Trading a portfolio of currency pairs - page 6
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Something has been done for MT5.
In the Expert Advisor, specify the fraction of the deposit, which should be used when trading for each of the currencies.
If the fraction is less than zero, then the Expert Advisor will sell this currency, if it is more than zero, then it will buy. Zero means that we will not trade this currency.
I decided not to bother with cross rates, because I think it is not very interesting :) Only buy or sell dollar for different currencies.
It turns out that there are really such combinations of shares, at which a stable profit is obtained. I can't even believe it.
If OnlyOpenBar (Trade only at bar opening) = true, then trades will be executed only once per candle.
If OnlyOneDeal (Only one trade) = false, the trade will be executed according to Reshetov's design (flush WC).
If you want to see only 1 trade per currency, set OnlyOneDeal = true
I recommend optimising shares from -5 to +5 in increments of 1, initial deposit 10000$
Here are some optimization results for the year. But this is only the beginning. On my laptop this will be optimised for 2 years. Can anybody help me?
Example of translation of raw data from kharko's table into mine
But the result is worse than its indicator draws :(
I'm working on it now......
Eugene, what is the point of testing and optimising an EA if this is already history and it will not repeat....
I'm interested in the general trend of the instrument portfolio and its correction. All this is shown by the indicator and there is no need to optimise it in any way.
In the picture dollar pairs are shown from the beginning of the year. The trend direction is defined for each instrument. There is a peak of 5270 points. There is a maximal drawdown 2596 points.
EvgeTrofi:
On my laptop this will be optimised for 2 years. Can anyone help?
http://r-portfolio.sourceforge.net/
Expert Advisor unloading quotes for R-Portfolio on mq4 can be downloaded from: https://www.mql5.com/ru/forum/125679/page6
Eugene, what is the point of testing and optimising an EA if this is already history and it will not repeat....
I am interested in the general trend of the portfolio and its correction. All this is shown by the indicator and there is no need to optimise it in any way.
On the picture dollar pairs are from the beginning of the year. The trend direction is defined for each instrument. There is a peak of 5270 points. There is a maximal drawdown 2596 points.
http://r-portfolio.sourceforge.net/
The mq4 R-Portfolio Downloadable Quotes Expert Advisor can be downloaded from: https://www.mql5.com/ru/forum/125679/page6
Well, how do you find the best portfolio? You can't open all pairs with the same lot, can you? You have to find the best one.
And how to select the best portfolio? Not all pairs should be opened with the same lot, right? You have to find the best one.
First, we should determine the starting point for the indicator. It can be the opening price of the day, week, month or year.
The longer the time period, the higher the risk. Let's take the opening price of the day, for example.
The peak is 1042 points. The drawdown is 172 points.
My variant is simple: we open positions according to the indicator, take profit, correct the direction according to the indicator, open new positions.
If we hit a long correction, we open new positions in the same direction according to the levels of the indicator. For example, the balance curve was corrected by 300 points. All positions are closed when total profit is obtained. We can define the number of levels, for example, 5.
Total deposit should move against 5 * 6 / 2 *300 points = 4500 points by the indicator.
There are 10 instruments in the portfolio. Each of them accounts for 450 points - it is the maximal grid width. We divide it by 5 and obtain the 90 points step of the grid. Now we calculate the position volume for each instrument (see Grid and grid systems, Risk Management, 2-nd page).
I gave my considerations on the 2nd variant above - using Reshetov's development.