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Portfolio X 10 eurusd

EA with 10 different strategies running simultaneously. Exit signal, Stop Loss and volume calculated individually by strategy. Developed to have profit on current days EURUSD behavior, successfully facing the ups and downs of Covid-19!

MT4 version here

Input Parameters:

------ General ------

  • OpenNewPositions = true; | Change to false to deny EA to open new positions. EA will continue managing exit signals of Current positions.
  • MaxSpread          = 25; | Don't open positions if spread bigger than this.
  • MagicNumber = 1210060;   | Positions will receive this magic number + Strategy number. Ex: 121006005 is from strategy five.

------ Volume ------

  • VolumeByRisk  = true;    | False to use FixedVolume. When true, each position will have a maximum loss calculated as this percent of your account free margin.
  • EntryRiskPercent = 0.5;  | The percent of max loss a single position can have, based at your account free margin.
  • FixedVolume      = 0.01; | Used if VolumeByRisk = false.     

------ Strategies ------

  • runSingle = 0; // run Single strategy by number, from 1 to 10. Useful to backtest strategies one by one.
  • disabledStrategies  =""; // disabled Strategies separated by comma, like this: 1,3,10. If you want to disable any strategy, just put the strategies numbers here and the EA will ignore them.

Other Parameters:

  • SYMBOL: EURUSD
  • Chart Timeframe: H1
  • ACCOUNT MODE: Hedging account


Testing:

You can backtest using the fast "1 minute OHLC" or "Every tick based on real ticks", since this EA is not a scalper. The difference is not so much.

This EA was developed for the current EURUSD profile, spread and market volatility. So it won't have good performance prior to 2018. From 2019 onward you will see great results.

To backtest each of the strategies individually, just select the parameter "runSingle" in the MT5 optimizer, starting with 1, step 1, up to 10.

If you choose to disable one or more strategies, just enter their numbers, from 1 to 10, in the input parameter "disabledStrategies", separated by commas. Example: 2,5,7


About VolumeByRisk :

If you choose risk-based position volume, which is recommended, you will see that the strategies will open positions with different volumes from each other.

Each strategy has its own Stop Loss. The EA  calculates new positions volume considering the distance in points up to each strategy Stop Loss and your ACCOUNT_FREEMARGIN at the moment.

You can set the risk as you want. Personally I like to use 0.5% so you will have smooth draw downs when it happens. Bigger values makes the equity line more volatile.

Use the metatrader backtest to try this parameter, and set your leverage and balance according.


About this EA creation process:

This EA has 10 different strategies, several indicators and dozens of indicator parameters. These 10 strategies were filtered out of a set of approximately 10,000 selected strategies that underwent previous automatic tests.

The selection and improvement process includes several steps/techniques, such as "Walk Forward", "Out of Sample period", "Montecarlo validation", "Normalization", "Progressive result filters", "Behavior filter" and, only at the end, "Optimization".

All this complexity aims to obtain strategies that do not fall into "Over-fitting", an always frequent problem with optimizations made using metatrader.

The search for strategies and optimization that I run requires some powerful servers, months of server processing and manual analysis of the results.

My plan is to update this EA with improved strategies periodically, as soon as I see opportunities for new/optimized strategies. My servers run 24 hours a day searching for them.


Notes:

No martingale, no grid, no high risk strategies. All strategies used here are trend following and reversal.

You can close open positions manually, it wont affect the EA, but it will continue opening new positions if received Entry Signal from any of it's strategies, unless you disable "OpenNewPositions" on input parameters, or some strategies at input "disabledStrategies" field.

Before decrease your deposit, disable "OpenNewPositions" on input parameters.


Reviews 1
Epicpainter
131
Epicpainter 2020.08.03 16:19 
 

Very good EA. Earned today nearly 20%. No Joke. See discussion!

Filter:
Epicpainter
131
Epicpainter 2020.08.03 16:19 
 

Very good EA. Earned today nearly 20%. No Joke. See discussion!

Version 2.19 2020.07.22
Minor on screen comment change.
Version 2.18 2020.07.22
Enter/exit signal algorithm improvement