Discussing the article: "How to Implement Competition Among LLM Agents in MetaTrader 5"

New comment
 

Check out the new article: How to Implement Competition Among LLM Agents in MetaTrader 5.

The article describes a competitive architecture for MetaTrader 5 in which ten LLM agents, each with different trading rules, manage their own capital and open independent positions using unique magic numbers. The system prompt and the agent's trading aggressiveness are adjusted based on PnL results and the trade streak. A reproducible framework with operating modes and monitored metrics is presented, suitable for testing and further optimization.

When a system of fifteen votes reaches a consensus, it by definition averages out the different viewpoints. Averaging out eliminates extreme, unconventional positions — precisely the ones that most often turn out to be correct in unconventional market situations. An arbiter who follows the “seven out of ten is a signal” rule will never open a position against an obvious trend at the moment of hidden divergence, because most analysts see the trend and vote for its continuation. Raphael's single vote, with its divergence, will be disregarded.

In real markets, it is the maverick who goes against the crowd who earns asymmetric returns. The consensus earns an average market return because the consensus is the market.

The second problem: consensus-based systems do not adapt. Victor and Maria's prompts are the same on day one and on day 101, regardless of which of them was right more often. The system does not know that Victor has been consistently making mistakes in a sideways market for the past three weeks. It gives him equal weight again.

It is precisely these two problems that the architecture of wild capitalism solves.


Author: Yevgeniy Koshtenko

New comment