DAR Portfolio Modeller
DAR Portfolio Modeller Expert Advisor forms an investment share portfolio. Its model is based on two key indicators of any financial instrument - profitability and risk that are both quantified. According to the model, the profitability is a mathematical expectation of profit, while risk is defined as a profitability distribution near the mathematical expectation and calculated using the standard deviation. Unlike other similar programs, you do not have to manually download history and insert it into the program. The EA has been tested on Russian shares. For the EA to work, add necessary instruments in the parameters. If there are less than 20, leave the parameters blank.
To upload history, open the appropriate instrument chart on W1.
- WPR - if true, the average profitability is calculated considering WPR indicator.
- MaxW - maximum share of a single instrument 0.1-0.2.
- Symb1 - Symb20 - short instrument name.