Hi,
Not sure if it's a bug:
It seems the trade for JPY pairs are not correct when merged in a portfolio, the SL seems to be much smaller than if i run the strat by itself
I found that the same strat running in the portfolio uses 1 pip SL, and when it runs individually, it has 50 pips SL
It seems to be across the board for all the JPY strats i tested so far.
The portfolio was generated from b129 dev 6
If there's some settings i should be changing to make it work, please let me know.
Regards,
Simon
Attachment Combined_port_20200713_100.sqx added
Attachment 180004056_b128-multi2-Strategy 241421_AUDJPY_H1.sqx added
Assignee changed from Tomas Brynda to Tomas Brynda
Milestone changed from None to Build 129
Status changed from New to In progress
Attachment Vystrizek.png added
thanks for the attached strategies.
I can see that you combine strategies for various symbols. In this case you must set the right symbol names and tickSizes in the portofolio EA parameters.
Take a look at the screenshot attached. You should set Use SQ TickSize to true and check every chart if it uses the right ticksize.
Let me know if it helped.
Best regards,
Tomas
Thanks for your response. I did actually change those to the right currency and also matched ticksizeSQ to 0.01 for the JPY pairs, and changed to use the useSQticksize to true, before i raise this bug.
That didn't resolve the issue though.
Regards,
Simon
Status changed from In progress to Waiting for information
Attachment Combined_port_20200713_100.mq4 added
Attachment Combined_port_20200713_100.mq5 added
I went through the code and figured out there is an issue when checking SLPT price in MQL code.
Please try the modified EA code I attach, it should be working fine. And let me know if it helped.
Attachment PortfolioFix.sxp added
Ok, import the attached file into CodeEditor and the templates will be fixed.
double sqMinDistance = 0;
because subchart is market+timeframe
so instead of 5 subcharts i need to set 16 for the portfolio of 25 strats trading only 5 markets
Attachment Portfolio.mq4 added
Attachment critical.jpg added
someone tested it? - using rc1 MQL code
Not sure if i applied the fix incorrectly or not?
Anyway to check if the fix has been applied?
I also tried the mq4 you generated, it seems to be fixed for most, except audjpy strat. However, it will be easier for me to compare if i can get the fix in code editor and be able to generate the modified mql4 codes for both merged, and single.
Status changed from Waiting for information to In progress
Hankeys:
Simon:
could you also look at the number of subcharts - because there is too many of them - because the subchart is with timeframe as a combination
I have tried to get this working for a while now and failed every time.
I can't get any portfolio working in MT4 (Oanda) backtests.
Backtesting single strategies seems to work fine, but not portfolios (I have also tried the ones posted here).
What could be the issue?
Status changed from In progress to Duplicate