Trading a portfolio of currency pairs - page 2

[Boris]

alexx_v:
Am I missing something or has the Surgeon's Virtual Equity Indicator been doing the same thing for a long time now?

It doesn't seem quite right. The Surgeon's Equity counts at the close of each bar, but it's not very clear how to do it here.

Too bad there is no code :(

[[Deleted]]

But the point is the same, isn't it?

[Boris]

The point is the same, I think.

It would be interesting to hear a more detailed interpretation of the idea.

[Alexei Kharchenko]

BoraBo:

The average point value is the sum of all point values divided by the number of instruments.

Did I get that right?

Yes, that's right.

[Alexei Kharchenko]

BoraBo:

It doesn't seem quite right. The Surgeon is calculated by Equity at the close of each bar, but it is not very clear how it is done here.

Too bad there is no code :(

When you load the indicator, 2 vertical lines are created. The left vertical line is the starting point and indicates the opening time of the candle. The opening price level of the candle is the reference point for fixing the deviation of the price at each successive candle. By moving the right vertical line you can see the amount of deviation in pips for each instrument separately and total deviation of the whole portfolio.

The deviation for each instrument is calculated as the difference between the opening price of the starting candle and the closing price of the following candles.

         if(Mid.Points)
            delta = NormalizeDouble((close - open) / point * cost.point / cost.total.point ,0);
         else
            delta = NormalizeDouble((close - open) / point,0);  

The main difference from the Virtual Equity Indicator is that it is calculated in pips and there is an option to automatically select the variant that shows the maximum result for a given time frame.

[Alexei Kharchenko]

I have been trading a semi-automatic Expert Advisor that uses data from Portfolio Currency v2.
for 2 weeks now.
During this time I have tried different ways of trading. The results are on the picture.



I have decided on the following variant:
- simultaneous opening of positions for all instruments in the portfolio, using the indicator readings;
- Portfolio Currency v2 indicator is loaded on Hourly timeframe with optimization period of 25 bars ( Period.Opt parameter);



- a position grid of 300 pips in increments of 50 pips is built for each instrument;
- the positions shall be closed when the total calculated profit of 50 p is reached .

The calculated profit is calculated according to the formula:
Profit = all.cost * Total.TP / Num.Para
where,
all.cost += Instrument point value * Instrument position volume,
Total.TP - total profit in points,
Num.Para - number of instruments in the portfolio.



In the third line of the upper right corner the following information is displayed: calculated profit in the deposit currency, upon achievement of which all positions are closed, current profit level for positions with a specified magic, total number of open positions with a specified magic.

Login : 1306481
Investor : 8gumonc (read only password)
Server - InstaForex-Demo.com

[ZZZEROXXX]

how is it a width of 300p and a step of 50p? how do you calculate the lot for each pair?

[Дмитрий]

Can't download, the archive is broken. Please re-download it.

[Alexei Kharchenko]

grell:
Can't download, the archive is broken. Please re-download it.

Tried to download... Everything works and unzips...

[Дмитрий]