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Strategies merged into one (Trading in parallel)

3 replies

huangwh88

Customer, bbp_participant, community, 112 replies.

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10 months ago #281970

Hi all,

The ‘Merging strategies into one’ has been around for a few years, but is still experimental.

Seems to work as intended, as long as you attach it to a chart of your trading timeframe, and specify the correct market for each strategy.

Known limitations: Same trading options are applied to all the strategies.

So far, a forum search yields no results of successful implementation of this feature.

Has anyone found success with it? Are the devs confident enough to make it non-experimental?

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tomas262

Administrator, sq-ultimate, 2 replies.

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10 months ago #282018

Hi,

so far we have had only minor issues with this mostly caused be either merging very large amount of strategies or by setting up incorrect symbols for ‘subcharts’. We will consider removing the notice into future builds

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huangwh88

Customer, bbp_participant, community, 112 replies.

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10 months ago #282023

Hi, so far we have had only minor issues with this mostly caused be either merging very large amount of strategies or by setting up incorrect symbols for ‘subcharts’. We will consider removing the notice into future builds

Thanks Tomas.

When you say “very large” amount, roughly how many strategies are you referring to? And what sort of problems?

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Christian Schranz

Subscriber, bbp_participant, community, 30 replies.

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3 weeks ago #285249

Yes, but there are big issue in the coding results after generation. When you want to use the ATM functions from Ulitmate version like this:

if (ShortEntrySignal
   and Not LongEntrySignal)
{
    // Action #1
    Open Short order at (Close(Main chart)[1] – (PriceEntryMult1 * ATR(Main chart,ATRPeriod1)[1])) Stop;
        Order valid for 3 bars;
        Duplicate trades: disabled;
        Replacing pending orders: allowed;
        // ATM (Advanced Trade Management) is enabled,
        // NOTE – original Profit target, Trailing, Exit after bars set in order are ignored!
        // Position size constraints – minimal exit size: 0.01, size decimals:  2
        Stop Loss = StopLoss1 %;
        // Exit #1 – MultipleOfOriginalSL
        Close 25 % of position at 0.8 * original Stop Loss (= StopLoss1 %);
        // Exit #2 – MultipleOfOriginalSL
        Close 25 % of position at 1.55 * original Stop Loss (= StopLoss1 %);
        // Exit #3 – MultipleOfOriginalSL
        Close 50 % of position at 2 * original Stop Loss (= StopLoss1 %);
}

the portfolio is not geenrated the code correct.

In the single strategy the coding is correct and open also corect 3 different trades in MT5

BUT when I use the generated coding in the portfolio, MT5 created only 2 order and one with no TP.

So some coding is missing here. When I compare the coding between the correct single strategy and the portfolio coding I found the different here

//MultipleOfOriginalSL exit

if(sizeRemaining > 0){
exitSize = MathMin(fixLotSize(“Current”, MathMax(NormalizeDouble(NormalizeDouble(mmLots * mmMultiplier / 100.0 * 25, 2), 2), 0.01)), sizeRemaining);
exitTicket = openPosition(
ORDER_TYPE_SELL_LIMIT, // Order type
“Current”, // Symbol
exitSize, //Size
sqFixMarketPrice(openPrice + (1.55 * (openPrice – sl)), “Current”), // Price
0, // Stop Loss
0, // Profit Target
correctSlippage(sqMaxEntrySlippage, “Current”), // Max deviation
“”, // Comment
MagicNumber, // MagicNumber
ExpirationTime, // Expiration time
true, // Replace existing order (if it exists)
false, // Allow duplicate trades
true
);

 

 

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