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jeremie.sigrist
58
jeremie.sigrist 2012.11.18 08:26 

Hello,

 I find stange the nbLotSize returned by the method Optimize of the class MoneySizeOptimized.mqh

double CMoneySizeOptimized::Optimize(double lots)

 Here a screen shot of one of my backtest:

I don't understand why the lotsize falls to the min value (0.01) 

backtest 

 Thank your for your help.

Jeremie 

Marcus Duscha
176
Marcus Duscha 2013.04.20 13:00  
jeremie.sigrist:

Hello,

 I find stange the nbLotSize returned by the method Optimize of the class MoneySizeOptimized.mqh

 Here a screen shot of one of my backtest:

I don't understand why the lotsize falls to the min value (0.01) 

 

 Thank your for your help.

Jeremie 

 

i see that your question has not been answered for a very long time. I was just assuring myself how this money managment class works.

https://www.mql5.com/en/docs/standardlibrary/expertclasses/samplemmclasses/cmoneysizeoptimized

 

"based on trading with variable lot size, depending on results of the previous deals." You had some bad losses in a row, so depending on these previous deals, the trading volume has been reduced until the next profitable trade, then reduced again because of another loss. 

Documentation on MQL5: Standard Library / Trading Strategy Classes / Money Management Classes / CMoneySizeOptimized
Documentation on MQL5: Standard Library / Trading Strategy Classes / Money Management Classes / CMoneySizeOptimized
  • www.mql5.com
Standard Library / Trading Strategy Classes / Money Management Classes / CMoneySizeOptimized - Documentation on MQL5
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