Trading a portfolio of currency pairs - page 5
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Well, what a positive start and end to martin ))))
at least you can play with martin for longer :-)
where can i see your martin?
Original TS http://www.forexfactory.com/showthread.php?t=107119
The original calculator for determining the overall direction of the single portfolio of 14 currency pairs is built into the indicator.
well, i gave you the link to the monitoring http://www.onix-trade.net/?act=monitoring_stat&xid=29695&lang=ru
I've given you the link to the monitor:? As a result, you can't expect any profit - 2 months = 10 percent ... and then the price will go up to 1.30 within a month, 3 "losses" of 40 percent and you're screwed, resulting in minus 100 percent in 6 months ... so ... For me, it's just a matter of time before the prices rise to 1.30 and then three "losses" of 40 per cent, resulting in 100 per cent losses in 6 months. so? or another option, you withdraw your 10 grand, and then lose seven earned ones and you end up with zero again (and the next time you lose). since 1999, the quid has been linked to six currencies and the trend is sideways, with martin it needs a drawdown (deposit) sufficient for the entire chart height, with 50 per cent margin. and with five alpari signs you cannot take it out....
As a result, you can't expect any profit - 2 months=10 percent ... and then the price will go up to 1.30 within a month, 3 "losses" of 40 percent each, and you're screwed, resulting in minus 100 percent over 6 months ... so? As for the other option - you've withdrawn your 10 grand, and then you've lost seven earned ones and ended up with zero (and the next time you lose). since 1999, the quid has been linked to six currencies and the trend is sideways. with martin, the drawdown (depo) should be sufficient for the entire chart height, with a 50% margin. and with five alpari counters you can't fail....
It's actually a good idea. I will have to test it on MT5. You can build a channel and buy (increase rates) at drawdowns and sell (decrease rates) at tops:
You can use Reshetov's developments to implement the idea:
https://www.mql5.com/ru/forum/112224
It's actually a good idea. I will have to test it on MT5. You can build a channel and buy (increase rates) at drawdowns and sell (decrease rates) at tops:
You can use Reshetov's developments to implement the idea:
https://www.mql5.com/ru/forum/112224
Some time ago, I was fascinated by Reshetov's development, but I did not manage to achieve stable results.
Now with fresh eyes I looked through a branch. Reshetov proposed the idea of maximum use of funds. His implementation turned out to be with big risks for the deposit. The main reason is the choice of leverage. The leverage of 1:100 is very large for such a system. I think the leverage size should be between 1:10 and 1:50. If you add to Reshetov's development the direction selection for each instrument in the portfolio (Portfolio Currency v2 indicator), it should be a good result.
Eugene, spb...
I was once fascinated by Reshetov's development, but was unable to achieve consistent results at the time.
Now I have a fresh look at the thread. Reshetov proposed the idea of maximising the use of Funds. Its implementation turned out to have high risks for the deposit. The main reason is the choice of leverage. The leverage of 1:100 is very large for such a system. I think the leverage size should be between 1:10 and 1:50. If you add the direction selection for each portfolio instrument (the Portfolio Currency v2 indicator) to Reshetov's development, it should be a good result.
Eugene, spb...
Reducing the working lot and increasing the deposit will smooth out the effect of leverage. But I don't think it's about leverage. It's about unsatisfactory results of the TS.
By reducing the working lot and increasing the deposit - you will smooth out the effect of leverage. But I think it's not about the leverage. It's about unsatisfactory results of the TS.
I would not call Reshetov's development a TS because the rules for entering/exiting positions are not defined. It is a way of maintaining open positions.
Reducing the volume of the initial position and increasing the deposit will not help, because the total volume of the position directly depends on the leverage. The smaller the leverage, the more collateral is allocated to maintain the position, and therefore this position will hold more opposite price movement, i.e. have less risk.
Reshetov's formula for calculating position volume for one instrument:
Position volume = Risk * Equity / (Number of instruments * Lot value) - Total volume of open positions
Where 0 < Risk <= 1 - coefficient.
If the position volume is positive and exceeds the minimum allowed volume, we add a new position of the corresponding volume. If the position volume is negative, we close the position of the corresponding volume.
This formula allocates equal parts of Funds for each instrument. I think we should rewrite the formula in the following way:
Position Volume = Risk * (Balance / Number of Instruments + Profit) / Lot Value - Total Volume of Open Positions
Where, Profit - profit from the instrument.
Thus, new positions will be added to the instruments, whose positions are opened in the trend, and vice versa.