Pine Script Part 9: Multi-Strategy & Portfolio Algo System

The true power of algo trading comes from running multiple strategies together, forming a portfolio-level system.

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1. What Is a Portfolio Algo?

• Runs multiple strategies
• Allocates weights
• Distributes risk
• Manages multiple symbols
• Tracks portfolio equity

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2. Why One Strategy Is Not Enough?

Single strategy ≠ stable system.
Portfolio = stability.

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3. Multi-Strategy Model in Pine Script

trendFast = ta.ema(close,20)
trendSlow = ta.ema(close,50)
trendLong = ta.crossover(trendFast,trendSlow)

mom = ta.rsi(close,14)
momLong = mom > 60

mr = ta.sma(close,10)
mrLong = close < mr - ta.atr(14)

signal = (trendLong?1:0)+(momLong?1:0)+(mrLong?1:0)

if signal>=2
    strategy.entry("Long",strategy.long)

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4. Portfolio Risk Management

riskPerTrade=0.005
atr=ta.atr(14)
pos= strategy.equity*riskPerTrade/(atr*2)

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5. Multi-Symbol Integration

btcTrend=request.security("BINANCE:BTCUSDT","60",ta.ema(close,50))
ethTrend=request.security("BINANCE:ETHUSDT","60",ta.ema(close,50))

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6. Bot-Level Portfolio Execution

{
  "signal":"PORTFOLIO",
  "positions":[
    {"symbol":"BTCUSDT","side":"BUY","weight":0.5},
    {"symbol":"ETHUSDT","side":"BUY","weight":0.3}
  ]
}

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7. Portfolio Signal Fusion

trendSig = ta.crossover(ta.ema(close,20),ta.ema(close,50))?1:0
momSig   = ta.rsi(close,14)>55?1:0
volSig   = ta.atr(14)>ta.sma(ta.atr(14),50)?1:0
mrSig    = close<ta.sma(close,20)-ta.atr(14)?1:0

portfolioScore = trendSig+momSig+volSig+mrSig

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8. Portfolio Equity Tracking

var float portEquity=strategy.equity
portEquity:=portEquity+strategy.netprofit
plot(portEquity)

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9. Premium Importance

https://sancoqhub.com/go/tradingview

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10. Conclusion

You now understand multi-strategy architecture.
Next: Part 10 – Quant Performance & Hedge Fund Backtesting