Find Optimal Money Management % for each strategy in protfolio Forex, Kelly criterion

Termos de Referência

1. Find optimal %MM for a trade in each strategy, but with one common account and common single balance
2. Find optimal extern int mmStopLossPips = 150;
3. Do it in excel or similar for future use

There are 4 MQL strategies, 4 currency pairs
they are sharing 1 Metatrader4 account with one balance of 5 000 USD

each strategy has money management like this


//+------------------------------------------------------------------+
// Money Management variables
//+------------------------------------------------------------------+
extern string smm = "----------- Money Management - Risk Fixed % Of Account -----------";
extern double mmRiskPercent = 2.0;
extern int mmDecimals = 2;
extern int mmStopLossPips = 150;
extern double mmLotsIfNoMM = 1.0;
extern double mmMaxLots = 100.0;



each strategy has complete statistics and full report on performance

STRATEGIES IN PORTFOLIO
# Name Symbol Timeframe Net Profit ($) Net Profit (pips) # of Trades Sharpe Ratio Profit Factor
S2 Strategy 10.91.526 Strategy 10.91.526 unknown $ 14583 1458.3 pips 171 0.08 1.55
S3 Strategy 26.91.538 Strategy 26.91.538 unknown $ 24366.9 24366.9 pips 168 0.08 1.72
S4 Strategy 5.44.150 Strategy 5.44.150 unknown $ 1641.6 1641.6 pips 98 0.27 2.11
S5 Strategy 7.72.203 Strategy 7.72.203 unknown $ 9136.91 913.7 pips 120 0.18 1.37a


and reports


Strategy Tester Report
Strategy 26.91.538 fixed gbpusd h1 ic
ICMarketsSC-Demo01 (Build 1280)

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Hour (H1) 2018.01.02 00:00 - 2020.08.14 23:00 (2018.01.01 - 2020.08.17)
Model Every tick (the most precise method based on all available least timeframes)
Parameters CustomComment="Strategy 26.91.538"; MagicNumber=11111; KCBarCloseserPeriod=20; LinRegBarClosesPrd=40; BBBarClosesPeriod=10; PriceEntryMult=0.3; BarsValid=31; MoveSL2BECoef=4.7; ProfitTarget=150; StopLoss=40; TrailingStop=70; SMAPeriod=30; ATRPeriod=20; smm="----------- Money Management - Fixed size -----------"; mmLots=0.1; seod="----------- Exit At End Of Day -----------"; ExitAtEndOfDay=false; EODExitTime="23:04"; seof="----------- Exit On Friday -----------"; ExitOnFriday=true; FridayExitTime="20:00"; sltr="----------- Limit Time Range -----------"; LimitTimeRange=false; SignalTimeRangeFrom="08:00"; SignalTimeRangeTo="16:00"; ExitAtEndOfRange=false; smtpd="----------- Max Trades Per Day -----------"; MaxTradesPerDay=0; smmslpt="----------- Min/Max SL/PT -----------"; MinimumSL=0; MinimumPT=0; MaximumSL=0; MaximumPT=0; slts="----------- Use Tick size from SQ (for CFDs) -----------"; UseSQTickSize=false; MainChartTickSizeSQ=-1; sqDisplayInfoPanel=true; ModifyInsteadOfReplacing=true; OpenBarDelay=0;
Bars in test 17282 Ticks modelled 49950399 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00 Spread Current (2)
Total net profit 2642.14 Gross profit 5819.22 Gross loss -3177.08
Profit factor 1.83 Expected payoff 16.11
Absolute drawdown 130.72 Maximal drawdown 420.55 (3.64%) Relative drawdown 3.64% (420.55)
Total trades 164 Short positions (won %) 81 (38.27%) Long positions (won %) 83 (51.81%)
Profit trades (% of total) 74 (45.12%) Loss trades (% of total) 90 (54.88%)
Largest profit trade 149.30 loss trade -42.04
Average profit trade 78.64 loss trade -35.30
Maximum consecutive wins (profit in money) 6 (472.08) consecutive losses (loss in money) 7 (-284.90)
Maximal consecutive profit (count of wins) 472.08 (6) consecutive loss (count of losses) -284.90 (7)
Average consecutive wins 2 consecutive losses 2
Graph
# Time Type Order Size Price S / L T / P Profit Balance
1 2018.01.02 11:00 sell stop 1 0.10 1.34991 0.00000 0.00000
2 2018.01.02 11:00 modify 1 0.10 1.34991 1.35391 1.33491
3 2018.01.02 18:00 modify 1 0.10 1.35195 0.00000 0.00000
4 2018.01.02 18:00 modify 1 0.10 1.35195 1.35595 1.33695
5 2018.01.02 19:00 modify 1 0.10 1.35212 0.00000 0.00000
6 2018.01.02 19:00 modify 1 0.10 1.35212 1.35612 1.33712
7 2018.01.03 14:00 buy stop 2 0.10 1.35802 0.00000 0.00000
8 2018.01.03 14:00 modify 2 0.10 1.35802 1.35402 1.37302
9 2018.01.03 17:00 modify 2 0.10 1.35843 0.00000 0.00000
10 2018.01.03 17:00 modify 2 0.10 1.35843 1.35443 1.37343
11 2018.01.03 17:01 sell 1 0.10 1.35212 1.35612 1.33712
12 2018.01.05 00:00 delete 2 0.10 1.35843 1.35443 1.37343

.....etc

Respondido

1
Desenvolvedor 1
Classificação
(58)
Projetos
76
33%
Arbitragem
9
78% / 11%
Expirado
7
9%
Livre
Pedidos semelhantes
I’m looking to turn into code. Trading Instrument - Crude Oil Futures (CL) Chart and Timeframe - 30-second chart Entry Setup 1. Time Focus on the first 30-second candle after 11:00:00 AM New York time. (11:00:00 candle) 2. Candle Size Limit : Skip the trade if the first candle is greater than 10 points. 3. Entry Orders - Place stop orders at the high and low of the first 30-second candle after 11:00:00. - Long Entry
hello there I need a copy trade for mt4 can ANYONE help me with and let discuss on how to go about it kindly send me message to signify and let discuss mind you i need this urgently let connect to discuss and conclude
I would like the better volume indicator 1.6 in a scanner format. Scanning multiple timeframe and pairs of which can be picked. Would like it to provide all standard notifications and also if pressed to go to the a template timeframe and pair. *To be placed in a table format as the one added. To be able to add which time frame you want to see. *To advise me of the following Climax High - turn the text green High
Here's the bot's trading strategy in a nutshell>>> I would like to make a simple scalping MT5 EA trading bot for the synthetic indices, specifically for the Boom 1000 Index. This MT5 EA trading bot will be based off of the 10 period moving average that follows specific rules for entry. The parameters of the moving average are as follows: Period:10 Shift:1 Method:Linear Weight Apply to:Close The bot will only initiate
I require an MT4 Expert Advisor (EA) that automatically places hedge orders when a buy or sell order is placed by me or another EA. The hedge orders will consist of a stop order (either Buy Stop or Sell Stop), with the same lot size as the original order, deployed at a predefined price distance. The EA must ensure that only one hedge order is placed for each trade. The system should monitor trades based on specific
For Chart Panel : Needs a Black Back ground at present its transparent . ✔️ Trading Panel (To be reset weekly = 1-6) 1. EA Status : (on/off) 2. Total Trades Taken : 3. Number of Profitable Trades Today : 4. Number of Loosing Trades Today : 5. Number of Profitable Trades This Week : 6. Number of Loosing Trades This Week : (To be Reset every Month = 7-9) 7. Number of Profitable Trades This Month : 8. Number of Loosing
I want to create a robot to open and close trades for me based on my moving averages cross overs . I normally trade on my phone so i would like to set it on my phone 1st
I have more detailed audio/ video attached Close All and restart = tru ___________________________________________ RULES EA MQL5 EA requirements below. MQ5 source code The EA must work in strategy tester with out any errors. The EA must be efficient, must execute trades quickly and not slow down if placed on many charts. require MQ5 source code when code is completed
Hi, I am looking for you who probably already got this high-performing bot that I am looking for or is willing to create one. My main focus is XAUUSD. Win-Rate should be >70% on back-test, Should also be able to run live demo a/c and show profit. There has to be a clear strategy and parameters in order to optimize and adapt to change
Hello there, am in need of an expert pinescript programmer who can work on an existing code to add some indicators and features. Please bid if you understand pinescript well and can work on existing code

Informações sobre o projeto

Orçamento
30 - 50 USD
Desenvolvedor
27 - 45 USD
Prazo
de 1 para 5 dias