Is this the correct layout for portfolio?

[gooseman]

Hello

I've tested 2 systems INDIVIDUALLY. System A backtested over 10 years of 500 trades. System B backtested over the same 10 years with 500 trades. So when bringing both systems under 1 portfolio, you'd expect 1000 trades? wrong! I'm getting fewer trades on the same time range of data!

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Here are my tester settings. using fixed lot 0.01 with a starting balance of 25k to ensure no margin issues. There are no errors in the journal. more specifically, market not open error is handled by the time block.

So my question is, for multi timeframe\currency portfolios. Would this be the correct block structure?

Heres the project https://fxdreema.com/shared/PWGYDrfhc

[sktsec]

A opens trades when no A, B positions
B opens trades when no A, B positions
A closes A, B positions
B closes A, B positions
Result: open less number of trades and close trades earlier

[gooseman]

@sktsec said in Is this the correct layout for portfolio?:

A opens trades when no A, B positions
B opens trades when no A, B positions
A closes A, B positions
B closes A, B positions
Result: open less number of trades and close trades earlier

by keeping the market block on top of the strategy, shouldnt it be its own "universe" meaning A closes only A positions because its under the market "universe"? in other words, local and not global?

[gooseman]

okay ive figured it out. if you have multiple systems in one EA, you have to fill out all symbol parameters with the symbol its trading.