MQL5.com의 프리랜스 서비스: Find Optimal Money Management % for each strategy in protfolio Forex, Kelly criterion

설명

명시

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

응답함

등급

(58)

프로젝트

33%

중재

78% / 11%

기한 초과

무료

게재됨: 2 코드

비슷한 주문

can anyone help me with building a complete automated pine code strategy and indicator that work for both FXs & CFDs and have a high winning rate proved through back testing. I have a very complex current code that developed mostly using AI but lots of gaps are there although it translate exactly what I have in my mind. So, you are free to decide whether wo build a complete new code or fix my current working code ( i

SMC, etc.) - Backtest results and the set files you used - Whether you’re willing to make minor tweaks so I can use it as my own If the performance looks good, we can discuss adjustments and next steps. My requirements are screenshot, backtes results, demo fileS Let me know if you have anything that fits the bill

I’m looking for a NinjaTrader 8 developer to build or customize a fully automated futures strategy . Goals: Target ~$100/day (consistency over aggression) Long-term survivability (not scalping hype) Requirements: Trade ES/MES or NQ/MNQ Fixed risk per trade Daily profit & loss limits Time/session filters Break-even & trailing stop logic Full NT8 strategy (not indicator) Nice to have: Backtest + optimization

Je cherche un développeur pour un bot Fundednext pour le passage de challenge jusqu'au trading quotidien après le passage.le robot va s'occuper du compte du début à la suite du compte de 15k chez Fundednext.après le passage aux challenges,le robot doit être capable de me fournir 6-10% mensuel de rendement de ce compte. Il doit être capable de passer le challenge dans un bref délai de 2-3 semaine ou soit 10-15 jours

Job Title MT5 Developer Needed – Sync Data Feed Between Two MT5 Accounts Job Description I am a trader using multiple MT5 accounts and need a reliable way to have the same market data from one MT5 account reflected in another MT5 account. One account already has a stable and accurate data feed, and I want the second MT5 account to receive identical pricing and symbols for analysis and execution purposes. What I Need

Beschreibung: Ich suche einen erfahrenen MQL5-Entwickler, der meinen bestehenden Expert Advisor für MT5 fertigstellt und optimiert. Der EA basiert auf einer 30-Minuten-Breakout-Strategie für XAUUSD (Gold) und enthält bereits die Grundlogik sowie FTMO-Regeln (Tagesverlust, Gesamtverlust, Handelszeiten, Spread-Filter, Lotbegrenzung). Was gemacht werden muss: Code-Feinschliff und Debugging Überprüfung der Breakout-Logik

Greeting Im in need of a programmer that can help me convert from TOS to trading view? The script is available with me, kindly bid if it is what you can do for me Thanks

I need an MT4 Expert Advisor based on my existing manual trading system. PLATFORM: - MetaTrader 4 (MT4 only) TIMEFRAMES: - Main version: M30 entries with H1 structure - Second mode: M5 entries with M30 structure - Both modes should be inside ONE EA (switch by input) INDICATORS (already available on my chart as external indicators): 1) SuperTrend - ATR period: 10 - Multiplier: 1.7 2) XXSS Candle - Same settings

can you help me with I need an ATM strategy for NT8, here's the criteria: Forex trade entry 100,000 units with a starting SL of 70 pips. The following proft targets: 33 pips, 68, 125, 180. All targets exit 25,000 units each. As each target is hit, move SL to BE+5, then BE+35, then BE+70. So the SL's are fixed, not trailing. I can't figure this out on my platform

- Bring in your support and resistance expert to save time . - My expert already has money management , session filter , threshold based . - Also show a screen or a picture of the chart showing the support and resistance on live chart

프로젝트 정보

예산

30 - 50 USD

기한

에서 1 로 5 일

상세내용의 질
결과 확인의 질
능력과 커뮤니케이션 스킬