Rule based trading

Creating and Editing a Portfolio Strategy

You create a new portfolio strategy via the context menu in the tree view of Rule-based Trading. When creating a portfolio strategy, the following properties are configured:

After the portfolio strategy has been created, asset classes and securities can be added as child nodes.

Adding Asset Classes

Via the context menu of the portfolio strategy you can create a new asset class as a child node using Add asset class. Each asset class receives a percentage Weighting that defines the target share of this asset class in the overall portfolio. The sum of all weightings should ideally equal 100%.

Adding Securities

Within an asset class, you can add individual securities via Add strategy security. The available securities come from the watchlist linked to the parent portfolio strategy.

Assigning Strategies

Strategies can be assigned both at the asset class level and at the security level. Via Create Strategy in the context menu, a dialog opens where the desired strategy type is selected. Depending on the strategy type, different configuration fields appear. Detailed information about the individual strategy types can be found under Strategy.

graph TD
    A["Portfolio Strategy<br/>(Name, Watchlist, Max. Investment)"] --> B["Asset Class<br/>(Weighting %)"]
    A --> C["Asset Class<br/>(Weighting %)"]
    B --> D["Security<br/>(from Watchlist)"]
    B --> E["Security<br/>(from Watchlist)"]
    D --> F["Strategy"]
    E --> G["Strategy"]
    C --> H["Security<br/>(from Watchlist)"]
    H --> I["Strategy"]