Индикаторы: Portfolio Optimizer - страница 13

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Does anybody know why I get these empty results?

 


 
Rasoul Mojtahedzadeh:

Does anybody know why I get these empty results?

 


Hi Rasoul, please try setting bigger values for Model_Growth or alternatively Portfolio_Value=25000 for example...
 
transcendreamer :
of of Hi Rasoul, please setting the values for the try Bigger Model_Growth or alternatively Portfolio_Value = 25000 for example ...

Thanks! :-)

The explain you please Could Portfolio_Value what is? It is very is confusing for me. Please the let me the explain the problem by an example,

 

 

The model of the Is of The " TREND ", is the Model_Growth the set to 100.0 , for the of SO for last of the of value of the MODEL [] of array of a the a must the BE 100.0 But of IT is 3.49! Why?

      for (j = 0 ; j <points; j ++)                                                                          // the the calculate the target The function of The optimization by interval The points of The
        {
         the double the x = ( the the double ) j / (points- 1 ) -Model_Phase;                                                    // the the calculate the X coordinate of the of the 
         the the if (Model_Absolute) x = MathAbs (x);                                                              // the the the model the make the symmetrical the the if Necessary  
         the MODEL the [j] = x * Model_Growth;                                                                      the the the the calculate the Y coordinate of of //  
        }

What is the relation between Portfolio_Value and the final value of the model?

 
Rasoul Mojtahedzadeh:

Thanks! :-)

The explain you please Could Portfolio_Value what is? It is very is confusing for me. Please the let me the explain the problem by an example,

The model of the Is of The " TREND ", is the Model_Growth the set to 100.0 , for the of SO for last of the of value of the MODEL [] of array of a the a must the BE 100.0 But of IT is 3.49! Why?

What is the relation between Portfolio_Value and the final value of the model?


The Portfolio_Value is very simple - it's monetary value of portfolio to be created

suppose we have only one position of 1 lot EURUSD

it means we have 100 000 euros and approx 110 000 usd by current rate

this is a monetary value of portfolio with only 1 lot EURUSD 

so portfolio value is a sum of monetary values of all positions within portfolio

Portfolio_Value option is used to "scale" portfolio to make its PV equal to that number

in your example above you have very low PV value

generally it's normal to set PV: 10 000 - 20 000 at least and higher if your deposit allows 

if PV is set to zero the value-based scaling will not be used

but nevertheless principal and fitting model require it for calculations

other models including trend - do not require PV

in that case instead of value-scaling model-scaling is used

for the trend model it is determined by Model_Growth option 

Model_Growth is a monetary value of the distance the trend goes between left (zero) and right boundaries

simply put Model_Growth is a height of the model on the right boundary

you can always check it using crosshair mode of MT screen cursor 

I hope I write not too complicated )))

 
transcendreamer :

The Portfolio_Value is very simple - it's monetary value of portfolio to be created

suppose we have only one position of 1 lot EURUSD

it means we have 100,000 euros and approx 110,000 usd by current rate

this is a monetary value of portfolio with only 1 lot EURUSD 

so portfolio value is a sum of monetary values ​​of all positions within portfolio

Portfolio_Value option is used to "scale" portfolio to make its PV equal to that number

in your example above you have very low PV value

generally it's normal to set PV: 10 000 - 20 000 at least and higher if your deposit allows 

if PV is set to zero the value-based scaling will not be used

but nevertheless principal and fitting model require it for calculations

other models including trend - do not require PV

in that case instead of value-scaling model-scaling is used

for the trend model it is determined by Model_Growth option 

Model_Growth is a monetary value of the distance the trend goes between left (zero) and right boundaries

simply put Model_Growth is a height of the model on the right boundary

you can always check it using crosshair mode of MT screen cursor 

I hope I write not too complicated)))

Большое спасибо!

Best,
Rasoul 

 
Здравствуйте. Не могу запустить индикатор Portfolio Modeller режим Principal. Графика не выдает, слева выдает сплошные нули. Что я не так делаю.
Файлы:
4444444444444.JPG  176 kb
 
Sergei Podoroga:
Здравствуйте. Не могу запустить индикатор Portfolio Modeller режим Principal. Графика не выдает, слева выдает сплошные нули. Что я не так делаю.

нужно portfolio value побольше поставить от 10000 хотя бы
 
transcendreamer:

нужно portfolio value побольше поставить от 10000 хотя бы
Спасибо. А то я уже долго мучаюсь, и библиотеку переставлял. Подскажите как правильно составить портфель по Principal или где почитать, какие варианты пар брать.
 
Sergei Podoroga:
Спасибо. А то я уже долго мучаюсь, и библиотеку переставлял. Подскажите как правильно составить портфель по Principal или где почитать, какие варианты пар брать.


Варианты пар это сугубо личное предпочтение, кто-то предпочитает комбинации мажоров, кто-то наоборот комбинации кроссов без повторов валют,
основная идея principal - формирование максимально сжатого коридора, например это можно  использовать как поиск флэтовых участков перед новостями, например так:


 
Спасибо. А при прорыве флетовых участков, как понять какую пару купить, а какую продать. На каком лучше таймфрейме смотреть? И где выход из позиции
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