Multi Symbol (Separate List for BUY Only / Sell Only)

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Multi Symbol (Separate List for BUY Only / Sell Only)
For example
Symbol List (Buy Only): AUDNZD , NZDCAD

Symbol List (Sell Only): AUDCAD 

This can better to handle the risk as portfolio / control the max drawdown.

Thank you very much.

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Andrey Khatimlianskyi
  • Declined

Hey! Thanks for your suggestion!

To control the risk, you can use Risk per currency.

And you'll be able to load an individual set-file for each currency in the future versions of the EA, so that you can set BUY only / SELL only flags for symbols you want to.

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Zen Chan
Quote from Andrey Khatimlianskyi

Hey! Thanks for your suggestion!

To control the risk, you can use Risk per currency.

And you'll be able to load an individual set-file for each currency in the future versions of the EA, so that you can set BUY only / SELL only flags for symbols you want to.

Thanks for your reply. The mainly difference between individual set file for buy / sell per EA and buy/sell symbols list is Back Testing Multi Symbol and Accout Currency TP. It will very best for finding good set for Portfolio.

I hope you could consider add the lists in CP. Thanks again.

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Andrey Khatimlianskyi
  • Under review
Quote from Zen Chan

Thanks for your reply. The mainly difference between individual set file for buy / sell per EA and buy/sell symbols list is Back Testing Multi Symbol and Accout Currency TP. It will very best for finding good set for Portfolio.

I hope you could consider add the lists in CP. Thanks again.

How are you going to optimize symbol lists? String parameters are not optimizable

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Zen Chan

1st to find a individual Symbol set is good for those symbols (maybe mix 3 to 5+ symbols).

 Depends on the correlation to mix it BT the result may reduce the Drawdown to maximise the $profit/DD.

 Common correlation pairs (also any pairs can mix, just example)

 Buy AUDNZD = +AUD -NZD

 Sell AUDCAD = +CAD -AUD

 Buy NZDCAD = +NZD -CAD


 When drawdown in one pair, if the other pairs open position also can reduce some drawdown of the Whole portfolio.

 It could be more possible to find best symbols side mix in BT than forward demo test to find.


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Andrey Khatimlianskyi
Quote from Zen Chan

1st to find a individual Symbol set is good for those symbols (maybe mix 3 to 5+ symbols).

 Depends on the correlation to mix it BT the result may reduce the Drawdown to maximise the $profit/DD.

 Common correlation pairs (also any pairs can mix, just example)

 Buy AUDNZD = +AUD -NZD

 Sell AUDCAD = +CAD -AUD

 Buy NZDCAD = +NZD -CAD


 When drawdown in one pair, if the other pairs open position also can reduce some drawdown of the Whole portfolio.

 It could be more possible to find best symbols side mix in BT than forward demo test to find.


Have you tried Risk per currency? It was designed specifically for this purpose.

And I still don't see any difference with multi-set version (individual set for each symbol) -- you can change Only Long/ Only Short mode for some set files and run new tests.

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Zen Chan
Quote from Andrey Khatimlianskyi

Have you tried Risk per currency? It was designed specifically for this purpose.

And I still don't see any difference with multi-set version (individual set for each symbol) -- you can change Only Long/ Only Short mode for some set files and run new tests.

I tried Risk per currency. But I can't use it to fix the order 

to AUDNZD (Buy Only) AUDCAD (Sell Only) NZDCAD (Buy Only) to BT at one time.
How to set the Risk per currency can do it? Thank you.

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Andrey Khatimlianskyi
Quote from Zen Chan

I tried Risk per currency. But I can't use it to fix the order 

to AUDNZD (Buy Only) AUDCAD (Sell Only) NZDCAD (Buy Only) to BT at one time.
How to set the Risk per currency can do it? Thank you.

You'll be able to set it as you want with multi-set version.
But I still don't understand why to limit AUDNZD to only Buy. With Risk per currency you can balance your exposure, for example if you have long AUDNZD position you can skip all long AUDxxx / xxxNZD signals as well as short xxxAUD / NZDxxx.