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How to Create a Synthetic Instrument In MetaTrader 5

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The last version of MetaTrader required offline charts for anyone that wanted to create a 合成通貨ペア or instrument. Since MetaTrader 5 still does not allow for offline charts, the ability to create synthetic time frames isn’t possible using the charting time series.

The new build 1640 for MT5 introduces the ability to create synthetic instruments. 私, たとえば, want to watch VIX Calendar Spreads. Instead of just using my indicator, I also would like to see a chart that helps me track the calendar spread.

VIX calendar spread

A synthetic instrument chart displaying VIX Calendar Spreads

Market Watch MT5

How To Create A Synthetic Instrument Chart

気配値表示ウィンドウ上で右クリックします。 (look to the image on the right). You’ll see Symbols appear in a dropdown menu. Click on it.

別の方法として, just push Ctrl + U on your keyboard.

Create Custom Symbol MT5

Now enter in the Synthetic Instrument name. The name can be anything that you choose with allowed characters.

The most important step is to enter in your formula. As you can see in the image below, mine is a symbol subtraction. The primary keywords that you’ll use are bid() and ask(). だから, if you want the bid of EURUSD, たとえば, you type in bid(ユーロドル).

最後に, make sure to set the number of digits in your instrument. それ以外の場合, your chart will show a large number of unwanted, extra decimals.

作業 8 days a week

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Reaching an all-time high in my equity curve means it’s time to buckle down and keep improving. My Dominari strategy has done very well over the past 7 months and especially this and last month.

Dominari Equity Curve December 6, 2016

Is the party going to continue?

I certainly expect so. Drawdowns are inevitable, but that’s part of trading. Short-term performance is exciting, but my ambitious goal is to turn my starting balance of €8,000 into €50,000 within the next 3 年. As of this writing, I’m at €9,323.

You’re probably wondering how a 16% profit leads me to extrapolate an annual return of nearly 100%. The answer is that I dramatically changed my leverage at the end of September… just in time for that ugly drawdown. If I was trading on my current leverage, the current live return would be around 40% (すなわち, right on track to hit my goal).

What really counts is what I’ve really done. これまでのところ, I’m up €1,323 with another €40,677 to go by December 6, 2019.

The research for Dominari is effectively finished. It’s been slightly more than a year since I began researching the strategy. Although minor variations of Dominari popped up or came from traders copying my signals, none of them improved the long term outcomes.

One version that improved the risk profile was to trade with limit orders. The original blog post mentioned limit orders, but the variation placed them considerably further from the current market than what I tried previously. I also lacked a system for choosing settings appropriate to every pair, which I’ve more than likely resolved. The problem is that I have a million things on my to-do list and only 8 日時間. You’ll see some of my top projects when you scroll down.

Pilum: The latest and greatest

Pilum is a strategy based on a statistical process that identifies momentum. One of the scary elements about most quantitative strategies is that most of them are mean-reverting. They buy when the price drops and sell when the price rises. The approach is favorable (すなわち, profitable) in the long run, but it takes some psychological fortitude to trade.

Pilum is a major advancement because now I’ll have a strategy that should profit exactly when Dominari is most vulnerable to a drawdown.

dominari trade outcome histogramThe new strategy uses 指値注文 to enter the market. Something like 90% of these orders never execute. But when they do execute, I win 75% 時間の. さらに, my profile of winners to losers is very comfortable.

Most traders understand the ideas even if the statistical jargon is unfamiliar. Pilum’s biggest winner is larger than its biggest loss. The average winner is bigger than the average loser. と, it wins 77% 時間の.

Pilum trade outcome histogram

これまでのところ, I’ve done a sort of piecemeal backtest using R. When I finish the Quantilator (see below), I’ll redo the backtest in a fully fledged trading platform. 以上の可能性, I’ll use QuantConnect to test the strategy level approach.

Trading platforms drive me crazy! The biggest problem that I have as a trader is continuously reallocating capital across my portfolio. メタト レーダー, NinjaTrader and the likes implicitly assume that I want to trade some percentage of my account balance on every trade. Either that, or that I trade fixed lots.

Trading that way is extremely inefficient. I’m trying to trade 40+ 通貨, so I need to be able to decide which ones need the money for trading and which ones don’t have signals. その後、, among the ones that do have signals, I need to dish out their allocations proportionately. The allocations aren’t the same for each instrument. If you know of any good FX platforms that meet this requirement, then let me know in the comments section.

Testing Pilum on its own is important. More important than the performance of Pilum is how that performance interacts with Dominari. That means taking the daily equity values of each currency. Does Dominari lose when Pilum wins and vice versa? Should I allocate capital 50-50 between the strategies or does one strategy deserve the lion’s share of the portfolio? Is one strategy so good that it should get all of the money?

The main concern with portfolio allocation is how it relates to leverage. Dominari historically make 96% annual returns, inclusive of trading costs. しかし, it’s also trading with leverage of roughly 19:1. It’s possible for markets to rip over stops and create significant losses.

USDCHF lost 40% of its value in one hour in January 2015. Say that the scenario was even more extreme and that nobody could place a trade during that time at any price. こと 40% move is multiplied by the 19x leverage used. That’s a theoretical 800% 損失; more than the money in the account.

Everyone loves leverage because they think of profits. Leveraging losses is a lot less exciting.

だから, if you could earn 96% annual returns and only use 5:1 レバレッジ, that is exponentially superior to earning 96% 上 19:1 レバレッジ. I need to compare the returns of Pilum to Dominari per unit of risk. That allows me to do cool things like

  • Minimize the negative variance of the returns
  • Increase absolute return
  • Dynamically increase/decrease strategy allocations if I find patterns in their interactions

It’s a lower tech way of averaging strategies, like the litte guy’s version of what Numerai is doing… except that I have to create all of the strategies myself.

Quantilator

I spent the last few months sending surveys to segments of my subscribers asking how I can better serve you. Articles about indicators are overwhelmingly my most popular content. The trouble with that content is that I can’t complete the research fast enough to keep up.

The most valuable thing I’ve learned from the developing algorithms for the past 11 years is my process of deciding whether or not an indicator offers predictive value.

Moving Scale

Say that you’re interested in gaps: do gaps predict future returns? What I normally do is code a gap indicator in R, implement my analysis methodology and give a verdict. My methodology is kind of like a system for building systems. Using my approach usually takes an hour for every new idea that comes along.

An hour is pretty short. An hour is REALLY short compared to when I didn’t have a research methodology. I used to waste ヶ月 on junk strategies.

With Quantilator, I’ll be able to analyze anything in under 5 分. I’ll only have to follow 3 steps:

  1. Run a script in MT4 to export price data and indicator data
  2. Upload the exported data to Quantilator
  3. Analyze the results

This tool will be 100% 無料. I’m planning to go through the most popular indicators in MetaTrader to analyze whether or not they offer an edge. I’m building a library of small edges that can be combined into powerful strategies like Dominari and Pilum. と, in the spirit of open source, I plan to make that library available to you for free.

I’m writing this tool in Django, which is a Python framework for displaying web content. The initial version will do the analysis. I’m hoping to use this as an education tool. A bit of momentum can justify make it a fully fledged library with sample data, indicators and training videos and more.

Quantilator’s name comes from a key concept in my system analysis methodology; I break data into 約iles. These quantiles calculate average market returns for a given period of time. The quant in Quantilator refers to quantiles, but I really like the implied double entendre of making you a quant. 結局その程度です, that is what I’m doing for you!

Update: 、 Quantilator is now freely available at http://q.onestepremoved.com/

How To Build a MetaTrader Risk/Reward Tool

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The key to trading success is having a solid understanding of the risk your capital is exposed to and how that risk relates to potential profits. That is the reason that we are constantly breaking down how the average annual profit of a strategy relates to its maximum drawdown. In order to understand a strategy, we have to understand how each of its trades work from a risk/reward perspective.

メタト レーダー

Using the Fibonacci tool in MetaTrader, we can create our own risk/reward tool to evaluate trades.

Nial Fuller from Learn to Trade the Market is a strong advocate of risk/reward analysis. In a recent post, he said:

It is critical to understand that most traders who are successful over the long-term are not winning more than about 50% of their trades, but it doesn’t matter as long as they are harnessing the power of risk / reward.

その記事で, Nial breaks down the tool he uses to analyze the risk/reward for each of his trades. He provides a simple walkthrough for how to build his risk/reward tool in メタト レーダー. The tool is constructed by adjusting the settings of the フィボナッチ tool that is already built into the program.

How To Construct The Risk/Reward Tool

彼のポストで, Nial explains that his risk/reward tool is basically a modification of the built in Fibonacci tool. The first step to construct the risk/reward too is to open the Fibonacci tool, then right click on it and go into Fibonacci properties.

The next step is to set a stop-loss level. The distance between the entry price and the stop will define the 1R distance that all of the reward projections will be based on.

After the 1R distance is determined, Nial’s next step is to delete all of the other levels from the fibonacci tool except for the levels that mark the entry and stop prices. その後、, the final step is to add profit targets as levels that are mulitples of that 1R distance.

After completing this simple tweak on the fibonacci tool, you will have an overlay that provides you with a visual representation of your current trade in relation to your strategy’s profit and loss targets. This visualization can provide interesting insight into how likely a given trade is to hit whatever reward level your system is anticipating.

Advantages of Using a Risk/Reward Tool

Nial also covers the fact that there are many positive uses for a risk/reward tool like the one he describes.

The biggest advantage is the ability to quickly and visually identify profit targets. 理論的には, this should make planning trades much easier. The tool will make this process much faster, which will allow a trader to process trades quicker.

The tool also allows the trader to experiment with how adjusting the stop level will alter the profit target levels. It can also be used as a method of filtering out good and bad trades, or as an early exit signal if a trade fails to perform after a certain period of time.

 

私のブローカーは、私のエキスパートアドバイザーを盗むことができます。?

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私はよくインターネット上これを出すに十分なそれの時間この質問を取得します。. There are plenty of reasons for traders to remain wary or suspicious of their broker. If you’re using the broker’s software, can they steal the expert advisors in your account that are making money?

Steal MT4 expert advisor

Can the broker steal your EA for MT4 or MT5?

The answer is an emphatic no. I started my career working as a broker and have been involved with forex for 7 years this month. I’ve seen the backend systems and tools that the MT4 brokers use to manage clients and their positions. I’ve also seen them on the floor of one of the MetaTrader bridge companies.

The brokers use a piece of software called the MetaTrader Manager. The manager is basically a database that tracks the open positions and equity for clients. It does not have a button for sucking MT4 expert advisors from client accounts.

Mql5 を市場で販売の EAs

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MetaQuotes を通じて外国為替市場のアップル iTunes モデルに従うことを決めたその Mql5 を市場. 会社, 開発者は、メタト レーダーの所有者であります。, 独立した web サイトの多数のアイデアを撮影し、傘下のすべてのそれらを置くことを試みた.

トレーダーの多くは、このことについて絶叫しています。, 過去数週間で特に. MT4i は MT4 の動作を変更する権限のないプラグインを組み込まれて人気のある web サイトです。. プラグインが大人気. 残念なことに, 彼らはまた、ソフトウェアの変更を禁止するソフトウェア使用許諾契約に違反.

商業環境でメタト レーダーを使用する場合, その後、あなたは彼らが設定する規則によってプレイが余儀なくされます。. 念頭に, いくつかのプロとなぜ mql5 を市場を検討する可能性がありますの短所を書きたいです。.

MQL5 market web site

Mql5 を市場 web サイトのスクリーン ショット.

Mql5 を市場を使用する利点

数週間前、Nassim タレブの Antifragile をお読み. 彼をヒットする愛している優勢なテーマが少しの欠点と無限の利得を持つ機会を見つけることです。. このカテゴリに収まる非常に専門家のアドバイザーを販売.

1 つからの範囲を開発するためのコスト $360-540 通常の EA のため. ほとんど私の顧客のためのペイオフは自分たちのアイディアのパフォーマンスを見つけることの興奮. 開発費の支出をした後, 欠点は、します。 100% 頂いた.

私は mql5 を市場について好きなことは無料オプションの利点を取ることができます。: ボックス内のビジネス. トレーダーには、EA を供給し、それを交換するのみ必要があります。. MetaQuotes 文字通りはすべてあなたのため. 彼らは製品を販売します。, パフォーマンスを追跡します。, 顧客サービスを行う, お金を集めるし、点検を書く. 悪くありません.

MetaQuotes 処理、暗号化および製品のライセンスすることも好きです。. 数百の顧客は何気なく過去のエキスパートアドバイザーの販売の可能性について尋ねた 5 年半. 非常にそれらのいくつかは前進します。.

理由は時間のトンがかかる (すなわち, それは高価です) セキュリティ プロトコルと暗号化ファイルへのアクセスを制御するために開発するには. それはさらにもっと高価な PayPal のような決済システムとの統合.

ほとんどの人が気まぐれで Ea の販売についてお願い. それに数千ドルを費やす価値はないです。.

MetaQuotes のシステムはハードルを排除します。. 自分のサイトには、製品を登録して、フォームの入力と同じくらい簡単です可能性がありますあなたのエキスパートアドバイザーを販売.

成功のあなたの確率は非常に高い? いいえ.

成功する機会があるでしょう、少なくともしてのフォームへの入力以外は何もする必要はありませんが、 5 分. 良い質問です。, 「なぜそれをしない?”

付加価値税

EU ベースのトレーダーが単にヨーロッパのほとんどの不条理の VAT 率のため MetaQuotes を使用を検討して真剣に. MetaQuotes 料金、 20% 取引商品の販売のための任務.

私が知っているほとんどの EU 国の付加価値税が既により高い 20%. を開始 2015, EU businesses will be required to collect and track VAT payments for each country where the end customer resides.

めちゃくちゃ複雑で時間のかかる作業は、すべてのこれらの詳細を追跡. それは MetaQuotes に安く、 20% 委員会. こうも報告し、EU 全体にわたって異なる付加価値税を収集の手間を回避できます。.

短所

短所のみオンライン ビジネスを実行しての経験を持つ人々 に影響します。. 自分は成功したオンライン ビジネス. 製品のオンライン マーケティングの挑戦は私に決してオンライン マーケティングを行っている誰かにやり方を威嚇していません。.

私の販売人との関係から来る. 私は Facebook や Twitter のアカウントの web サイトや会社を通じてオンラインでこれらの接続を構築します。. 顧客が購入の意思決定を作るとき, 人として私を信頼しているからです。.

絶対的なものとしてその関係を見る, ビジネスのあらゆる種類を実行している最も重要な要素. だから, 私はその関係の制御を失うし、MetaQuotes に引き渡す場合します。?

ビジネスの所有者は、群衆の中にブレンドします。. メタト レーダー 5 その人気がないも, しかし、既にあります。 250 販売のための別のエキスパートアドバイザー. 唯一のマーケティング戦略は、MQL5.com のページを設定する場合は、群衆の中から目立つ製品のわずかな希望があります。.

お客様のプロファイル

大半 MQL5.com 訪れる国欧米の価格が法外なようだから. [はい], 余裕がある訪問者の一握り、 $1,000+ 最も良い戦略充電価格タグ. パーセンテージ, しかし, それは小さい.

アレクサ, トラフィック ランキング サイト, 大まかな近似としてのみ有効です。. 視聴者タブをクリックし、スクロールする国による訪問者. Alexa は言う米国とオーストラリアがのみ形成 10% mql5 をサイトの全トラフィックの. よくないです.

ロシアで最大のトラフィック ソースを作る 18% トラフィックの. 億万長者オリガルヒの白雲母の考えている限り、, 可処分所得に関連付けるできる国ではないです。. リストで他の国のほとんどは同様のプロファイルを持っています。.

サイト上のベンダーはもっとより多分似たような国から来る. 私は助けることはできませんが私の友人のアルディと思う, 月の数百の木びき台が良い収入をインドネシアの都市から来る人. 彼の品質のエキスパートアドバイザーを売ることをいとわない $99. それは彼にお金をたくさん.

多く Ardis すべてオーストラリアまたはブリットに彼の品質の製品を販売したいためにそこがあります。 900 頭の良い. 5 x 平均売り手よりもより高価なは、価格点はばかげて見える.
、 20% commission and loss of control over payments doesn’t seem appealing, いずれか. 戦略は、ページを置くとそれ以外の場合はありませんをもらって販売する場合, その後、フェアプレー.

任意のまともなビジネス オーナーが自分で行うことができなかった彼の販売手数料を支払うことを喜んで.
ということで, 良いアイデアのように見えるしない排他的なマーケティング戦略として mql5 を使用して, いずれか. 私は販売のため Ea のカップルを介して反転. 1 ページではなく含まれるより多くの情報の販売のページへのリンク. 1 つのページ説明を置くことができます。, かなり引き金を引くために誰かを取得するのに十分にあるし、.

結論

私の聖書の研究では、みんなの一つはオンライン マーケティングの会社を所有しています。. 我々 は交通を運転する web サイト、他とどのように重要なソーシャル メディアについて雑談していた.

彼はどのように多くのお客様の製品のオンライン販売の目的に近づく彼述べられる. 彼は新しい顧客を求める最初の質問は, "何があなたのマーケティング戦略です。?”

彼らが通常に対応, "ええと、, 1 つを持っていません。,「夢のフィールドの web サイトでは冗談好き彼. それを構築する場合, 彼らが来る.

オンライン マーケティングの経験を持つ誰もが冗談を取得します. 誰もが web サイトに現れる, 彼らは確かに製品を買わないと, ページがあるからといって. お客様との関係を構築する時間と労力がかかる.

Mql5 を市場で起こっていることを見ない, 現在または将来的に. MetaQuotes は大企業です。, だから私は誰かが何かを購入することを確認して. お使いの製品はないだろう.
以外のサイトに多くの時間を置かない、 5 用紙記入にかかる分. それは, 結局その程度です, 無料オプション.

取引のロボットを構築します。

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I talk a lot about the importance of building your trading plan. The same thing applies for building a trading robot or an expert advisor.

Most people approach EA development as digging frantically looking for huge gold nuggets. That approach is a good way to waste a lot of time and money.

Most people dive into the process without considering the details. The purpose of this post is to slow everything down so that you can develop some sort of business plan for your trading.

Steps to building a trading robot

Three long, difficult steps are involved with deploying a trading robot. You first need to obtain data for testing. A good strategy, once discovered, then needs to be programmed to automatically place trades. 最後に, you need to select a broker to execute the orders in the live market.

The importance of data

A good number of traders brag about their best trades. One trade gave them a million dollar profit and other such and such.

What newbie system traders don’t realize is the tedious process of how these people reached their status. Knowing whether or not a system has an edge or not entails researching your idea using historical price data. Here are some tips that you can use when looking for data:

• You need to get data, you need to analyze it, and then you need to trade it. It is really simple on the surface, but when you are trying to go about this, every step creates huge obstacles. The easiest work around is to use the trading platforms listed at the bottom of the article.

• If you are looking for free options, you might go look somewhere like Yahoo! Finance where you can get data on lots of stuff that is mostly end of day prices. It’s no good for high frequency. You can get some options data, you can get forex and you can get some indices and some futures data.

• The reason why data quality is important is when we go on to analyze and come up with potential ways that you might want to trade algorithmically, if you have garbage data, you have a garbage analysis. Be very careful about the data that you decide to accept.

Problems gathering data

Now that we learned how important data is, we now discuss the other side of the picture in data gathering which is its disadvantages.

• Unreliable. Sometimes it’s just wrong. Sometimes there are duplicate entries. Sometimes there are gaps in the data that are unexplained. And if you don’t really know what you’re looking for, what kind of problems there might be in the data, you can come up with some weird discoveries.

• Delays. Technology bridges the information gap. しかし、時, due to time differences and the most annoying part when your broker or you are having problems on your internet connection at times, delays are inevitable.

• Clutter. There are a gazillion sources of information on the internet. This equates to a huge amount of data. Different brokers have their own set of websites and blogs which displays various analyses on a single instrument. It will now be a problem on what data will you consider credible and useful in your trade. 時々, analysts just anticipate most especially technical analysts posting price forecasts and so on. Those who waits for news like Unemployment rate has their own views on figures that will show up prior and during the announcement which basically creates clutter.

The Trading Platform

When you trade online, a trading platform is like your playing field. It is the software through which you manage your trades when you open, close or set limits or stops. 通常, a trading platform is provided by the broker.

There are platforms, APIs and all sorts of different companies that offer data and trading capabilities all in the same product. The advantage to those types of software is that it makes your life a lot easier because if you go about this on your own it’s a monumental task.

A lot of people that like to play with R, and you can just custom program your own research platform. Matlab and R are the most common tools in this category. The problem is that you have to build the trading components entirely on your own.

Here are some popular platforms MetaTrader, NinjaTrader, ThinkorSwim and Multicharts. All these platforms use their own different language and solve the data problem. They also include the ability to trade automatically. Most of the heavy lifting has already been done.

MetaTrader uses a custom language called MQL4, which is really a C Scripting Language. NinjaTrader uses C# .NET 3.5. Trade Station and Multicharts is a language called EasyLanguage, which for programmers will probably bore you to tears. To understand more about these platforms, you can check different brokers and their offerings.

Trading Platforms and data

We’ve covered the languages, the markets they cover and then, the other problem is really data. These platforms offer very different set-ups and they all handle the data problem differently.

メタト レーダー

MetaTrader is kind of like the AK-47 of Trade Platforms. You download it and it doesn’t matter how novice or not good with computers you are. You will have a hard time not figuring out how to work the platform. It is simple, it’s very friendly. It’s also not sophisticated.

If you’re trying to do something sophisticated, that’s probably not the place to be. And for your analysis, you have to be very careful, because when you download MetaTrader, charts just pop up. You think, “Oh this is great, I got my data and everything looks good”, but the problem is that most of the time the data is junk. You can’t actually rely on it and do any serious analysis.

Getting the data and getting it formatted to MetaTrader is the most convoluted, difficult problem that traders face everyday. This is the platform that we deal with and everybody has problems with their backtesting and getting familiar.

This is good enough if you want to trade every couple of minutes and you’re not super execution sensitive and you are just trying to get something out cheaply. If you try every 4 hours and you trade 3 通貨, MetaTrader is fantastic for that.

But if you try to day trade or trade 20 different currencies at the same time, that’s a disaster, because MT4 isn’t multi-threaded. Every time you push an order into the market, MT4 can only handle it one at a time.

ある場合 5 orders firing off together, this one has to finish, and you have all the latency in the middle where they connect and then bounce and the trade confirms okay. Now you repeat the process four more times to get all 5 trades filled. If you’re pushing too many orders through, MT4 will choke.

NinjaTrader

You have to find somebody to give you the data. There are some paid options, there are some, there’s one that’s free called Kinetick, and they give you end of day data. Brokerages also provide limited historical data. The quantity varies substantially from broker to broker.

The problem when you’re programming all this stuff and you’re trading in the live market, if you program to a broker specific platform, you probably spend 4 宛先 6 months developing and testing it and getting it working, and a lot of money and time. If you go to start trading live and you’re not happy with the broker, too bad. You married them.

What NinjaTrader did is, let’s say that there are Brokers A, B and C. NinjaTrader sits on top to bridge everything together.

NinjaTrader is an API shoved on top of multiple broker APIs so that you can write your strategy in NinjaTrader. They’ve done all the integration with every broker partner they have.

It’s a different way to handle the same problem as MetaTrader. MetaTrader just goes to these brokers and say “You should use our platform”. If you developed in MetaTrader, you can go switch on a whim.

If you have NinjaTrader, you can go switch on a whim. The difference is that you don’t just have NinjaTrader. You have to download the broker platform, then you download NinjaTrader. その後、, you get everything hooked up and make sure everything plays nicely together.

There’s a steep learning curve with getting this all set-up to the point where you can actually download historical data and start trading with your broker. Once you have the data set-up, しかし, NinjaTrader is awesome.

TradeStation and Multicharts

TradeStation and Multicharts offer the same quality of analytics as NinjaTrader. They are easier to develop in. Obtaining data quickly makes these platforms easier for testing trading robots.

If you program with TradeStation, you trade with Trade Station. You can’t go trade with anybody else. しかし, if you’re ever unsatisfied with the broker because they slip you or because they charge bad commissions or whatever goes wrong with your trading, you don’t have any alternative. You’d have to move to MultiCharts or to redevelop the programming completely from scratch in another platform.

A trading robot

The Broker

Remember that your broker is your trading partner. It provides you the platform, data and most importantly the access in the market. Brokers are also service providers, and traders are their customers. It’s common for a customer to encounter some difficulties regarding the provider. There are two common reasons why a customer sometimes feels dissatisfied.

• First, bad service. When you are having difficulties opening your platform to execute a trade, you call on a customer service representative. And just like any other companies, a structured way of handling complaints will be given to you. Sometimes they can’t just give you what you need because they do not want to understand what you need.

• The second reason is bad execution. The broker is the market maker. They set the buying and selling prices at every single second. When you place a trade, they can present prices that are favorable to them. トレーダーとして, when you know that the trend is on your side, sometimes you do not mind trading few pips higher or lower than your order. So you grab the offer. Until you realize that the broker made some hefty spread on your trades. This affects the trader emotionally and emotions should be out of trading. Emotions spoil strategies nut as a human being, it’s natural to feel upset.

結論

Building your own trading robot is not as easy as ABC. It entails allot of effort in research, trying and testing trading signals and detaching every trade from your emotions. All of these steps are built on the foundation of your trading experience.

Remember that building a trading robot is anchored with the basic steps:
• Gathering and identifying the data you will use. Be very keen on what data to retain and what data will go directly to the bin. Not all data fed by your broker, articles written by analysts or data given to you by someone you know are reliable. Make sure to get the right data, analyze the data and trade using the data.

• A trading platform you are comfortable with. Before you start making your own trading robot, feel free to try different trading platforms. It’s like trying on some new pair of shoes before buying them. Do not go for something very complicated and you cannot even decode some basic functions. Remember that your platform is your playing field. It is more fun to trade through a platform you know how to operate than to get the most technical one and read through the help section while some other traders are gaining fast from a current trend.

• A reliable broker that will assist you on your trades. Your broker is your partner. It gives you data, platform and sometimes analysis in real time. Make sure to choose the broker that can give you what you demand and what you need.

If you will follow some of the above tips, you are on the right track on making your own trading robot.

順序の再試行ロジック

によって 5 コメント

バックテストとライブ取引の違いは、何がうまくいかない、バックテストの. 戦略はでEURUSDに対して正しく取引場合 2011 昨日, あなたは同じテストが今日正常に動作することを知っています.

backtesterを設計したり、それはライブ取引で発生する問題の種類をキャッチすることができますされていません. 私は、最も一般的なソリューションプラットフォームによって、一般的な問題を一覧表示するための努力をしたと細部へ.

 

メタト レーダー

ほとんどの古いEAが停止を添付したり、注文に利益を取ります. 周りからNFAルール 2009 接続されているすべての終了条件なしで入力するすべての外国為替取引を必要とします.

ルールは米国のMT4ブローカーのための悪夢を作成しました. 彼らは戻って行くことを余儀なくされました, メタトレーダーを変更し、とチケットを禁止 停止または制限します.

解決策は、取引の正確な実行を確認することです. 貿易が入ると, だけにしてエキスパートアドバイザーの試みは停止を追加したり、利益を取る必要があります.

それは追加の通信時間を必要とするルールが残念です. プロセスは、オーダー実行を遅く, 引き起こす可能性があります トレード状況がビジー状態 エラー.

order denied

これらはあなたが生きて取引を配置するときに見たい言葉はありません

当社のエキスパートアドバイザープログラミングテンプレート

カマルO. 私たちのEAのテンプレートコード内の単語RETRYCOUNTとはretryDelayについて金曜日に尋ね. これらの 2 言葉はすべての可能な状況を処理するコードを維持するために重要です, または少なくとも 99.9% そのうちの.

我々はにそれらをデフォルトで設定します 10 試みと 1,000 (ミリ秒), それぞれ. それです, 順序は、までご注文しようとします 10 別々の時間. 各試行は、少なくとも待機します 1,000 (ミリ秒) (1 2 番目) 別の試みを行う前に.

試行の間で, 我々はまた、貿易コンテキストが使用中であるかどうかを確認してください. それがない場合には, 我々は進みます. それ以外の場合, コー​​ドは、指定された最大値まで新しい注文を提出する機会を待ちます.

同じリトライ広告待機ロジックは、ストップロスを提出に適用され、利益を取ります. トレーダーは発見することができ、最も恐ろしい現実の世界の出来事の一つは接続しない終了条件で開かれた貿易であります. このような事が本当に起こるのか.

同じ再試行ロジックは劇的にその発生の可能性を減らすために私達のテンプレートコード内の所定の位置にあります. 我々はプログラムごとに専門家の顧問のためにこれを行います. あなたは、再試行ロジックが含まれていないエキスパートアドバイザーを使用している場合, その後、あなたのEAのソースコードは、より堅牢なことについてお問い合わせ.

NinjaTrader

NinjaTraderは、主にプログラマのためのエラーや問題を処理します. しかし, NinjaTraderのソリューションは、ユーザーを失望させる一般的な状況があります. 戦略を無効とするたびにすべての取引を閉じます いっぱいになります。 発生頭に浮かぶ.

最も単純な取引戦略が、何が良く使用して処理されます 管理対象外のアプローチ. 保留中の注文を使用して管理対象のアプローチは、ほとんどの戦略を書き換える必要性を作成します。.

NinjaTraderのユーザーが私たちを契約最も一般的な理由の一つは、彼らのライブ取引に間違って何かに関し、. 二回何かをプログラミング回避する最善の方法は、最初の試行で現実世界の取引のためのコードをご用意することによるものです.

自動化された取引 Ii

によって 1 コメント

The second part in Nathan’s interview series with me focuses on the role of high frequency trading in the markets and testing trading strategies. If you missed the first automated trading interview in the series, you can read it here.

Nathan Orange(Nathan):
Do you have any specific thoughts or opinions on HFT (High Frequency Trading)? This is such a hot topic among traders and I would imagine you have a unique insight into algo trading in general.

Do you see machines eventually replacing the “human” trader or could HFT eventually get banned from the markets? At least for day traders it seems to give quite an unfair advantage to the HFT camp for executions?

ショーンオバートン(ショーン):
There is a huge difference between algorithmic trading and HFT. HFT is obviously automated due to the speeds involved, but that does not imply that all automated trading is HFT. It’s only a subgroup.

 

Nathan Orange(Nathan):
確認して, there are plenty of automated systems that are not HFT. I bring it up under the context that HFT uses deceptive algorithms for their order posting tactics.

 

 

ショーンオバートン(ショーン):
HFT is uniformly destructive to capital markets and their purpose. It nickels and dimes investors and traders through market manipulation. Just last week Nanex detected a single organization that pushed through 4% of all the order flow on US equities quotes. さらに悪いこと, not a single one of the orders executed. Posting orders without the intent to trade is blatantly illegal.

The other negative consequence of HFT comes from the rebates that the dark pools and exchanges pay to “liquidity providers,” which are really the HFT bots. The arrangement tangibly alters the motivation for participating in markets. Rather than investing or even speculating on price, the HFT algos generally do not care about market movements. They just want the liquidity rebate.

Nathan Orange(Nathan):
This to me is the bigger issue. The whole arrangement is shady and as you said it alters the motivation for market participation. What steps or changes do you recommend?

 

 

ショーンオバートン(ショーン):
、 Market Ticker blog is one of my favorites on that subject. Karl Denninger advocates a regulatory rule of a two second minimum order time. I support the idea. Nobody can plausibly claim that an order placed for such a short duration is for any trading purpose. If an order is not intended to be filled, it should be not permitted.

 

Nathan Orange(Nathan):
I cannot argue with that logic. Back to testing, how important is accounting for commissions and slippage to the integrity of any back-testing data in your opinion? To me, as you go down the scale from longer term trading to day-trading the importance grows exponentially.

 

ショーンオバートン(ショーン):
I fully agree. The consequences of trading costs pile up with increased frequency. Shorter time frames multiply the frequency, which as you pointed out, grows exponentially.

My personal preference is to skip trading costs and commissions on short time frames so that I can obtain a sufficient sample size for my analysis. I do not foresee myself ever trading on one minute charts, but I almost always use one minute tests to analyze randomness within a strategy. Unlike most systems developers, the profitability of a system is a backseat concern.

I read a newsletter this morning written by a multi-million dollar businessman. He concluded today’s article saying that if you start a business to make a lot of money, you’ll more than likely fail. You have to excel at providing a quality product and service in order to succeed over the long run. When the inherent business excels, only then does the long term money follow.

Trading is a business in precisely the same sense. Most traders rush through the system development process to spit out quick profits. They rarely, if ever, consider a strategy’s performance over a lengthy period of time. Everything is about the here and now. さらに, good systems frequently lose money. You need something more in the toolkit besides the random scorecard of profit and loss.

Nathan Orange(Nathan):
Good systems do have losing periods, yet many traders seem to be convinced there is a “holy grail” approach out there that will buck this fact. If some of the most successful traders ever have posted losing periods (or even years) and have been around for 20+ years it seems hard to fathom beating their performance from day 1.

Regarding testing platforms, you were one of the first people that really explored the issues with back-testing Forex – can you provide more detail on the problems for those that are interested in developing and back-testing a system for FX (MetaTrader platform)?

ショーンオバートン(ショーン):
You’re opening a can of worms on this one. MetaTrader is hands down the worst platform available for backtesting. The data is notoriously unreliable. Even when good data is at hand, the instructions for importing it and turning it into something usable fill a dozen pages of instructions.

You’re much better off doing real analysis in NinjaTrader, TradeStation or MultiCharts. The metrics are vastly superior and require a tiny fraction of the effort. I still think that MetaTrader is sufficient for live trading most strategies.

Nathan Orange(Nathan):
I am a huge fan of live testing/trading alternate strategies. One of my biggest “A Ha” moments came during live testing alternate exit strategies. I traded my account with my original exit approach but also demo traded alternate exit strategies in real time. There is value gained that you don’t always get from a back-testing print out. How do you compensate for slippage when testing a strategy?

 

ショーンオバートン(ショーン):
Forex is thankfully unique in that it doesn’t come with unique problems other than rollover. The markets are the most liquid in the world. As a retail forex trader looking at charts longer than five minutes, you can generally assume that the historical prices are reasonably reflective of executable prices for the strategy.

I compensate for slippage and bad ticks by doubling my expected transaction costs. たとえば, I pay 1.5 pip spread on the EURUSD. When I test a strategy, I demand that it must hold up on 3 pips transaction cost on every trade.

Nathan Orange(Nathan):
Before we wrap this up, are there any specific strategies or common parameters that you have noticed in systems that make it? We both know how small of a percentage of traders become successful, but as it relates to mechanical systems are there recurring themes for those that are profitable?

 

ショーンオバートン(ショーン):

いいえ, there are no recurring themes that I see. The lowest common denominator is that they do not overtrade and that they use low leverage. Other than those two items, each successful strategy differs substantially from all the others.

The most important ingredient in system development is the developer. I have yet to program a successful trading system for someone without years of full time trading experience under their belt. You have to go through the school of hard knocks if you’re going to make it. Almost all of us are too stubborn to listen to good advice.

Nathan Orange(Nathan):
ショーン, I can’t thank you enough for providing such honest responses and sharing your insight. If you are interested in learning more or considering coding your system, go to MetaTrader Programming for more information.

EA 問題チェックリスト

によって Leave a Comment

テクニカル サポートに問い合わせるし、カスタマー ・ サービス担当者を求めるとき、それは私が狂った駆動します。, “お使いのコンピューターをを接続します。?” When I step back and think about it, しかし, they ask dumb questions for a reason. Some people really do forget to check the obvious things.

If you’re stuck trying to load a MetaTrader expert advisor and you cannot get it to trade, this checklist will help you resolve the most obvious problems.

You should see the name of your expert advisor and a smiley face in the top right corner of your open chart. The image below contains a blue line. Everything is correctly displaying above that blue line.

MT4 EA

Expert Advisor Problem Checklist

Do you see the name of your expert advisor on the chart? はいの場合:

  • If an X appears, then click the big EA button at the center top of the screen. It should appear pressed down
  • If an upside down smile (a frown appears), then right click on the chart. Choose Properties. Click the Common tab. 選択します。 “ライブ取引を許可します。” と “Allow DLL Imports”. Remove the check next to “Confirm DLL Function calls”
  • Click the Inputs tab. Change the inputs to whatever values you desire. Push OK.
  • If a smiley face appears, you’re all done.

Do you see the name of your expert advisor on the chart? そうでない場合:
Drag and drop the EA onto the chart.

  1. Click the Common tab. 選択します。 “ライブ取引を許可します。” と “Allow DLL Imports”. Remove the check next to “Confirm DLL Function calls”
  2. Click the Inputs tab. Change the inputs to whatever values you desire. Push OK.

 

MT4 EA Button unpressed

The X appears on the chart because the Expert Advisors button is not pushed down

EA frown

The frown on the chart indicates that “Allow Live Trading” is not enabled.

The EA button correctly pressed

The smiley face appears on the chart after the Expert Advisors button is pushed down.

カスタム インジケーター メタト レーダー

によって 1 コメント

彼はグラフを参照してくださいしたいと思いますいくつかの情報をトレーダーが夢なら, カスタム インジケーターはもっとより多分行く方法です。. カスタム インディケータの表示をサポートします。

  • ダッシュ ボード
  • 矢印を売買します。
  • 任意の種類の行の

カスタム指標が必要 プログラミング. それです, 結局その程度です, カスタムになるアイテム.

The custom indicator box in MT4

カスタム インディケータの開発の利点は、プロセスを最大限に制御を提供しています. デザイナー コントロール入力, ユーザーが変更できる項目します。.

移動平均, たとえば, 一般的な入力の種類などを提供します。 (EMA 対 SMA) 期間 (、 55 移動平均期間). 後であなたの心を変更することが予想される場合, 最初からそのためには簡単です。.

ほとんどのトレーダーはチャート上のインジケーターの外観について最も気します。. 色に焦点を当てる、またはライン上の矢印を好む傾向があるかどうか, カスタムのプロセスについての素晴らしいところは、あなたの好みに合わせてツールを構築することができます。.

一部のトレーダーは、メタト レーダーで暗い黒の背景を好む. 他の明るい色を好む, 目に容易であります。. それは完全にあなた次第です。, デザイナー, インジケーターで情報を表示する方法を決定するには.

作成したいカスタム インジケーターはありますか? メールでお問い合わせ info@onestepremoved.com 構築したいの説明.