I had merged and split the same EA in the demo account, but after a few days of trading there were completely different results. No trade was opened in the split account, and 7 trade was already closed in the merged account...
2 identical accounts, Darwinex-demo, are used.
Split:
MT4 Server
Darwinex-Demo (demoUK.darwinex.com)
MT4 Login
2088982516
Investor Password
wfx6qxy
Merged:
MT4 Server
Darwinex-Demo (demoUK.darwinex.com)
MT4 Login
2088982518
Investor Password
ao2krkn
Attachment Saved Portfolio.zip added
Attachment EU_15_111511942_S_HA_CF_SQ3-MM_EQ___BTvsBT.png added
Attachment EU_H1_110134178_S_BB_CF_SQ3-MM_EQ___BTvsBT.png added
Attachment EU_H4_110401842_S_LL_CF_SQX-MM_EQ___BTvsBT.png added
Attachment EU_H4_110417185_S_HH_CF_SQ3-MM_EQ___BTvsBT.png added
Attachment PORTFOLIO___BTvsBT.png added
individual EQ curves are the same, but merged one is not - direction is holding, but performance is out
anyone with some progress about this feature?
can we really use it for our real trading, trading more TFs, more markets together?
what are the limitations?
what tests has been made before it was implemented to SQX?
i have tested in B130 – tried portfolio of 5 strats for the same market and same TF (5x EURUSD H1 strats) and seems that its working in the backtest will if i put it on EURUSD H1 market, can this merged strategy really be putted on whatever TF or market? or how its working…
and if i want to put more TFs together like M15+M30+H1+H4 on what TF should i put the merged EA? because if put the above portfolio to a different TF, so for example to M30 or H4 i am getting different backtest in Tick Data Suite – and its i think obvious, because every condition should be evaluated on bar close
so should be also different TFs merged together?
from monday i started with 3 demo accounts – 5 strats each merged to one portfolio MQL file
ptf1 – 5x EURUSD H1, putted to EU H1 market
ptf2 – EURUSD only TF M15-H4, putted to EU M15 market
ptf3 – 5markets (EU, GU, GJ, EJ, UJ), H1 only – putted to EU H1 market
so we will see how its trading after some time
first find – ptf 2 where are also H1 or H4 strats, which is putted to M15 TF – the pending orders for H1 strats have open time for example 8:15, so it seems that evaluation of conditions is not made on H1 TF, but still on M15 TF
There is a limitation in trading options and money management. The whole portfolio uses the same MM method and TO.
So first you should unify the MM and TO settings in the strategies the portfolio is made of to be able to compare the individual strategies and merged portfolio results.
Attachment merge.jpg added
if this is true, how H1 strategy in merged portfolio could open pending order on 9:15 for example?
and if i look now i know from magicnumber, that H1 strats have opened pending orders in 13:30? its evaluated in M15 TF as it was putted to EU M15 market and TF
and second - if i make backtest of merged H1 strats in Tick Data Suite and choose TF in MT platform as M15, or M30 or H4 i am getting always a different backtest
Status changed from Fixed to In progress
There is currently one catch - the bar open recognition is tied to the timeframe of the symbol the EA is running on.
So right now the portfolio will work only for the strategies using the same timeframe.
I will look more deeply into this and try to solve the problem
Status changed from In progress to Fixed
//| EJ_H1_200134181_S_TE_CF_SQX-MM EA
//|
//| Generated by StrategyQuant X Build 130 at 11/15/2020 16:56
//|
//| Backtested on ?? / ??, ?? - ??
first line - name of the 1. strategy in the portfoliou - should be name of "portfolio" from line of the databank - its confusing
line backtested on - new in B130 - not functional, only question marks
and important is this
extern string CustomComment = "EJ_H1_200134181_S_TE_CF_SQX-MM";
comment for merged strategy is from the first strategy also - shoulg be also the name of the "portfolio" - or maybe better the comment should be for every strategy
Subject changed from split and merged strategy totally diferent trading to Support for trading MultiTF strategies merged to one
Type changed from Bug to Feature
Status changed from Fixed to New