EA Portfolio Dashboard — Multi-Strategy Exposure and Correlation Analyzer
The EA portfolio dashboard shows what your strategies are doing together, not just individually. Add each open position from every MT4 and MT5 terminal and the dashboard computes net exposure per symbol, flags correlated strategies that share a currency axis, scores your diversification, and estimates portfolio margin. The most common portfolio mistake — three strategies holding the same dollar view while the trader believes they are diversified — becomes visible in one screen.
How the EA Portfolio Dashboard Works
Every position is reduced to three facts: the symbol, the direction and the lot size. The dashboard aggregates positions by symbol to find net exposure, scans for correlation traps (positions sharing a base or quote currency in the same direction), computes gross and net portfolio exposure, and estimates margin from your contract values and leverage. Correlation analysis identifies strategies that move together: if three of your five EAs enter long EURUSD, EURGBP and GBPUSD positions simultaneously, you are not diversified — you hold one large dollar view split across three vehicles.
Add positions above to analyze portfolio exposure, correlation and margin.
‘;return} var bySym={},usdNet=0,corrFound=[],gross=0,names={}; function ccyDir(sym,ccy){ var s=SYMS[sym];if(!s)return 0; if(s.base===ccy)return 1; if(s.quote===ccy)return -1; return 0; } active.forEach(function(r){ var s=SYMS[r.symbol];if(!s)return; var d=r.dir===’long’?1:-1; bySym[r.symbol]=(bySym[r.symbol]||0)+d*r.lots; names[r.symbol]=names[r.symbol]||{}; names[r.symbol][r.dir]=(names[r.symbol][r.dir]||0)+r.lots; gross+=r.lots; usdNet+=ccyDir(r.symbol,’USD’)*d*r.lots; }); var keys=Object.keys(bySym); var seen={}; for(var i=0;i<active.length;i++)for(var j=i+1;j0){ var key=[a.symbol,b.symbol].sort().join(‘|’); if(!seen[key]){seen[key]=1;corrFound.push([a.symbol,b.symbol,shared])} } } var score=100; keys.forEach(function(k){if(names[k].long&&names[k].short)score-=15}); score-=Math.min(60,corrFound.length*12); var usdFrac=Math.abs(usdNet)/gross; if(usdFrac>0.7)score-=15; else if(usdFrac>0.5)score-=10; if(keys.length>=4)score+=5; score=Math.max(5,Math.min(100,Math.round(score))); var verdict=score>=70?’Well diversified’:(score>=40?’Moderate concentration risk’:’Concentrated — review before deploying’); var vcolor=score>=70?’#1e8e3e’:(score>=40?’#e6a817′:’#c0392b’); var lev=parseInt(document.getElementById(‘pd-lev’).value); var balance=parseFloat(document.getElementById(‘pd-balance’).value)||0; var notional=0;active.forEach(function(r){notional+=r.lots*(SYMS[r.symbol]?SYMS[r.symbol].unit:100000)}); var margin=notional/lev; var marginPct=balance>0?(margin/balance*100):0; var symRows=keys.map(function(k){ var v=bySym[k];var net=v>0?’long ‘+fmt(Math.abs(v))+’ lots’:v<0?'short '+fmt(Math.abs(v))+' lots':'flat'; return 'Correlation flags (‘+corrFound.length+’): ‘+corrFound.map(function(c){return c[0]+’ / ‘+c[1]+’ (same ‘+c[2]+’ direction)’}).join(‘, ‘)+’ — these share a currency axis in the same direction and are one exposure split across vehicles.
‘):’No same-direction currency overlaps found.
‘; var hedge=keys.filter(function(k){return names[k].long&&names[k].short}); var hedgeHtml=hedge.length?’Hedged symbols: ‘+hedge.join(‘, ‘)+’ — opposite positions reduce net exposure but consume margin on both sides.
‘:”; var warn=(marginPct>30)?’Estimated margin is ‘+fmt(marginPct,0)+’% of balance. A full-basket adverse move could trigger margin close-out — check your broker’s real margin before this becomes live risk.
‘:”; var usdTxt=usdNet>0.005?’net long USD ‘+fmt(Math.abs(usdNet))+’ lots’:usdNet<-0.005?'net short USD '+fmt(Math.abs(usdNet))+' lots':'flat on USD'; res.innerHTML= '‘+score+’/100
‘+verdict+’
‘+fmt(gross)+’ lots
0.5?’#e6a817′:’inherit’)+'”>USD-axis exposure
‘+usdTxt+’ (‘+fmt(usdFrac*100,0)+’% of gross)
‘+money(margin)+(balance?’ (‘+fmt(marginPct,1)+’% of balance)’:”)+’
‘+active.length+’ positions across ‘+keys.length+’ symbols
| Symbol | Net exposure |
|---|
Margin uses default contract values (100,000 units for forex, ~2,600/oz for gold, index estimates). Confirm actual margin rates with your broker. Past performance is not indicative of future results.
‘; } document.getElementById(‘pd-lev’).addEventListener(‘change’,pdRun); document.getElementById(‘pd-balance’).addEventListener(‘input’,pdRun); pdPreset(‘balanced’); })();Who Should Use the Portfolio Dashboard
Any trader running more than one expert advisor should analyze the portfolio before every deployment decision. This tool is for multi-EA traders on MT4 and MT5, funded and prop-firm accounts with net-exposure limits, copy-trading platforms managing follower positions, and traders consolidating strategies from different vendors. If you run a single EA you may not need portfolio analysis yet — but the moment you add a second strategy, this dashboard becomes the check you run before going live.
Portfolio Dashboard Methodology
The dashboard aggregates every open position by symbol, tracking direction and size so that long and short positions offset into a net exposure. Correlation is flagged structurally: any two positions sharing a base or quote currency in the same direction are treated as one directional view — including the USD axis, where a long EURUSD and a short USDCHF are both short-USD positions and therefore one exposure, not two. The diversification score starts at 100 and deducts for hedged symbols (15 per symbol), correlated same-direction overlaps (12 per pair), and USD-axis concentration above 70 per cent of gross exposure (15, or 10 above 50 per cent), with a small bonus for breadth across four or more symbols. The margin estimate divides total contract notional by your leverage and is a planning figure, not a broker quote. See the portfolio trading guide for the full correlation framework, and Start Here for the deployment workflow this analysis feeds into.
Frequently Asked Questions
What does the EA portfolio dashboard analyze?
Add every position your strategies currently hold across all MT4 and MT5 terminals. The dashboard computes net exposure per symbol, total gross exposure, correlation warnings between strategies that share a currency axis, and a margin estimate for the whole portfolio.
How does the dashboard detect correlated strategies?
It flags positions that share a base or quote currency in the same direction. Long EURUSD, long GBPUSD and long AUDUSD are three positions holding the same dollar view — the dashboard counts these overlaps and penalizes them in the diversification score.
Does the portfolio dashboard work with EAs from other vendors?
Yes. The analysis is position-based, so it works regardless of where the strategy came from. AlgoTM EAs additionally report natively with full granularity through the platform dashboard.
Is the margin estimate accurate enough for live trading?
The margin estimate uses your contract values and leverage, so it is a useful planning number. Always confirm against your broker’s actual margin requirements before deployment.
Risk disclosure: Trading foreign exchange, commodities, CFDs and cryptocurrencies carries a high level of risk and may not be suitable for all investors. Past performance is not indicative of future results. AlgoTM provides trading tools and technology only and does not provide investment advice, portfolio management or guaranteed returns.