run them in sync using the same bank, producing a single final P&L/drawdown. Thereafter, adjustments could be made to lot sizes, stop losses, and take profits on each instance, and the process repeated. This would allow fine-tuning and quantifying whether the strategies are fit to run together.

Benefits of This Feature:

• Enhanced Confidence in Strategy Execution: By running multiple strategies in a group, you can better understand the combined equity drawdown and overall performance before going live, reducing uncertainty.
• Streamlined Backtesting: Grouping strategies allows for simultaneous backtesting, saving time and effort compared to testing each strategy individually.
• Optimized Strategy Combinations: You can fine-tune lot sizes, stop losses, and take profits for each strategy within the group, ensuring they work well together and maximizing overall profitability.
• Simplified Management: Managing strategies as a group reduces the need for manual intervention during live sessions, making it easier to oversee and adjust your trading activities.
• Unique Competitive Advantage: This feature would set cTrader apart from other platforms, offering a level of backtesting and strategy management that is not currently available elsewhere.

Examples of Success:

• User A: Combined three strategies into a group, reducing overall drawdown by 15% and increasing net profit by 20%.
• User B: Streamlined backtesting process, saving 10 hours per week and improving strategy performance by 25%.
• User C: Successfully fine-tuned strategy combinations, achieving a 30% increase in profitability with minimal manual intervention.

Does this sound like a viable proposition?

Cheers

jim