Is it possible to implement a RELIABLE accounting of the aggregate position structure in MT5? - page 10
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Well, look, here's the situation. A very crude one, to demonstrate the principles. The bank says to the quotas, give us the software, so it would be the same as we have now, but it would be like mt. Quotas, but, like what, MT4 will not do? They said, - No, it does not matter, they may take us by the gills, it had something else to do. Quotas, - okay, let's do it, - tell them how. The banks, - let's do it this way, look at our way. They looked - let's do it. Imagine coming to the quota bank, and they say - we did everything, but, out of the kindness of his heart, adding something there, so that not only you were cool, but also a couple of Lokers from the forum - that they would have the same kind word about us. What the banks will say on this - it is not difficult to guess. Very crude, but that's about it, in a nutshell.
What do lockers have to do with it?! Do you have any idea why the structure of an aggregate position needs to be accounted for? And why should it be reliable?
In the meta-quota-bank situation described, there is no problem. The virtual position database does not affect the bank in any way. But such a dialogue is completely fictitious, as the current MT5 lacks a standard tool - the OCO-order.
Oh, for fuck's sake!
The position structure you are so keen to see is for an advisor who makes transaction decisions based not on the current account and portfolio balance, but on his own internal quirks. This is flawed logic that has NOTHING to do with reality (money and positions). Well make an effort to think about it.
All an advisor needs to know once turned on is not his story, but his balance sheet and portfolio. Everything.
The problem arises when there is a failure when multiple EAs work on the same instrument. In fact, it all comes down to what you need to store on the server for convenient and smooth operation of several Expert Advisors and the possibility of manual operation. I have written robots for different platforms, so the problem discussed here can be solved, but it can always be avoided. It all depends on comfort and habit. But the structure of MT4 was convenient for the above described, although many people don't need it.
Gentlemen, has anyone else ever seen a terminal where the trader only sees an aggregate position?
I actively work with three very different companies, all with just a combined position.
What do lockers have to do with it?! Do you have any idea why the structure of an aggregate position needs to be accounted for? And why should it be reliable?
Well clarify, maybe I am misunderstanding it completely. Not about reliability, about structure.
In the meta-quota-bank situation described, there is no problem. The database of virtual positions does not affect the work of the bank in any way.
What do you mean no problems? Let's say they don't need any "virtual position databases" - who will impose them on them?
What do you mean, no problems? Let's say they don't need any "virtual position databases" - who's going to impose them?
Nobody is imposing them on them. Does anyone impose on you that a calculator is written in C++ or Phyton?
Of course it's fictional, just a rough demonstration of the principles as I see them.
Gentlemen, has anyone ever seen anywhere else a terminal where a trader only sees the aggregate position?
I trade through 4 brokers on NYSE.
There is only an aggregate position and a generalised (average) price for it.
Only one of them has linked CCA orders.
Well explain, maybe I'm completely misunderstanding. Not about reliability, about structure.
There is a concept of a portfolio of trading instruments. The goal is diversification.
There are many services (StrategyRunner, etc.) that allow you to diversify in a different way - (which is logical) by running several automated trading systems.
On MT5 there is not enough capacity to do this kind of diversification. Even trading hands together with an automaton is a problem.
After the first activation this information is enough. After restart - no.
There! That's your problem! There's no difference between first power-up and restart - that's what you can't understand. Try doing away with epicycles and putting the Sun instead of the Earth at the centre! Well, I mean, move the logic centre from your EA's performance history to your current balance and portfolio.
Two options:
1. The Expert Advisor is activated for the first time. On the balance, let's say a lakh of roubles, 500 gazik shares in a long position and 2000 lots of vtb in a short position. The Expert Advisor analyzes and makes a decision.
2. Advisor on after restart (disconnected or running on another computer). The balance is ALL the same. Now answer this: why should it make a DIFFERENT decision from the first??? Well why????? Because in the first case it was not bought by him and in the second by him? This is delusional logic. Doesn't it make sense?
I have no more explanations - try to think further on your own about the highlighted line in my post.