An advisor that is not afraid of a margin call. Who would like to try it out? - page 5

 
what about correlation? can other pairs be applied....
 
makros писал(а) >>
what about correlation? can other pairs be applied....

Anything is possible. In this case, Yuri has just floated the idea of "money management" and the EA is just for testing it, but not a complete solution, no matter what results it shows in the test for any particular period.

 

Finished the Expert Advisor to the portfolio management. Optimized it, picked up the portfolio, which turned out to be at MarginLevel ~ 101%. Now I'm doing its preliminary testing (no errors in the log yet).


Server: Alpari-Demo

Login: 1036148

Investor password: mt3bmid


For comparison, the last result on the account, before the EA modification was like this:


Summary:
Deposit/Withdrawal: 10 000.00 Credit Facility: 0.00
Closed Trade P/L: 7 491.38 Floating P/L: 0.00 Margin: 0.00
Balance: 17 491.38 Equity: 17 491.38 Free Margin: 17 491.38
 

It seems to me that the MM is only an appearance

in fact, the Expert Advisor is a trend with a trailing stop

Entry is practically random

it shortens a position if it was wrong in the right direction (i.e. it closes with a short stop), if it was right, it increases the position (it shares according to the trend)

exit by trailing stop (when free margin is below the level)

 
maxfade писал(а) >>

I think the MM is just an appearance

in fact, the Expert Advisor is a trend with a trailing stop

Entry is practically random

it shortens a position if it was wrong in the right direction (i.e. it closes with a short stop), if it was right, it increases the position (it shares according to the trend)

exit by trailing stop (when free margin falls below the level)

MM is - adds to the "winner". Lot grows, risk is rationed - everything is fine. We should try to determine the direction with grid and enter "a little bit not randomly".

 
Reshetov >> :

Optimized, picked up a portfolio that turned out to have a MarginLevel of ~ 101%.

>> overall, it seems to be doing a good job,

The catch is that MarginLevel ~ 101% can be both at 20K/20K (equity / pledge), and at 50/50 (but not K), and at other values... Therefore it is premature to assert that MarginColl is not terrible for him... it is terrible, yet.

>>): but ustana is somewhere in there ;)

 
Reshetov писал(а) >>

Finished the advisor to portfolio management. Optimised it, picked up the portfolio, which turned out to be at MarginLevel ~ 101%. Now I'm doing some preliminary testing (no errors in the logbook yet).

I think it makes sense to introduce two MarginLevels: one for investing and one for closing part of positions...
 

While going for bread on the next block, the depot more than doubled in equity:



Summary:
Deposit/Withdrawal: 10 000.00 Credit Facility: 0.00
Closed Trade P/L: 7 231.42 Floating P/L: 19 943.89 Margin: 36 962.34
Balance: 17 231.42 Equity: 37 175.31 Free Margin: 212.97
 
Reshetov писал(а) >>

While I went to get bread on the next block, the depot more than doubled in equity:

As in the joke - "Well, no way did you go for bread....." ))))

 

"wow, he went to get some bread..."

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yes, there was more than 40K, it was a question of keeping it