Is it possible to implement a RELIABLE accounting of the aggregate position structure in MT5? - page 11
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Read. I don't see why it doesn't fit.
For example, the situation on page 4. 4 with going to sleep and the EA being cut off -- we close the position, delete the EA's pending positions, go to the side, knowing that even if we restart the EA, it will think that it has no open positions.
Maybe I don't understand something, so tell me clearly, give me an example.
Anyway -- if there's a problem, it needs to be solved somehow.
Suppose you close a cumulative position (which includes EA1 - magic1, EA2 - magic2, rune position - 0), you do it simply - closed and that's it.
You run your EAs in the morning and they see that they are not zeroing in on their positions based on the analysis of the majors.
Rather, it is not a standard tool, but an option.
Like trawl, for example.
Of those 4 brokers, two offer the trawl option for example, one for $5 per order.
This is the WORLD'S REALITY. And often you have to pay to rent an exchange terminal as well.
For example NinjaTrader or Laser are paid. That's not to mention the quotes.
Welcome to the Exchange.
.
I don't mean to say that the problem of accounting for orders should be ignored. All the more so if
MT4, MT5 trading automation issues are positioned as a priority.
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. The Expert Advisor switches on after a restart (connection interruption or running on another computer). The balance is the same. Now answer: 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.
For a single EA operation (no other EA, just like no manual trade on the same trading instrument), this is correct. But not when running multiple trading strategies.
Assuming you close an aggregate position (which includes EA1 - magic1, EA2 - magic2, rune position - 0), you do it simply - close and that's it.
In the morning, start your Expert Advisors, and based on the analysis of the magics they see that their positions are not zero.
1. Let's put it this way -- if we have EAs working -- when we close their positions, we have to take that into account, otherwise the EA will assume that the hand actions have nothing to do with it.
2. Expert Advisors do not use stops; they use pending orders instead.
3: The position opened by the EA must have a stop (in the sense of performing the function of a stop). If only to identify the existence of an order.
The sequence of actions to disable the Expert Advisor
1. We run through his positions and calculate his own cumulative position. The active position will be of the same size.
2. We close its active position.
3. Closing his/her positions.
That is it, the Expert Advisor thinks there are no orders. Sorry about the terminology. I hope I am being clear.
There is a concept of a portfolio of trading instruments. The goal is diversification.
There are many services (StrategyRunner, etc.) which allow diversification in another way - (which is logical) by running several automated trading systems.
On MT5 there are not enough possibilities for implementing such diversification. Even trading hands together with an automaton is a problem.
Clearly, we are talking about the possibility of running several independent EAs on the same instrument. Your account, where the money comes from for trading and where it is deposited afterwards, is the same for all EAs. Well, we probably have the same understanding. I don't need to tell you that parallel EAs on one instrument are the true path to lots. That's what I told you about earlier. ;)
For a single EA operation (no other EA, just like no manual trade on the same trading instrument), this is correct. But not when running multiple trading strategies.
))) >> )>>The caravan is tired.
Rather, it is not a standard tool, but an option.
Like trawl, for example.
Of those 4 brokers, two offer the trawl option for example, one for $5 per order.
This is the WORLD'S REALITY. And often you have to pay to rent an exchange terminal as well.
For example, NinjaTrader or Laser are pay-as-you-go. Not to mention quotes.
Welcome to the FOREX.
.
I don't mean to say that the problem of keeping track of orders should be ignored. All the more so if
MT4, MT5 trading automation issues are positioned as a priority.
FOREX is the market with the most advanced automation. First of all, it is caused by huge liquidity of trade instruments. For the retail FOREX market, the highest level of automation is connected with the availability of automated trading platforms (MT4, ...). The highest proportion of transactions using automated SPECULATION systems has made the FOREX market the most inefficient in comparison to other markets.
MetaQuotes just want to make another platform (albeit free) for other markets and that's it? Or else give traders convenient technical tools (which have proven themselves over the years on FOREX) to trade on exchanges?
In fact this post is a flubbery. There is a technical problem, it has to be solved.
Clearly, we are talking about the possibility of running several independent EAs on the same instrument. Your account, where the money comes from for trading and where it is deposited afterwards, is the same for all EAs. Well, we probably have the same understanding. I don't need to tell you that parallel EAs on one instrument are the true path to lots. That's what I told you about earlier. ;)
The problem of lots is purely virtual and I think the NFA wouldn't even care if the broker would give you an order interface like on MT4. If not for the negative swap inside the locs, which is quite real and is a pure scam. Everything else is completely settled within the standard exchange model.
1. Let's put it this way - if we have EAs working - when closing their positions we have to take that into account, otherwise the EA will assume that the hand actions have nothing to do with it.
2. Expert Advisors do not use stops; they use pending orders instead.
An open position opened by the Expert Advisor should have a stop (i.e. serving as a stop). At least to identify the presence of an order.
The sequence of actions to disable the Expert Advisor
1. We run through his positions and calculate his own cumulative position. The active position will be of the same size.
2. We close its active position.
3. We close its pending orders.
Therefore, the Expert Advisor will think we have no orders. Sorry about the terminology. I hope I am being clear.
The misunderstanding builds up like a snowball. You are already quite familiar with MQL5. Just try to write a simple MT5 strategy that will work independently from the others. Perhaps, you will see your own pitfalls. If you succeed, it will be awesome: the branch loses its relevance immediately.
The problem of locks is purely virtual and I think the NFA wouldn't even care if the broker gave the order interface as on MT4. If it were not for the negative swap inside the locs, which is quite real and is a pure scam. Everything else is completely settled within the standard exchange model.
Yes, if MT4 only takes margin and swap for an aggregate position, then the platform is fully NFA compliant. Moreover, it automatically becomes netting with an embedded virtual position database on the trading server.