Ring - page 26

 

For the test it seems logical.

1) 100 lots EURUSD buy, X lots EURGBP sell, X lots GBPUSD sell, where X = ? //100* EURGBP price

Close 2010.05.03 4h 56m on IBFX.

eur/gbp 0,8368
gbp/usd 1,4688
eur/usd 1,2293

eur 1,99978
gbp 2,388857
usd 1,626763

Maybe these are the Fair Lot Volumes?

 

Does anyone know the formula for the calculation?

eur

gbp

usd

I have made a similar solution in excel.

 
I have described a detailed example for your case a few posts above.
 
TVA_11:

For the test it seems logical.

1) 100 lots EURUSD buy, X lots EURGBP sell, X lots GBPUSD sell, where X = ? //100* EURGBP price

Close 2010.05.03 4h 56m on IBFX.

eur/gbp 0,8368
gbp/usd 1,4688
eur/usd 1,2293

eur 1,99978
gbp 2,388857
usd 1,626763

Maybe these are the Fair Lot Volumes?


Looking at my previous reply, I do not understand, the order of entry is correct in both replies, but mine was Buy+Buy+Sell, and yours was Buy+Sell+Sell. And I realized it later: the USDGBP pair was in my position, so I automatically filled in the directions. Respectively, a Sell position should be opened for GBPUSD.

*

You're calculating the volumes incorrectly.

 
moskitman:

all right, because they will be affected by currencies not accounted for in the Ring

and the more there are, the more stable the ring is... I have 7 of them i.e. 21 transactions


You still have the Ring holding at 21 trades and at volumes equal to 1 everywhere!?
 
PapaYozh:



And how do you explain MosquitoMan's equal-volume ring?
 

If you play different pairs of rings in the EA then:

Each pair must have equal "weight" in making money losing. Otherwise only the heaviest pair will be adjusted.

Who is testing multi-advisors?

Does he use 1 lot for each one, or each pair has its own lot? Share, no one is discussing it!

 
TVA_11:

If you play different pairs of rings in the EA then:

Each pair must have equal "weight" in making money losing. Otherwise only the heaviest pair will be adjusted.

Who is testing multi-advisors, what are they doing?

Does he use 1 lot for each one, or each pair has its own lot? Share, no one is discussing it!

https://www.mql5.com/ru/forum/125439
 

Thank you.

kharko >>:
I suggest another way: calculate volumes using point value.
Trade volume = Maximum point value of the instrument portfolio / current point value of the instrument * unit volume
.

How it looks like in real example

EurUsd

EurGbp

GbpUsd

How do I calculate lot size?

 

And after that, how do you calculate "equal" stops and profits?

EurUsd = 20 stop and 20 profit. on a 4 digit system. on 5 - 200 and 200.

EurGbp

GbpUsd