GA Take Profit $ per 0.01 (net of lots)

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Hi everyone. I will first present my strategy and facts so at the end of the post I suggest a new feature for CP EA.

I currently use a hybrid (automatized and manual) defensive strategy for trades that goes in opposite direction of my entry. I use the EA to open any type of trade using the EA indicators and after the “n” martingale (generally 3rd – 5th), every new position will have a hedge at the same price, that I manually manage to stop with some gain. I do this by setting the hedge section as follows:

Image 3465


My first attempt on demo account indicated that I needed to set a take profit based on currency rather than points, otherwise spread would kill me. See picture below for the trade I made where buy (blue circle) and sell (red circles) positions were set to close at the same price, however spread killed me.

Image 3466

See below the same trade on MT5 history tab where spread affected the final $ result significantly, remember that the stop loss of the sell positions were all set at the same price.

Image 3467

So, currently on my live account, I am running a zero spread live account, but even with that, there are small differences on bid/ask for opposite positions. This led me to manually set the GA Take Profit (account currency) parameter to net “x times” $ per every 0.01. I mean if my original Take Profit on my system is “x” points, I turn Take Profit parameter to zero and translate that to $ by 0.01 and multiple by consolidated buy and sell positions I have opened, every time that my consolidated positions volume change. Ultimately, this methodology gets around very well the spread issue when closing buy and sell position at the same time. See table below for example.

Image 3468

My suggestion on this is to implement a new parameter field to CP to close by Consolidated $ Currency by 0.01 on the Global Account section that will close all positions when such floating value is reached. This new parameter could be “GA Take Profit $ per 0.01 (net of lots) (0 - disable)” right after the “GA Take Profit (account currency) (0 - disable)”

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Andrey Khatimlianskyi
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Quote from Tarso Mastella

Thanks for your comment, but that will not help my Global Profit per lot, since spread is variable overtime. Also, my ultimate goal with this is to close main series and hedge at the same time as described above.

Tarso, you mixed up something...

GA TakeProfit (account currency) considers all spreads for all opened positions. So, if it says "closing all positions with profit 5 USD", profit after closing must be 5 USD.

The only 2 things that can change actual value of closed profit are:

 - slippage (that can't be forecasted)

 - and commission that applies separately to closing deals (some brokers use this type of commission).

And, as Sai suggested, you have to set the correct commission value (roundtrip, in + out) into the Custom commission field.

If prices will not change while positions are closing, you will have the exact value of profit you wanted to close.

Slippages can be taken into account only approximately. Just increase you TP size by some average value of previous slippages. So, if you always have +1 instead of +5, set +9 and you'll have +5 in average.

Please, let me know if it works for you.

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Tarso Mastella
Quote from Sai Pratap

Have to tried to use the feature "custom commission" to take care of the spread & swap chares, set a less global profit like 0.5$. And that shud help u with this. 

Thanks for your comment, but that will not help my Global Profit per lot, since spread is variable overtime. Also, my ultimate goal with this is to close main series and hedge at the same time as described above.

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Sai Pratap

Have to tried to use the feature "custom commission" to take care of the spread & swap chares, set a less global profit like 0.5$. And that shud help u with this. 

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Tarso Mastella

Great you have a similar idea then I have. I actually dont like to kill the hedge every new position, I like to position a stop (gain) on every hedge individually. This will be my next suggestion for implementation into CP, but I believe there is already a topic for this. See picture below for my live trading where I use CP to open positions and hedge, and I am manually setting the Stop (gain) for the hedge individually.

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Hannes Waser

Tarso, thank you very much for sharing the cool idea!

In order this to work best (easily), I guess we also will need to be able to close a hedge positionas soon as a new hedge position is opened.

I attached a case description for this case, where 6 positions have been opened)

Is there a way to do this with the CP settings? Can it be done with the partial close settings?

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toni dresch

I have the same interest, I support the Tarso project! this will help in my strategy.

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Byzuco

Interesting, that will help for what we are running Tarso.

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Rubens Oliveira

Hi Tarso, this would be very interesting, and help to develop strategies using the hedge function on CP!