How to Start with Metatrader 5 - page 143

[Sergey Golubev]

Developing a multi-currency Expert Advisor (Part 6): Automating the selection of an instance group

In the previous article, we have implemented the ability to choose the strategy option - with a constant position size and with a variable position size. This allowed us to introduce normalization of the results of the strategies' work according to the maximum drawdown and provided the possibility of combining them into groups, for which the maximum drawdown was also within the specified limits. For the sake of demonstration, we manually selected several of the most attractive combinations of inputs from the optimization results of a single strategy instance and tried to combine them into one group or even into a group of three groups of three strategies. We got the best results in the latter case.