Is there a need for a lock in MT5? - page 67

 
Entering micro-nano lots on 99% of MT4-DCs is an unproblematic task for those DCs. In reality, entering small lots means a serious load on the trading server, and brokers do not go for it honestly (without aggregation of positions and, consequently, deterioration of execution), including banks and other market participants. For example, on Currenex the min. lot is 40 000(0.4 lots in MT4)
 
Mischek >>:


Я не об этом

Вы полагаете лок нужен

Некоторые полагают лок не нужен,т.к. работает идея а не лок и тотже результат на тойже идее можно реализовать не используя лок, переписав код

Не важно прибыльный участок или убыточный, результат без лока будет такойже или иной

Вы об этом узнаете из тестера

Сергей об этом узнает из тестера и мог бы сообщить нам, если Вы не против и больше ничего

Ну так да?

Of course. No problem. Only how much testing would he have to do to find the right parameters on his own, if there are about 30 of them? According to him: with any parameters the result is the same. Here is this comparative characteristic - before the change of the EA and after the change with equal (even negative) parameters, and we can provide it. I do not mind.

 
getch >>:
Как такую простейшую ситуацию разрулить без лока?

Excuse me, but if I understand you correctly, do you think that you can somehow exit a losing position by sitting it out and using lots to reduce the drawdown?

 
religare >>:

сколько ему придется тестировать, чтобы найти самостоятельно подходящие параметры, если их около 30?


Suitable for what? I don't understand.
 

For the tester, conversion of any strategy to the netting strategy is done elementary:

You just need to write your own MyOrderSend, MyOrderModify, MyOrderClose, MyOrderDelete, MyOrderSelect, MyOrdersTotal, which make all trades virtually, and translate the balance into real trades. This is how any API is written. The MT4 tester itself is also implemented.

Then you only need to replace the corresponding functions with My-functions in any strategy.

This will always work, except for the case of MinLot.

The same approach can also be implemented for porting MQL4->MQL5 for the MT5 tester. It will work without any problems. But it will not work for real trading due to unreliability of storing information on virtual trades.

 
SProgrammer >>:

Простите, но если я Вас правильно понял, Вы, полагаете, что с помощью локов как-то можно выйти например из убыточной позиции путем пересиживания и при этом как раз с помощью локов снизить просадку?

You have misunderstood me. I wrote above how elementary any strategy (with the possible occurrence of locks) can be translated into a net strategy with identical results.

The MinLot nuance, on the other hand, shows that there is a situation where a lock cannot technically be solved by the net approach.

 
getch >>:

Вы меня неправильно поняли. Выше написал, как элементарно переводится любая стратегия (с возможным возникновением локов) в нетто-стратегию с идентичным результатом.

Нюанс же с MinLot показывает, что есть ситуация, когда лок не решить технически нетто-подходом.

Yeah, OK, I must have read it diagonally...

With minlots, yes, also understandable, but they are minlots, aren't they? :)

 
SProgrammer >>:

Ага, OK, я видимо прочитал просто по-диагонали...

С минлотами, да, тоже понятно, ну ведь они же и есть мин. :)

The virtual order approach was necessary in this EA because of the strategy's criticality for accurate calculation of position sizes and the necessary implementation of PartialFills. The problem with the MinLot was purposely "solved" there in the following way (example for MinLot = 0.1):

there is a BUY position of 9.3 lots, we need to open a Sell position of 9.25

after some manipulations, the result was as follows:

there are two positions hanging: BUY 0.15, Sell 0.1.

There is no other way.

Since I mentioned the new MT4 partialfills, I do not see any other, different from virtual position entry, ways to correctly handle such situations. That is why, in particular, I have done so in my Expert Advisor. And again, I will mention that the reliability of the database of virtual positions is a big problem. Which is particularly acute and has not been solved on MT5.


 

I think those programmers who will be the first to write an API in MQL5 with the following features

  • Automatically convert MQL4 to MQL5
  • Automatically translate (I wrote about it here) MQL5-advisors into independent MQL5-advisors.

get excellent profit from selling their (uncomplicated) software product.


I wrote above how to write such an API.

 
Mischek >>:


Подходящие для чего ? не понял

For the selection of profitable parameters.

Reason: