R-Portfolio - a diversification method - page 6
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An Expert Advisor that automatically collects quotes and creates a CSV file for R-Portfolio (archive with the installation is attached to the last post on the previous page of this thread)
It is given as an example. It uses CFD symbols for shares index DJI-30 with tickers: AA, AXP, BA, BAC, CAT, CSCO, CVX, DD, DIS, GE, HD, HPQ, IBM, INTC, JNJ, JPM, KFT, KO, MCD, MMM, MRK, MSFT, PFE, PG, T, TRV, UTX, VZ, WMT, XOM
You need to open all of the above tickers charts on time frame D1, wait for data update (Internet should be connected) and on one of the charts to install an EA. The Expert Advisor will create a quote file r-portfolio-dji.csv in the folder path_to_terminal/experts/files
This is the file to be opened in the R-Portfolio application.
As soon as all the above instructions are executed, you will automatically become an investment analyst and advisor on high-liquid American securities.
The advisor is in the attached file:This is given as an example. CFD symbols are used for shares included in DJI-30 index with tickers: AA, AXP, BA, BAC, CAT, CSCO, CVX, DD, DIS, GE, HD, HPQ, IBM, INTC, JNJ, JPM, KFT, KO, MCD, MMM, MRK, MSFT, PFE, PG, T, TRV, UTX, VZ, WMT, XOM
That's it, as soon as all the above instructions have been followed, you automatically become an investment analyst and advisor on high-liquid US securities from that moment on.
The advisor is in the attached file:It is impossible to run a strategy on more than one instrument in MT4 tester.
But, theoretically, we can probably modify the Equity and Balance Indicator, i.e. include the portfolio in the form of virtual trades? Then we would be able to look through the portfolio equity directly in the indicator without any tester.
In the MT4 tester it is impossible to run a strategy on more than one instrument.
But theoretically, we could probably modify the Equity and Balance Indicator, i.e. somehow plug a portfolio as virtual trades into it? Then we would be able to look through the portfolio equity directly in the indicator without any tester.
In the MT4 tester it is impossible to run a strategy on more than one instrument.
But theoretically, we could probably modify the Equity and Balance Indicator, i.e. somehow plug a portfolio as virtual trades into it? Then we would be able to look through the portfolio equity directly in the indicator without any tester.
Can you bring an example on 30 Dow Stocks?
barli:
In the MT4 tester it is impossible to run a strategy on more than one instrument.
But theoretically, it is possible to modify the Equity and Balance Indicator, i.e. to somehow plug a portfolio in the form of virtual deals? Then it would be possible to view the portfolios equity directly in the indicator without any tester.
Can you bring me an example on 30 Dow Stocks?
R-Portfolio version 2.0. Installation in the attached file
Added the ability to identify portfolio adjustment to historical data. The following screenshot shows an example of portfolio formation for 30 stocks included in the Dow Jones Industrial Index based on quotes for the previous 30 calendar months - 10 quarters.
Why don't you write all this in mql5 and post the source code?
In MQL5, and even more so in MQL4 the code speed for such algorithms is too low, ie nothing good can be obtained in pure MQL, and at least a DLL has to be created. And it wouldn't make any sense anyway because portfolios don't need to be optimized in real time on every tick or on the bars of small timeframes.
And brokerage companies listings of financial instruments are so scarce that they are not suitable for creation of stable portfolios and are more suitable for history matching. About the quality of quotes better not to mention.