Why valenok2003 is against MT5 - page 12
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Your lot and netting strategy has a different number of lots. Therefore the result is different.
I have the same number of lots - therefore the result is the same.
I will repeat the question again - give me calculations, when the same number of lots has a different result.
As you say here:
Are we exactly talking about the same thing?
Variant 1: buy sell entry, place buy sell pauses.
Variant 2: we put pauses for 2 buy 2 sell.
Let all lots be in both variants.
The 1st total is 117 and the 2nd total is 124. Can you show the same result without modifying conditions?
Good evening, I haven't got into MT5 yet, but from what you've written I understand that two different TS,
but on the same pair, will it be impossible to work at the same time?
If one opens a buy and the other opens a sell, what happens?
Why prohibit by software what the broker or trading rules do not prohibit?
Good evening, I haven't got into MT5 yet, but from what you've written I understand that two different TS,
but on the same pair, will it be impossible to work at the same time?
If one opens a buy and the other opens a sell, what happens?
Why prohibit by software what is not forbidden by the broker or the rules of trading?
It's like MT4, but only at most with one order, all subsequent manipulation results in a modification of that one order. This one order is now called a position. Options:
There is no OCO, there is an option to keep all of the accounting (who opened, when to close, and how much) independently (not on the server side). Something like this :(
Thanks for the clarification, then there is a second question for the developers.
Why prohibit by software what the broker or trading rules do not prohibit?
No OCO, there is an option to do all the accounting (who opened, when to close and how much) yourself (not on the server side). Something like this :(
There is an even smarter option: abandon strategies in which the decision to close a position is made at the moment of opening. This is exactly what primitive strategies with stops as part of the trading system are like. Silly, if you think about it. I gave up on such strategies a long time ago (back on 4). I only have stops to protect the position from losing control of the position (breaking the connection to the server).
There is an even smarter option: abandon strategies in which the decision to close a position is made at the moment of opening. This is exactly what primitive strategies with stops as part of the trading system are like. Silly, if you think about it. I gave up on such strategies a long time ago (back on 4). I only have stops to protect a position from losing control over the position (break of connection to the server). So netting is good for me, and I'm completely satisfied with the system of position accounting on five. On F4, I had a module that automatically converted all of my trade orders into netting (i.e., if I opened a sell order when I had a buy order open, the opposite position would be closed instead of a locate). The decision to close a position should be made according to the current situation, and not because "I (the Expert Advisor) knew better where the market would go when I opened the order yesterday".
You do not take into account one little thing - there are different strategies. I don't trade automatically, all my entries are conscious, and they all happen on different orders (mid-term, short term), I don't have a lot of orders that turn into garbage. Well there would be CCAs, you don't want to use them, but it would really help someone.
There is an even smarter option: abandon strategies in which the closing condition is decided upon at the time of opening.
I even agree somewhere that netting is better, but netting with CCA. Because my entries are very different, it would be very wrong to derive an average position from them.
Order someone, or make a position emulator yourself, that puts the opening level on the screen at the time of net position correction and removes that level at the time of reverse correction.