Find Optimal Money Management % for each strategy in protfolio Forex, Kelly criterion

Specification

1. Find optimal %MM for a trade in each strategy, but with one common account and common single balance
2. Find optimal extern int mmStopLossPips = 150;
3. Do it in excel or similar for future use

There are 4 MQL strategies, 4 currency pairs
they are sharing 1 Metatrader4 account with one balance of 5 000 USD

each strategy has money management like this


//+------------------------------------------------------------------+
// Money Management variables
//+------------------------------------------------------------------+
extern string smm = "----------- Money Management - Risk Fixed % Of Account -----------";
extern double mmRiskPercent = 2.0;
extern int mmDecimals = 2;
extern int mmStopLossPips = 150;
extern double mmLotsIfNoMM = 1.0;
extern double mmMaxLots = 100.0;



each strategy has complete statistics and full report on performance

STRATEGIES IN PORTFOLIO
# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 Strategy 10.91.526 Strategy 10.91.526 unknown $ 14583 1458.3 pips 171 0.08 1.55
S3 Strategy 26.91.538 Strategy 26.91.538 unknown $ 24366.9 24366.9 pips 168 0.08 1.72
S4 Strategy 5.44.150 Strategy 5.44.150 unknown $ 1641.6 1641.6 pips 98 0.27 2.11
S5 Strategy 7.72.203 Strategy 7.72.203 unknown $ 9136.91 913.7 pips 120 0.18 1.37a


and reports


Strategy Tester Report
Strategy 26.91.538 fixed gbpusd h1 ic
ICMarketsSC-Demo01 (Build 1280)

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Hour (H1) 2018.01.02 00:00 - 2020.08.14 23:00 (2018.01.01 - 2020.08.17)
Model Every tick (the most precise method based on all available least timeframes)
Parameters CustomComment="Strategy 26.91.538"; MagicNumber=11111; KCBarCloseserPeriod=20; LinRegBarClosesPrd=40; BBBarClosesPeriod=10; PriceEntryMult=0.3; BarsValid=31; MoveSL2BECoef=4.7; ProfitTarget=150; StopLoss=40; TrailingStop=70; SMAPeriod=30; ATRPeriod=20; smm="----------- Money Management - Fixed size -----------"; mmLots=0.1; seod="----------- Exit At End Of Day -----------"; ExitAtEndOfDay=false; EODExitTime="23:04"; seof="----------- Exit On Friday -----------"; ExitOnFriday=true; FridayExitTime="20:00"; sltr="----------- Limit Time Range -----------"; LimitTimeRange=false; SignalTimeRangeFrom="08:00"; SignalTimeRangeTo="16:00"; ExitAtEndOfRange=false; smtpd="----------- Max Trades Per Day -----------"; MaxTradesPerDay=0; smmslpt="----------- Min/Max SL/PT -----------"; MinimumSL=0; MinimumPT=0; MaximumSL=0; MaximumPT=0; slts="----------- Use Tick size from SQ (for CFDs) -----------"; UseSQTickSize=false; MainChartTickSizeSQ=-1; sqDisplayInfoPanel=true; ModifyInsteadOfReplacing=true; OpenBarDelay=0;
Bars in test 17282 Ticks modelled 49950399 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (2)
Total net profit 2642.14 Gross profit 5819.22 Gross loss -3177.08
Profit factor 1.83 Expected payoff 16.11
Absolute drawdown 130.72 Maximal drawdown 420.55 (3.64%) Relative drawdown 3.64% (420.55)
Total trades 164 Short positions (won %) 81 (38.27%) Long positions (won %) 83 (51.81%)
Profit trades (% of total) 74 (45.12%) Loss trades (% of total) 90 (54.88%)
Largest profit trade 149.30 loss trade -42.04
Average profit trade 78.64 loss trade -35.30
Maximum consecutive wins (profit in money) 6 (472.08) consecutive losses (loss in money) 7 (-284.90)
Maximal consecutive profit (count of wins) 472.08 (6) consecutive loss (count of losses) -284.90 (7)
Average consecutive wins 2 consecutive losses 2
Graph
# Time Type Order Size Price S / L T / P Profit Balance
1 2018.01.02 11:00 sell stop 1 0.10 1.34991 0.00000 0.00000
2 2018.01.02 11:00 modify 1 0.10 1.34991 1.35391 1.33491
3 2018.01.02 18:00 modify 1 0.10 1.35195 0.00000 0.00000
4 2018.01.02 18:00 modify 1 0.10 1.35195 1.35595 1.33695
5 2018.01.02 19:00 modify 1 0.10 1.35212 0.00000 0.00000
6 2018.01.02 19:00 modify 1 0.10 1.35212 1.35612 1.33712
7 2018.01.03 14:00 buy stop 2 0.10 1.35802 0.00000 0.00000
8 2018.01.03 14:00 modify 2 0.10 1.35802 1.35402 1.37302
9 2018.01.03 17:00 modify 2 0.10 1.35843 0.00000 0.00000
10 2018.01.03 17:00 modify 2 0.10 1.35843 1.35443 1.37343
11 2018.01.03 17:01 sell 1 0.10 1.35212 1.35612 1.33712
12 2018.01.05 00:00 delete 2 0.10 1.35843 1.35443 1.37343

.....etc

Responded

1
Developer 1
Rating
(58)
Projects
76
33%
Arbitration
9
78% / 11%
Overdue
7
9%
Free
Similar orders
Hey there, I need to convert an indicator from ninja to mt4 I will attach the ninjatrader indicator script to be converted into mt4 If you can do this kindly bid and let's discuss about the project Thanks
I need a trading indicator that will give 1 minute and 5 minute accurate signals for only EURUSD pair. the indicator is to be used for Binary options so it has to perform exceptionally
ODSMART EA 30 USD
I want an EA developed from this strategy that will buy and sell based on the appearance of these colours. Blue-buy (Enter when the signal indicator is at zero on the blue background) Red -sell( Enter when the signal indicator is at 100) White and brown, exit trade
a.) My current Script can do the Followings, 1.a) Create an index; 1.b) Create a custom configuration chart. b.) What i want is to assemble all indexes and make an average index(Avg Index= index1 + index2 + index3 + ........../ no: of indexes) We will call this average index "APX" c.) Then we will configure another custom charts whereby we will say 1.) APXAUD=APX/AUD Index; 2.) APXCAD=APX/CAD Index; 3.)
Hi there Here is a video of the logic: its based on market structure and swings using validated highs and lows based on candle closure. Just in case you would like to take a look at the code/indicator here is the link: https://youtu.be/igj0OaQoM7o?si=7nigL8OU2Nt1Zxkx Let me know if you can help
Create MT5 deriv EA 30 - 35 USD
Hello . Am in need of a developer that can Create deriv EA .I need to create a Deriv Bot with Martingale 1 min candles 30 martingale plus I can change the amount of martigale with the option of 1 min up or down . Kindly bid and let discuss about the project
"Hello, I'm looking for a developer who can connect tradingview signal to cTrader. If you have experience with API integration and are familiar with both cTrader and TradingView, please reach out. This project involves connecting the two platforms to enable detect signals and trigger cTrader . Looking forward to collaborating with someone who can help me with the project Thanks
MT4 TRADE COPIER EA 30 - 35 USD
Hello , how are you doing? Am in need of MT4 developer that can help me to develop trade copier EA for MT4 account Kindly bid for the project if it is what you can do for me thanks
Nt8 30+ USD
I trade in NT8 and would like to code an Elliott wave measurment tool, which is very easy because I have the major Script for that.We need only to add some aspects into it. If you are interested,if you can do this do well to bid on it
Blue Angel Shark 30 - 120 USD
I would like a coded indicator that is able to combine Smart money concept, Pure price Action and Pine script so as to spot trade entries by giving Take profits and Stop loss should also be compatible with all timeframes in trading and also work with all forex markets and Derived synthetic indices. I will upload a picture below. Kindly

Project information

Budget
30 - 50 USD
For the developer
27 - 45 USD
Deadline
from 1 to 5 day(s)