An advisor that is not afraid of a margin call. Who would like to try it out? - page 12

 

Trading results for 10.11...

Portfolio on 11.11...

Sell GBPJPY Risk1=0.1635, Risk2= 0.11;

Sell EURJPY Risk1=0.1626, Risk2= 0.1094;

Sell EURUSD Risk1=0.2158, Risk2= 0.1452;

Buy USDCHF Risk1=0.2661, Risk2= 0.179;

Buy USDCAD Risk1=0.1920, Risk2= 0.1292;

where,

Risk1 - level below which we partially fix the position;

Risk2 - level, above which we scale in;

Files:
tester.zip  12 kb
 
kharko >> :

Trading results for 10.11...

Portfolio on 11.11...

Sell GBPJPY Risk1=0.1635, Risk2= 0.11;

Sell EURJPY Risk1=0.1626, Risk2= 0.1094;

Sell EURUSD Risk1=0.2158, Risk2= 0.1452;

Buy USDCHF Risk1=0.2661, Risk2= 0.179;

Buy USDCAD Risk1=0.1920, Risk2= 0.1292;

where,

Risk1 - level below which we partially fix the position;

Risk2 - level above which we scale in;

You gave the portfolio calculation, but where is the exp, or is this a showcase?

 
HIDDEN писал(а) >>

You gave the calculation of the portfolio, but where is the exp, or is it a showcase?

I'm not going to post the exp... There is Reshetov's Expert Advisor in this thread. In which you can substitute the calculated coefficients and trade...

I improved Yuri's idea (thanks a lot for this) and now I'm testing it on a demo account.

Everything you need to implement your EA in this branch is there...

Get a load of this and build it or order it from a programmer (it only takes an hour) .... Good luck...

 
kharko >> :

I'm not going to post the expert... There is Reshetov's Expert Advisor in this thread. In which you can substitute the calculated coefficients and trade...

I upgraded Yuri's idea (thanks a lot for this) and now I'm testing it on a demo account.

Everything you need to implement your EA in this branch is there...

Get a load of this and build it or order it from a programmer (it only takes an hour) .... Good luck...

It even takes less than an hour to make it. That's not the point. The point is that you give the calculated parameters of a portfolio to your Expert Advisor. I don't think I need it because the EA is not available to others, why bother bother with your own figures. I just don't see the point.


The theory itself is clear and simple enough to implement. The portfolio can be made by anyone who is familiar with the subject, Yuri explained everything quite clearly.

 
HIDDEN писал(а) >>

It even takes less than an hour to make it. That's not the point. The point is that you give the calculated parameters of the portfolio to your expert. And since the Expert Advisor itself is not available to others, why bother with your own figures. I simply do not see the point.

The theory itself is clear and simple enough to implement. I have already written about it and I do not know how to correctly calculate coefficients.

I have already written, the calculated coefficients are suitable for Reshetov's Expert Advisor.

If trying to do something, to get the best possible result is "flooding", then you are right, I will remove myself and will not "flood" in this thread ...

 
HIDDEN >> :

It takes even less than an hour to make.

What do you think about the idea of implementing in ArbitrageReverse_1.1.mq4 Expert Advisor a reverse operation, based on FixedMarginLevel
- Right now (from the topic ArbitrageReverse_1.1.mq4):
"If the price is low, we buy cheap. And the lower the price is, the greater the volume of purchases.
If the price is high, then sell at a higher price. The higher the price, the greater the volume of sales."
- Please write the variant of ArbitrageReverse_1.1.mq4 following the FixedMarginLevel Expert Advisor principle
"I built a multicurrency Expert Advisor out of purely theoretical interest. I did not even suspect that it would not behave as it was expected in theory. After all, it acts incorrectly, i.e. it sells when the price goes down and closes short (i.e. buys) when the price goes up.
Yura is silent. I am addressing not only to HIDDEN, but also to other programmers.

 

Good afternoon!

Do not like FixedMarginLEVELwithStop_1 and AllCloseBy paired robot in DC. I put it on my demo. I put it on cents real and all hell broke loose..... requotes and server errors... Any tips on how to deal with this problem with this particular pair of commits? I have found similar log and description of the problem (not my log, but its almost exact except pairs and rate):


"2006.08.18 17:56:49 '48653': close order #2337066 buy 0.20 AUDNZD at 1.1852 sl: 0.0000 tp: 0.0000 at price 1.1888
2006.08.18 17:56:50 '48653': request was accepted by server
2006.08.18 17:56:50 '48653': request in process
2006.08.18 17:56:53 '48653': requote 1.1882 / 1.1892 for order #2337066 buy 0.20 AUDNZD closing at 1.1888
2006.08.18 17:57:10 '48653': close order #2337066 buy 0.20 AUDNZD at 1.1852 sl: 0.0000 tp: 0.0000 at price 1.1888
2006.08.18 17:57:10 '48653': request was accepted by server
2006.08.18 17:57:10 '48653': requote 1.1888 / 1.1898 for order #2337066 buy 0.20 AUDNZD closing at 1.1888
2006.08.18 17:57:10 '48653': close order #2332011 buy 0.20 AUDNZD at 1.1874 sl: 0.0000 tp: 0.0000 at price 1.1888
2006.08.18 17:57:11 '48653': request was accepted by server
2006.08.18 17:57:11 '48653': request in process
2006.08.18 17:57:15 '48653': order #2332011 buy 0.20 AUDNZD at 1.1874 sl: 0. 0000 tp: 0.0000 closed at price 1.1888
2006.08.18 17:57:16 '48653': close order #2330439 buy 0.20 AUDNZD at 1.1895 sl: 0.0000 tp: 0.0000 at price 1.1888
2006.08.18 17:57:16 '48653': request was accepted by server
2006.08.18 17:57:16 '48653': request in process
2006.08.18 17:57:19 '48653': order #2330439 buy 0.20 AUDNZD at 1.1895 sl: 0. 0000 tp: 0.0000 closed at price 1.1888
2006.08.18 17:57:20 '48653': close order #2322502 buy 0.20 AUDNZD at 1.1929 sl: 0.0000 tp: 0.0000 at price 1.1888
2006.08.18 17:57:20 '48653': request in process.18 17:57:20 '48653': request was accepted by server
2006.08.18 17:57:20 '48653': request in process
2006.08.18 17:57:23 '48653': order #2322502 buy 0.20 AUDNZD at 1.1929 sl: 0. 0000 tp: 0.0000 closed at price 1.1888

As you can see from the log, order #2337066 was not touched by the Expert Advisor anymore after two attempts to close it and getting a requote, other orders started closing, then the price reversed and instead of breakeven and closing all positions we have one open losing position. "


The main problem is that due to such robot of DC (removed the name) the EA has no time to "fill" to the required level or to close positions in 80% of cases. I do not know how to crack codes. I may raise the minimum level, as someone has already written here. Maybe I should add slippage and number of attempts to close (or open) a position.


Maybe, who has faced such a problem? Help to non-programmer. I have no idea how to use this article but I will try to change it for the better.

 
Uchen >> :

Everything is OK on demo. I put it on cent real and all hell breaks loose..... requotes and server errors... Any tips on how to deal with this problem


Change your DC.

And first of all, remove its name from your post - it is illegal.

 
Uchen, that DC, by the way, is just disgusting.
 

Has the discussion stalled, is everyone quietly mowing down or has the idea been abandoned?

Two questions have arisen:


1. Does it make sense to change risk for each pair along the way, depending on the current characteristics of the pairs in the portfolio (the total amount is retained)?


2. Is there any point in combining in one EA a closeer (instead of the locking with separate "closeer" proposed by the author), and the selection of a set of pairs and their signal (type 0/1) for every 1 or 4 hours, depending on the readings of some currency index indicator?