Algo trading with detailed justification

fxsaber

Banned
Sep 1, 2019
37
0
27
www.mql5.com
Best free FOREX tick history.
TickArchive.png
 

fxsaber

Banned
Sep 1, 2019
37
0
27
www.mql5.com
June 2021. Slow development of scalping on a PAMM account: a turnover of about a quarter of a billion euros.

The gain was + 25.0%.


Trading has been stopped because at the end of the month, a new PAMM account was opened on another more advanced trading platform (MetaTrader 5), where the gain has so far amounted to + 1.35%.


Investments.
After switching to a more technologically advanced PAMM account, investments were increased eightfold.

Turnover.
The total trading turnover for the two PAMM accounts amounted to 260 (161 + 99) million euros. The brokerage commission was paid 6520 euros, swaps - 2380 euros.
 

fxsaber

Banned
Sep 1, 2019
37
0
27
www.mql5.com
July 2021. Slow development of scalping on a PAMM account: a turnover of 690 million euros.

The gain for the calendar month was +12.975%.

Some robots in the portfolio have consistently given a loss for a week - stopped.

Investments.
Investments were reduced six times - a large investor decided to take a break.

Turnover.
In July 2021, the PAMM account’s trading turnover amounted to 690 million euros. The brokerage commission was paid 17250 euros, swaps - 7111 euros.
 

fxsaber

Banned
Sep 1, 2019
37
0
27
www.mql5.com
Achievements of the trading library that is used on my PAMM account.

Results.​

  • Open source and freely redistributable source code.
  • The easiest to learn and use trading library (from public) for MetaTrader 5. Does not require its own documentation.
  • Allowed some authors to write articles on the practical application of machine learning and other trading techniques without difficulty.
  • Simplified the transition from backtesting robots to combat versions.
  • Highest reliability of any hedge account solution.
  • High performance for live trading accounts and backtests.
  • Made it easier to work with the trading history and control the quality of execution of trade orders: slippage, rejections.
  • Cross-platform (MetaTrader family).
  • Fully translated into English by MetaQuotes.
  • She attracted a large number of programmers to the corresponding section of the MQL-Community (one of the world's largest trader-community).
  • Provided tens of thousands of Market sales and Freelance work.
  • Huge contribution to the popularization of MetaTrader 5 and services related to the trading platform.
  • Allowed to create reproducible reports on errors in the trading part of the platform, prompting them to fix them.
  • It greatly influenced the acceleration of the trading part of the platform (client and server parts).
  • Identified errors / flaws and weaknesses in third-party brokerage software and platform settings on the part of admins.
  • Library-based products have made millions of transactions with a total turnover of about USD trillion .
  • Contributed to the mass segment of algorithmic trading.
  • Has advanced scalping and multicurrency trading methods by simply switching to the MetaTrader 5 trading strategy tester.
  • Influenced the development of the retail-Forex industry and related industries.
  • Demonstrated the possibility of writing the most convenient (mass) unified trading API based on various third-party trading APIs.

Thanks to everyone who reported bugs and suggested improvements. Special thanks to MetaQuotes.
 

fxsaber

Banned
Sep 1, 2019
37
0
27
www.mql5.com
August 2021. Slow development of scalping on a PAMM account: a turnover of 206 million euros.

The gain for the calendar month was +28.21%.


Busy with research, the portfolio has not been recalculated for several months. Therefore, the result is significantly lower than the market gave.

Investments.
Investments were reduced six times - a large investor decided to take a break.

Turnover.
In August 2021, the PAMM account’s trading turnover amounted to 206 million euros. The brokerage commission was paid 5163 euros, swaps - 2873 euros.

The quality of execution of trade orders.

FillRate = 73.5%. Accordingly, 26.5% of limit trading orders were rejected when attempting to execute - rejections.
The average time for filling limit orders by the aggregator is about (did not measure exactly) 100 milliseconds.
The average duration of rejections is about (did not measure exactly) 1000 milliseconds.