Create a portfolio in 1 merged file

It was mentioned a lot of times in the past,

but this would be a very great feature,


this way the MoneyManagment methods will work correctly,
because lets say we will use a martingle for this example,
so we need to multiply our lot each loss,
if we have 100 strategies in our portfolio and each strategy with a martingle MM method,
that means that all the 100 strategies will be multiplying their own independent trades,
that would be wrong!,


but if we will have all the 100 strategies in 1 merged file with that same martingle MM method,
that 1 EA with all the 100 strategies will control all the strategies and will be acknowledged of the losing trade in each strategy and will multiply accordingly.


hope you understood..., thank you for your time :)

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  • Votes +1
  • Project StrategyQuant X
  • Type Feature
  • Status Refused
  • Priority Normal

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k
#1

Karish

28.12.2017 10:59

Task created

MF
#2

Mark Fric

17.01.2018 11:27

Status changed from New to Refused

I understand, but it is a question how to do this. If we would be merging multiple strategies into one strategy, thesimplest way to do it is to create one strategy but keep all sub-strategies separate, with their own MM, so they don't influence each other.


What you want is difficult to do automatically, this would mean that strategies will have to share also MagicNumbers, and they will interfere with each other.

This will be a completely different resulting strategy if it should behave like this.


This kind of merge could maybe be made as some custom plugin, but not as a feature in SQ4.

k
#3

Karish

17.01.2018 11:59
I understand,

thats ok, we can keep on using 1 file per strategy,

the main thing is the backtest results of SQ4 to match MT4,

all the other things are not so important right now,

this feature could be added in the future as a separate plugin as you said,

this problem could be solved by using OrderComments/OrderMagicNumbers, but i would need to see the finished source code for MQL4 of SQ4 that makes the MT4 strategy when exporting to MQL4,

then i would be able to make some calculations and tell you how can you do it,

but thats ok Mark, the main thing that is uber important is the backtest results between SQ4 & MT4, all else is just bonuses.


BEST OF LUCK MATE!

k
#4

Karish

19.08.2020 00:59
Voted for this task.

Votes: +1

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