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An advisor that is not afraid of a margin call. Who would like to try it out? - page 4

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No, there's certainly something to that logic. The analogy with the cistern is a good one. Well, let's wait for all 3 pairs to go straight up. Although theoretically it is possible to optimize this system for flat condition. Anyway, let's test it.
The advisor is a beauty! It would be terribly interesting to see\modify the code

i got another way to trade (like trawl posiiiii, there is closing on the signal, there is a side TP and SL, and here is the way of Yuri Reshetov, this way =).... i wonder what is taken for the first signal or do you set it yourself? because logically there should be a constant presence of orders, which is not observed in your demo account

i did not even immediately notice the smoothness of closing - that is the only factor for slow withdrawals

Actually, in flat trad es, something like slow sinking with frequent insignificant rises in equities should occur! (flat is the period within which closure of the profit drawdown does not manage to trigger)

The movement in our direction and we lose deposits at a rate of 0.75% in 1 point, ie after 10pp it will be around 7%, after 20pp around 9% and so on. Therefore, we need a long smooth movement in the wrong direction to withdraw (numbers approximately did not count)

however, when you move in our direction - we have a real money incubator working at a frantic rate of 0.75% in 1pp i.e. in 10pp 8%, in 20pp it is around 18%.

all above calculated without swaps etc. and very approximately for the level of 133%

interesting to test with a level okalo 250-700

Btw: or i got it wrong again

Mathemat >> :

In any case, Yura has again produced something non-trivial - even if it is a mistake.

I had it all figured out in theory. In fact, the wrong assumption was that the Expert Advisor would not be viable.


Let's take any Expert Advisor with MM of % of securities. Let's measure the margin level after opening a position and see that this MM also controls the margin level at one constant value. However, it is not necessary to measure it empirically, but we can prove it analytically: since the volume of a position to be opened is directly proportional to the deposit, the margin is also directly proportional to it and hence the margin level is constant.


As a result, it turns out that the EA in question has on board nothing but the non-adjusted portfolio (multicurrency) trading method. I.e. for each currency pair it simply gives 25% risk of a deposit.


Consequently, all that remains is an Expert Advisor to be adjusted:


1. Picking up direction to enter the market, not only short positions

2. In the formula for calculating volumes: double orders = equity / (4.0 * MarketInfo(Symbol(), MODE_MARGINREQUIRED) - count; - we have to make changes, i.e. : orders = risk * equity / MarketInfo(Symbol(), MODE_MARGINREQUIRED) - count;, where risk is % of deposit at risk.


The result is portfolio management, but with a much more simplified method than Harry Markowitz's and implemented in a primitive algorithmic MQL4

Why is the EA multi-currency? Why can't the proposed MM be tested on one instrument and then tested?
I think this is the calculation. but the single-currency version, as well as the version that only buys, would be good for tests. and another suggestion to the author. try to test it on triangles like gbpusd-usdjpy-gbpjpy or something similar.
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Gans-deGlucker писал(а) >>
The multicurrency will probably take longer to drain when moving against it.
Not with this selection of pairs) The calculation is just the opposite
And to clarify, trades are opened in a minute interval, and in a minute a margin call is theoretically possible. also in the case of gaps, mk is also possible. but this does not diminish the advantages of this MM.
The pairs chosen here are just for example as it seems to me. with the same marginal deposit.
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multicurrency..... it's good, father-in-law......
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