Is it possible to implement a RELIABLE accounting of the aggregate position structure in MT5? - page 14
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For programmers, the answer is obvious. However, not for all forum members, which is why the thread has grown so big.
Your argument is like arguing with someone who has black and white vision.
You(getch) say, - "Look, the world is wonderful, full of colours and shades, it is many and varied".
And the answer is, "There are no colours, there's only a cumulative stance."
Reminds me of the time of Microsoft Windows.
Microsoft said, "Look, now you can run several programs in different windows, it is multitasking and the tasks do not interfere with each other.
And they said, "Why do we need windows when we've got the wonderful command line? Look at the cursor blinking. Do you have a cursor?"
You had Windows and now they're giving you DOS. And they say, "Look how wonderful DOS is, we've added OOP for you,
and now you can play tetris in-between, what do you need Windows for? It's complicated, and the overseas regulator is against it. And what will he say?
then we do it straight away or he won't give us the money. And he'll like Dosik. He looks so much like his Dosik.
You have bought and recorded on paper that you have bought volume N. - is your first virtual position.
You buy again and put on paper that you have bought volume M - this is your second virtual position.
Your total position equals Buy (M + N).
Now can you see why virtual positions have nothing to do with legal and accounting issues?
...
No, it still doesn't make sense. But it doesn't matter. Don't bother explaining it any further. I have other things to do.
Your argument is like arguing with someone who has black and white vision.
You(getch) say, - "Look, the world is wonderful, full of colours and shades, it is many and varied".
And the answer is, "There are no colours, there's only a cumulative stance."
Reminds me of the time of Microsoft Windows.
Microsoft said, "See, now you can run multiple programs in different windows, it is multitasking and the tasks do not interfere with each other.
And in response - "Why do we need windows, when we have a wonderful command line. Look at the cursor blinking. Do you have a cursor?"
If you haven't understood yet, it reminds of an argument between a mentally healthy person and a schizophrenic who has not even split personality, but God knows how many. By the number of advisors running simultaneously on the same instrument.
- Look how wonderful! One of my personalities is selling, while the other is holding a long position at the same time. There is also a third and a fourth! And then there's one personality of mine, so she loves hands!
- There are no personalities and there are no simultaneous long and short positions. There is only a cumulative position. It's called REALITY.
You will come to the point where they, the personalities-advisors, get money from the account individually.
- There are no personalities and no simultaneous long and short positions. There is only an aggregate position. Called REALITY.
Actually IS. But in advanced systems.
If a bank has $1 billion in a REAL (unpromising) currency position (i.e. speculative balance sheet skewed towards one non-native currency), it is impossible to cover it with an opposite trade - it will only aggravate the loss. Therefore, to hedge a losing position, the bank does not open a counter trade, i.e. it does not "reduce reality", but simply sells or buys options or (more often) trades a forward or a swap. These adult transactions cannot be accounted for in one universal way in the terminal.
Sorry, colleagues, but you are fixated on currency spots, and.... You are being lazy. It's time to grow up. Whoever doesn't want to gradually move from the kitchens to the serious guys with all sorts of forwards, swaps and options-futures, but instead demands to "put it all back" simply because he's lazy, doesn't deserve the big money. Only small ones.
If you haven't figured it out yet, it's like arguing between a mentally healthy person and a schizophrenic who doesn't even have a split personality, but God knows how many. By the number of advisors running simultaneously on the same instrument.
- Look how wonderful! One my personality is selling, while the other is holding a long position at the same time. There is also a third and a fourth! And then there's one personality of mine, so she loves hands!
- There are no personalities and there are no simultaneous long and short positions. There is only a cumulative position. It's called REALITY.
You'll come to the point where they - the personalities - get money from the account individually.
For you, my dear lover of the aggregate position, Windows has made a Dos window with your favourite command line.
But that's not why most people love Windows.
Sorry, they loved it because it's the era of DOS (MT5).
Handshake!
Actually there IS. But in advanced systems.
If a bank has $1 billion in a REAL (unpromising) currency position (i.e. speculative balance sheet bias towards one non-native currency), it is impossible to cover it with an opposite trade - it will only compound the loss. Therefore, to hedge a losing position, the bank does not open a counter trade, i.e. it does not "reduce reality", but simply sells or buys options or (more often) trades a forward or a swap. These adult transactions cannot be accounted for in one universal way in the terminal.
Sorry, colleagues, but you are fixated on currency spots, and.... You are being lazy. It's time to grow up. Whoever doesn't want to gradually move from the kitchens to the serious guys with all sorts of forwards, swaps and options-futures, but instead demands to "put it all back" simply because he's lazy, doesn't deserve the big money. Only little money.
There is. But an instrument and its derivative are different things. I was talking about one ticker.
- There are no personalities and no simultaneous long and short positions. There is only an aggregate position. It's called REALITY.
You're going to get to the point where they - the personalities - are individually making money out of the account.
Erm... how do you say... ah! there!
At a point in time, yes, there's a warehouse of all the trades called an "aggregate position",
and, of course, in the aggregate, which affects equity... Right? Exactly, and no one is arguing with that.
However, the word itself is the answer, which no nettigers are stubbornly paying attention to:
that a position consists of a set of individual trades, and it's each of them
each one of them individually affects the very joint poses and that one affects the equity...!!
The above posts are a good analogy of the OS world, where multitasking may also be criticized on the grounds that
In OSes, multitasking can also be criticized on the grounds that only one of many tasks is active at a time and you can throw yourself on the grenade with your chest, convinced that it's really single-tasking.
SZZY: I call communication through the command line a mumbo-jumbo, and that's why.
It's not hard to learn most commands, and if you draw the analogy of people who don't have a shitter, don't give a fuck.
If they can't string a few phrases together, communicating through a command line with a computer is much easier on this principle.
As you yell to him: mlya IP! (ping ya.ru ;))) so immediately all is executed ...
On the subject.
Back in the day, MK suggested introducing a global magik to account for positions.
In that case all business would be reduced, though programmatically, to choosing of deals by position's magik.
But they haven't heard it...
For you, my dear lover of the aggregate position, Windows has made a Dos window with your favourite command line.
But that's not why most people love Windows.
Sorry, they loved it because it's the era of DOS (MT5).
>> spit it out.
Very funny. True, irrelevant to the point. But it may be good as a polemic in a communal kitchen.
Erm... how do you say... ah! there!
A good analogy from the OS world is given above, where multitasking can also be criticized on the grounds that
that only one of a number of tasks is in progress at a time and throw oneself on the grenade line about real single-tasking.
The comparison is totally incorrect. That's what multitasking is all about - the TASKS are different. I have nothing against antivirus, Word, background archiving and video conversion running simultaneously. And I have nothing against simultaneous work of various Expert Advisors on their tools.
And about time - you are missing the point here. Even one core can execute actions from different threads during one beat. But this is closer to our special branch.
Anyway, this is not the point.
The comparison is totally incorrect. Multitasking is what it is all about, because the TASKS are different. I have nothing against antivirus, Word, background archiving and video conversion running simultaneously. And I have nothing against simultaneous work of various Expert Advisors on their tools.
And about time - you are completely out of time here. Even one core can execute actions from different threads during one beat. But this is closer to our special branch.
Anyway, this is not the point.
There are systems using one tool in different frames and with different time of position holding. They have absolutely different logics. Everything can be combined in one Expert Advisor or in different ones - the matter of convenience. It's not even about frames. I have an EA with its own logic that works on EUR, GBP, CHF and NDF. I have another one that works only on the yb, and another one that works on the pound and the yb. Do I need to merge them all into one global EA? And for example, after the restart, how do I define which part of it is related to which Expert Advisor? And if I want to disable one of them, change the lot for one of them or introduce modifications, do I have to look through that code every time?
Even if there is only one Expert Advisor, but for example with topping up and calculating the lot size depending on the situation. To determine how the total value has been obtained, we need either to simulate the EA's operation on history or monitor individual orders.
If there is only one Expert Advisor trading on 1 symbol and opening/closing only one position, we will not have any problems. Of course, we can reduce everything to that. But it is not convenient to everybody, and not only because they are fools and do not know how to trade.
This is why we will have to write part of the order managing routine ourselves, and it seems to be not very convenient and nice to do. This idea was quite convenient in MT4. And it has nothing to do with the market, execution, etc. - It's purely a question of convenience when writing EAs. I have something to compare it with and I started working with MT later than with pure exchange platforms. MT5 just takes its architecture from them in many ways.