Техническое задание
Modyfication of an existing MT5 Expert Advisor which will buy/sell sets of stocks' CFDs in the Long / Short basket.
What I need:
- synthetic chart in MT5 of e.g. combination of 2 long stocks and 5 shorted stocks. I need to be able to easily create new charts of the mixes of stocks / indicies.
- matrix / panel of the chosen stocks' CFDs which tickers one will choose from the Symbol list (at particular broker symbol list)
- adding to the position or closing part of similar set of the stocks that are in the basket
- ATR used as a volatility measure for the basket of stocks (position sizing and for risk management)
Methodology of weighting stocks in the long and short baskets and formulas to generate synthetic index / symbol chart in MT5 to work on the chart:
https://chat.openai.com/share/19112a3f-26d8-40cf-9a89-fade45d3686f
I think that most of the tasks are solved in this ChatGPT discussion.
Also from this symbol I want to trade by sending basket orders that would be 1:1 with the basket created in the long / short panel.
The idea is to open position on One custom symbol (syntthetic index)- then the EA would send a basket order to buy / sell multiple stocks.
As for the Backtesting mode it would be only one chart / symbol created in the Panel
By synthetic chart I mean something similar to this link:
https://www.mql5.com/en/market/product/41173?source=External#description
And by synthetic custom symbol I mean something like this:
https://www.youtube.com/watch?v=HFrpXffd5s8
https://www.youtube.com/watch?v=nBLxrRUm65w
By the basket of stocks or indicies I mean something like this:
Buy of 30 Nvidia and 100 Tesla stocks against Sell of 30 Amazon 45 Microsoft and 70 Meta stocks.
Another example
Buy of 30 Nvidia and 100 Tesla stocks against Short 0,5 lot Nasdaq (US100)