Who has already tried the Signals subscription to get on the tail of ATC 2012 participants? - page 3

 

As soon as I signed up for the signals, a position opened immediately. That is, the provider already had an open position. This is not good; the market entry should coincide in time (with a tolerable discrepancy, of course) for both of them.

As for the stops, it is not clear at all. Suppose the stop triggered by the Signals Receiver, while the Provider's one did not. The client's position opens again. And so on to the end of the deposit, of course.

 
Renat:

In addition, the initial synchronisation only takes place if the cumulative floating profit of the Signal Source is not positive.

It would be reasonable to deal with slippage in the same way as with order slippage. The client would have to agree that he/she will lose 1 point because of the signal delay (out-of-synchrony of quotes in different brokerage companies). This is the client's risk and he may decide himself about the amount of missed profit. Otherwise, the probing TS will have a large number of missed signals and as a result the clients' equity will strongly differ.

I absolutely support the idea of a single signal source. The signal provider has no limitation, he can embed at least 100 systems into his EA. The client does not have access to the Expert Advisors, so he will not be able to test and evaluate the results of two EAs on his account.

I asked myself these questions about different TS working together on one account 3 years ago and I resolved them by making each EA fully autonomous. That is, every EA gets some part of the deposit (in absolute value) and then within the whole interval trades regardless of the account, keeps accounts of positions and capital amount. At the end of the interval (say, once a week) the capital is redistributed between EAs. The admin's solution, not the programmer's, but executable (I can't see how to account for the total position of 500 TS in one EA). Inefficiency of resources is compensated by their redundancy. The double commissions for omnibus trades are compensated by profitability (stop loss is at least 20 times the spread + commission).

And the fact that the portfolio of profitable TS will have a smoother eqivity than any one of them is certain, you can't argue with a 200 year old classic.

Документация по MQL5: Математические функции / MathAbs
Документация по MQL5: Математические функции / MathAbs
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Математические функции / MathAbs - Документация по MQL5
 

I would personally remove the feet as well. Otherwise there will be endless debriefing.

Only - "The trading signal is given when the volume changes" (c) Integer

There is no and cannot be a perfect solution.

 
antt:
Write to the service desk with the logs.

See my 2011.07.18 21:02, #171830. The same situation, only when the EA has a stoploss/stackprofit and they are duplicated by a market close at the same levels. If I've tried that, the stoploss/stakeprofit should have been triggered but the terminal still sees the position and executes a market close, i.e. opens an opposite position.

 

Can I sign up for the demo?

 
joo:

As soon as I signed up for the signals, a position opened immediately. That is, the provider already had an open position. This is not good, the market entry should coincide in time (with an acceptable discrepancy, of course) for both of them.

Before receiving and executing signals, we should be in sync with the master account by positions.

That's why the first step is replication of the master account positions, and replication only when we can enter no worse than the master positions. That is, we do not synchronize if at least one position of the master is in profit.

This is done to protect the trader's account - he cannot hold a position with a loss, when it is in profit on the Wizard. Because the master can close his profitable trade in profit, while we cannot guarantee this for the subordinate.

 
St.Vitaliy:

It would be reasonable to deal with slippage in the same way as with slippage in orders. The client could say that he agrees to lose 1-n pips due to the delay in signal transmission (non-simultaneous quotes in different brokerage companies). This is the client's risk and he may decide himself about the amount of missed profit. Otherwise, there will be a large number of missed signals in the breakout TS, and as a result there will be a strong inconsistency with the clients' equity.

There is "Slippage" field in signals settings, which is set in spreads. Half of the spread is set there by default.
 

A Signal Providersmake profit in exchange for beingcopied by ?

 
Renat:

Would you be able to describe in detail the consistent and safe execution of 3 strategies in one account in such a simple configuration?

That is, you need to write several pages of detailed layouts. Not in your mind, but on paper - this would immediately cool the fervour.

Whose ardor will it cool? The programmer? Since when does the need for implementation depend on the mood of the implementer? It seems that you just don't need it.

If you have specific problems, post them for discussion. And once again you have decided what is best for the trader, and you have been there.


Besides, there are several other issues to be resolved:

  1. what to do with imminent character crossing?
  2. what to do with an inevitable overload of the deposit and guaranteed stops?
  3. How to restore the layout when you lose contact for a while? This is a real nightmare of a copy trader, and then there is a mess of several signals
  4. how to explain the trader the final mess with positions when there is no way to prove the correctness of all convolutions?

We purposely simplified the system down to a single signal, avoiding the worst consequences. Especially taking into account that most of transactions will most likely go through Trusted Execution Token mechanism of claud servers, which will reduce delay in copying signals to a few milliseconds.

1. Here you have stumbled on your own rake. How many times have you pointed out that "2 EAs in an account = nonsense"? So much for backtracking.

If you really thought it was nonsense, then you wouldn't have responded to my comment. Otherwise, yes, virtual.

2. limit the percentage of funds per signal. The way you are doing it now for one signal - allocate 100% of funds to it. With several signals instead of 100 will be a different percentage, and the sum of all the percentages should be <= 100.

3. Similar to the current synchronisation, only for each signal there should be its own virtual "position" (and the terminal should be aware of it).

4. the same way you would explain the mess you have now. Or do you really think everyone will read the rules and not trade manually...?

Give a tool for virtualisation: how to work only with your position and order history, how to filter history by your majors, etc.

Note, I didn't make any suggestions for improvement, I just pointed out that I wish I could be the one to use this service. So if you think my comments are unnecessary, just ignore them. It is not necessary to ask me to describe to you a full algorithm of work of copying from 50 sources, it is not interesting for me.

 
rez:

A Signal providersmake profit in exchange for beingcopied by ?

The provider specifies the subscription price (0 for free, or any other figure).