Trading a portfolio of currency pairs - page 4

 

I'm researching something similar. I also use grids (grid reader), but I open and close solely by CCp indicator signals(https://www.mql5.com/ru/articles/1464), but the signals themselves are not the same as described in the article, but slightly different. The Expert Advisor starts to buy the currency if its index is negative and turns in the direction of a positive value. If it is not, then we wait for the next hill and increase the lots in an unprofitable bet. If the currency has changed the signal in the opposite direction - I close all positions on this currency and open in the other direction. But I guess it's not so important. The main thing is that there is a gridiron :)

When we reach the set profit all trades are closed.

With this kind of Expert Advisor, Manov traded at the Championship 2010(https://championship.mql5.com/2010/ru/users/Manov), but it closed each currency pair only if it was profitable and without any signals (just another group of deals opened in the opposite direction from the previous one), but I decided to try it with all currencies in general, using specific signals.

And this is what I got: http://www.onix-trade.net/?act=monitoring_stat&xid=29695&lang=ru

The Expert Advisor has lost almost all its profit, because it had "no brakes". It traded without so-called total stop loss. Now I have corrected it a bit. I want to check the following option: close all positions when a given loss is reached and wait 2 weeks for the market to stabilize.

Research continues....

 
EvgeTrofi:

And this is what I got: http://www.onix-trade.net/?act=monitoring_stat&xid=29695&lang=ru

The EA lost almost all of its profits because it "had no brakes". It traded without so-called total stop loss. Now I have corrected it a bit. I want to check this option: close all positions when the set loss is reached and wait 2 weeks for the market to stabilize.

Martin without brakes will lose everything at once. With brakes he will lose in portions, determined by the level of the total stop. He was not the only one who traded with Martin at the championship, but he was the lucky one - someone had to be lucky. By the way, he was repeatedly on the verge of MC and only his balance graph is beautiful, and equity - you wouldn't wish it on the enemy.
 
goldtrader:
Martin without brakes will lose everything at once. With brakes, he will lose in portions determined by the level of the total stop. Manov was not the only one who traded Martin at the championship, but he was the lucky one - someone had to be lucky. By the way, he was repeatedly on the verge of MC and only his balance graph is beautiful, and equity - you wouldn't wish it on the enemy.
The grid is not a martin but distribution of total position volume to the maximum grid width. When distributing the total volume the probability of profit increases, because each new position brings to the current price the breakeven level for all positions. In other words, 1 position of large volume is replaced by a set of small positions.
 
goldtrader:
Martin without brakes will lose everything at once. With brakes he will lose in portions, determined by the level of the total stop. Manov was not the only one who traded Martin at the championship, but he was the lucky one - because someone had to be lucky. By the way, he was repeatedly on the verge of MC and only his balance graph is beautiful, and equity - you wouldn't wish it on the enemy.

I know :)

I'm trying to attach something to it to make it less rigid. I've even written it in MQL5 to run it in the Strategy Tester. It appears to be even worse than in the demo for some reason :)

I will quit if I lose for the second time.

 
kharko:
Grider is not a Martin,

If the order lots in the grid are the same, then YES. But the author below was talking about Manov ("similar EA") and Manov has Martin, hence the conclusion.

kharko:
.... When the total volume is allocated, the probability of profit increases, as each new position brings the breakeven level for all positions closer to the current price...

... and at the same time brings the account closer to the MC level. )))

 

A grid of positions is a way of trading and nothing more. The main thing is that funds invested in a grid of positions should not exceed the amount the trader is willing to risk in one series. The deposit is divided into several parts. One part of the deposit is invested into creation of a position grid, i.e. position volumes are calculated for a certain number of levels and step of the grid.

However, we have digressed from the topic of the branch. I propose to use an indicator that allows finding the positive movement directions on each trading instrument included into the portfolio on the selected timeframe. I propose to consider the portfolio of instruments as a whole or as a new trading instrument. I propose to jointly develop a TS based on the indicator.

 

All is not lost yet :)

It's not like I have a pure martin. I do close some trades on a signal!

 

After all, in which direction do I open the whole "pile" of orders? The thing is that some "fast-moving" instruments may partly cover the spread, but if they retreated again....surely one needs a lot of money to open a large number of orders and wait until the scales move 0.00001 per cent of the deposit?

the same instruments that will pull the whole bunch up for a while, they will also quickly bring it down -....many orders cannot be closed quickly, everything has been calculated for 38 years - we lose 15-20% (possible) profit on spreads and even more on wasted time when closing deals -....

or maybe i am discussing the wrong theory? correct me...

 
EvgeTrofi:

All is not lost yet :)

It's not like I have a pure martin. I do close some trades on a signal!


where can i see your martin? here's mine....
Files:
expertoqq.zip  141 kb
 
Well, what a positive start and end to martin ))))