Weekend evening - page 50

 

1. Выполнено\\Советник на каждой паре запускается отдельно и обмениваются они о состоянии сделки через глобальные переменные

Two_Symbols_iRSI_EA is a multi symbol EA, it can start on a symbol (let's call it 'Symbol 3') and trade on two specified symbols ('0: RSI symbol' and '1: RSI symbol'). No global variables - I hate them.


2. Executed\If both pairs are in profit, they take it independently of each other.

( Comment. The problem has not been set correctly. Then why exchange trade data, if tp is taken separately? It must be a condition, that if both pairs have profit, then all positions will be closed and tp is taken).

Parameter 'Profit target, in deposit money' is tracked at the level of the main Expert Advisor (Two_Symbols_iRSI_EA) - it tracks the total profit, profit on symbol 0 + profit on symbol 1.


3. not met. \If only one of them has a profit, then both of them will close the trade at the moment when the total of them is breakeven.

( Comment. Not reasonable, given the implementation of averaging on both pairs. According to results of averaging there should be a common tp for both pairs)

Not implemented.


4. Implemented. Stops for each pair separately. \When there is no profit, there are stops just in case. This point needs to be worked out.

( Comment. Not correct as profit is calculated using both pairs simultaneously and stop should be calculated using losses of both pairs simultaneously. i.e. 2 pairs - it is a basket and tp and sl for it)

Stop Loss, Take Profit, Trailing - are set individually for each symbol and work independently (each of these three parameters can be turned on/off for each symbol)

 

It makes sense to do the same for the loss, would you add it?

//(Two_Symbols_iRSI_EA) - tracks total profit: profit on symbol 0 + profit on symbol 1.

 
Valentin Petukhov:

It makes sense to do the same for the loss, would you add?

//(Two_Symbols_iRSI_EA) - tracks total profit: profit by symbol 0 + profit by symbol 1.

Yes, I will add.


1.004. Added parameter 'Maximum loss'.

 
Vladimir Karputov:

Yes, I'll add.

1.004. Added 'Maximum loss' parameter.

Testing.

1. How to change currency, e.g. gpbusd eurusd, want to see correlated currencies.

2. Do we do averaging, when should we expect it approximately?

3. Let`s make a filter to the correlation on opening orders. For example, the condition: if weekly correlation is >90, and daily correlation is <90, then open orders. (The idea is that in this case we open opposite orders for currencies, thereby hedging large movements and earning on small trends and currency divergences from their normal behaviour).

 
Valentin Petukhov:

Testing.

1. How to change currency e.g. gpbusd eurusd, want to see correlated currencies.

Forum on trading, automated trading systems & strategy testing

Weekend evening

Vladimir Karputov, 2020.04.18 10:06

Two_Symbols_iRSI_EA - multisymbol EA, it may start on symbol (let's call it 'Symbol 3') and trade on two predefined symbols ('0: RSI symbol' and '1: RSI symbol'). No global variables - I hate them.


Вечер выходного дня
Вечер выходного дня
  • 2020.04.18
  • www.mql5.com
В этой теме исключительно на выходных принимаются заявки на "быстро забацать MQL5 советника...
 
Valentin Petukhov:

2. Do we do averaging, when should we expect it?

I was thinking about averaging in post- I have no idea how to do averaging yet.

Вечер выходного дня
Вечер выходного дня
  • 2020.04.07
  • www.mql5.com
В этой теме исключительно на выходных принимаются заявки на "быстро забацать MQL5 советника...
 
Vladimir Karputov:

I was thinking about averaging in post- I still don't see how to do averaging.

1. Averaging. If the price has not reached TP and a new signal to buy has been received, then the Expert Advisor checks the level of the current price and if the price has passed more than Step, it opens another position by the new by signal.

TP of both transactions is averaged and set from the point of their total breakeven. The same happens with Sell positions.


2) Hedging. I propose to add hedging mode, to open trades and averaging on one pair, and opposite deals will be opened on the second pair, using the signals of the first pair, at certain values of K correlation.

I.e. we hedge unequivocally all deals and obtain profits due to changes of K correlation, i.e. on divergence of two currencies.


3. K-correlation. It is important to implement control of K-correlation on different TFs, this is a key story when trading on several pairs. Example for mt5https://www.mql5.com/ru/code/22339 , for mt4https://www.mql5.com/ru/code/27011

Correlation table (Pearson)
Correlation table (Pearson)
  • www.mql5.com
Строим таблицу корреляций символов отображённых в обзоре рынка. Метод расчёта по Пирсону. Есть возможность выделить цветом положительную, отрицательную корреляцию либо её отсутствие; изменить цвета, размер шрифта, ячеек таблицы. Есть...
 
Valentin Petukhov:

1. Averaging. If the price did not reach TP and a new signal to buy is received, the Expert Advisor checks the level of the current price and, if the price has passed more than Step, it opens the next trade by the new signal to by.

TP of both transactions is averaged and set from the point of their total breakeven. The same happens with Sell positions.


2) Hedging. I propose to add hedging mode, to open trades and averaging on one pair, and opposite deals will be opened on the second pair, using the signals of the first pair, at certain values of K correlation.

I.e. we hedge unequivocally all deals and obtain profits due to changes of K correlation, i.e. on divergence of two currencies.


3. K-correlation. It is important to implement control of K-correlation on different TFs, this is a key story when trading on several pairs. Example for mt5https://www.mql5.com/ru/code/22339 , for mt4https://www.mql5.com/ru/code/27011

Better not to do averaging, it is very painful in a prolonged trend. Do hedging instead of averaging, before doing so select the most suitable pair, a prolonged trend will not hurt here

 
Vitaly Muzichenko:

It is better not to do averaging, it is very painful in a prolonged trend. Instead of averaging, you should hedge and choose the most suitable pair, a prolonged trend will not hurt you.

If you don't like to average, don't average, put 1 lot. trade as you think best, the main thing is functionality that allows not only you but also the other way round))

 
Valentin Petukhov:

If you don't like to average, don't average, set 1 lot. Your offer is not about how to trade, it's about how to trade. The main thing is not only you, but also the trading robot that allows you to do that.)

The main thing is that the functionality should allow not only you, but also the owner of the device.

Reason: