Portfolio

Portfolio

All of us are accustomed to trading systems (TS), which regularly perform the opening and closing of commercial transactions. You can simultaneously buy one and sell the other tool. Then, it will open 2 positions simultaneously.

How many positions can be opened at the same time?

So much – how many tools available at the dealer center (DC).

Is it possible to open several positions in different instruments and once without closing the position consistently make a profit?

Yes. It’s possible! It is only necessary to select such characters, who for several days will be, together with the other positions, give the smallest drawdown (DrowDown) at the highest profit (Profit).
Consider a graph with EURUSD period of 1 day to 100 days (Figure 1)

Top – the usual tools chart below – in fact itself an indicator showing how it will change equity (account balance + profit and loss of all open positions). Blue thin line that’s what shows. This portfolio only 1 tool. Here you can see, if you buy a currency pair EURUSD 15.05.2015 and 10.02.2015 to sell, the profit will be about minus 2000 points. In this case, the drawdown will be 6215 points, swap (fee for transferring your position to the next trading day) is 221 point, and if we divide the earnings drawdown – you get ProfitFactor = Profit / DrowDown = -2000 / 6215 = -0.321.

If in addition to the EURUSD in a portfolio use several (eg: EURGBP, EURCHF, EURJPY, GBPUSD, USDCHF, USDJPY, AUDUSD, USDCAD, NZDUSD), you get a fairly leveled dynamics of stable earnings growth (Figure 2).

The figure in the upper left corner shows the currency pairs. Red denotes the length of the position, and in blue – short. Red tools bought and blue – sold in the volume of 1 lot each.

Options:

  • Lengh – The number of candles involved in the analysis,
  • FileName – The file name to the list of currency pairs and the direction of trade, if optimization is disabled (0 – buy, 1 – sell).
  • Formula – Optional. Used if FileName file is not found in the folder “katalog_dannyh_terminala MQL4 Files “. Here you specify the string to a set of characters in the trading book. Before each symbol, but the first is necessary to put a “+” if the purchase or “-” – if it is selling the stock.
  • ConsiderSwap – take into account the swaps
  • OptimizeProfit – Optimize profit (fast optimization)
  • OptimizeDrowDown – Optimize for loss.

An example of the contents of the file FileName:

  • Symbol; Type
  • EURUSD; 1
  • EURGBP; 0
  • EURCHF; 1
  • EURJPY; 1
  • GBPUSD; 1
  • USDCHF; 1
  • USDJPY; 1
  • AUDUSD; 0
  • USDCAD; 1
  • NZDUSD; 0

Good luck!

Portfolio

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