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Portfolio: PriceChannelExpert and others - page 3

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Sergey Golubev
Moderator
114839
Sergey Golubev  
fizzleboink:
What about a portfolio money manager script that automatically controls lot size for trades. So as your equity grows, so does your average lot size amongst all of your EA's, thus achieving the effect of compounding (rather than always doing the 0.1 lot that is used in testing). Note also that it could also adjust lot sizes based on your acceptable risk (low risk = smaller lots), but still have it grow as the account equity grows (or shrink as your equity shrinks).

The portfolio manager could also have an "Order Desk" to make sure only one EA is trying to place an order at a time (a queue is kept for all order requests).

The portfolio manager script could also generate reports, etc.

What do you think? Is this do-able within MT4?

Each EA should have its own money management system. Because they are very different. And I am generating the reports using some other scripts.

But if we want to create the fully automated service so you suggestion may be very usefull. I mean Service. Not the testing results as we are doing now.

Let's concentrate on the EAs creating, backtesting and sorting them out first. And then we will have the next step.

I will post more EAs with pre-set files. But I need help to sort them out for portfolio.

Sergey Golubev
Moderator
114839
Sergey Golubev  

More to follow

So we finished with PriceChannelExpert. We have pre-set files for D1 and H1 timeframes. All that I need just to finish with pre-set fi;es for other pairs than GBPUSD on D1 timeframe (we have everything for H1 with this EA but we need more pairs on D1 timeframe). I will edite my first post on this thread later on.

More to follow.

I just visited this thread and Igorad created some good EA posted in this thread.

Now he improved his EA. He said to me: "I try to improve SimpleBreak...Expert by L.Williams systems. I have developed new version with calculation of Traders Power instead Daily Range."

So please find TradersPowerExpert_v1 (attached).

Edited: Please find the new version attached (TradersPowerExpert_v1.1).

Edited once again: Please find the new version (final one and fully corrected and fixed) - TradersPowerExpert_v1.2. Please use this version only.

Sergey Golubev
Moderator
114839
Sergey Golubev  

TradersPowerExpert_v1

GBPUSD.

H1 timeframe.

Preset file tpe_h1_gbpusd_nomm_pre-set (attached).

No MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 2.10.

GBPUSD.

H1 timeframe.

Preset file tpe_h1_gbpusd_mm_pre-set (attached).

MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 3.20.

Fast_cris
292
Fast_cris  

Thanks for EA new,

What is the best settings for the EA... is by default? or you can put the preset file.. please!!

Fast_cris

Fast_cris
292
Fast_cris  

sorry last post

Sergey Golubev
Moderator
114839
Sergey Golubev  

TradersPowerExpert_v1

GBPUSD.

M15 timeframe.

Preset file tpe_m15_gbpusd_nomm (attached).

No MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 2.93.

GBPUSD.

M15 timeframe.

Preset file tpe_m15_gbpusd_mm.set (attached).

MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 04/08/2004 till 28/04/2006,

Profit factor 3.92.

Sergey Golubev
Moderator
114839
Sergey Golubev  
Fast_cris:
Thanks for EA new,

What is the best settings for the EA... is by default? or you can put the preset file.. please!!

Fast_cris

I am doing absolutely the same thing as with PriceChannelExpert. I am optimizing the settings, posting pre-set files with backtesting results.

I am doing it for the possible future portfolio decision.

Sergey Golubev
Moderator
114839
Sergey Golubev  

TradersPowerExpert_v1

USDCHF.

H1 timeframe.

Preset file tpe_h1_usdchf_1lot_nomm (attached).

No MM.

1 lot size.

Pending orders.

Every tick, modeling quality 90%,

since 06/07/2004 till 28/04/2006,

Profit factor 1.50.

USDJPY.

H1 timeframe.

Preset file tpe_h1_usdjpy_1lot_nomm (attached).

No MM.

1 lot size.

Pending orders.

Every tick, modeling quality 89.99%,

since 06/07/2004 till 28/04/2006,

Profit factor 1.43.

FXGuy2000
299
FXGuy2000  

NewDigital, do you need to use other indicators with this EA in order for it to work?

Sergey Golubev
Moderator
114839
Sergey Golubev  
FXGuy2000:
NewDigital, do you need to use other indicators with this EA in order for it to work?

No.

I did backtesting and indicator's folder in Metatrader was almost empty (just standard indicators).

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