trading-risk-portfolio

You can automate risk analysis and position sizing for an EA portfolio by running a command that passes your account equity and EA name to calculate exposure based on fixed fractional, Kelly criterion, or ATR-based methods.

Stress testing for EA portfolios evaluates automated trading performance across different market regimes like trending, ranging, high volatility, and crisis states. It applies regime-aware adjustments to simulate how strategies respond to changing conditions.

Yes, MetaTrader 5 supports correlation-based exposure management for multiple running EAs. This Skill collects statistics from active EAs and manages exposure to prevent over-concentration in correlated positions across the portfolio.

Yes, you can calculate position sizing using both the Kelly criterion and ATR-based methods. The tool applies these sizing techniques based on your account equity, risk preferences, and current market conditions to determine trade volumes.

The best way to run stress tests without manual calculations is to execute the tool via command line with your account equity and EA name. It automates the collection of EA statistics and applies regime-aware adjustments for comprehensive risk evaluation.

Yes, you need MetaTrader 5 and its associated environment installed for EA execution. The automated position sizing and stress testing scripts depend on the MetaTrader 5 platform to collect statistics and apply risk management calculations.