Example of test results from an article:
List of published articles with a detailed explanation of the development process:
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Developing a Multicurrency Expert Advisor (Part 1): Multiple Trading Strategies Working Together.
There are quite a lot of different trading strategies. From the point of view of risk diversification and increasing the stability of trading results, it can be useful to use several strategies working in parallel. But if each strategy is implemented as a separate Expert Advisor, it becomes much more difficult to manage their joint work on one trading account. To solve this problem, it is desirable to implement the work of different trading strategies in one Expert Advisor.
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Developing a multicurrency Expert Advisor (Part 2): Transition to virtual positions of trading strategies
Let's continue the development of a multicurrency Expert Advisor with several strategies working in parallel. Let's try to transfer all the work related to opening market positions from the level of strategies to the level of the Expert Advisor that manages strategies. The strategies themselves will trade only virtually, without opening market positions.
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Developing a multicurrency Expert Advisor (Part 3): Revision of the architecture
We have already made some progress in developing a multicurrency Expert Advisor with several strategies working in parallel. Taking into account our experience we will revise the architecture of our solution and try to improve it before we go too far ahead.
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Developing a multicurrency Expert Advisor (part 4): Pending virtual orders and state saving
Having started developing a multicurrency Expert Advisor, we have already achieved some results and managed to make several iterations of code improvements. However, our Expert Advisor could not work with pending orders and resume work after restarting the terminal. Let's add these features.
- Developing a multicurrency Expert Advisor (Part 5):Variable position size
In previous parts, the Expert Advisor being developed had the ability to use only a fixed position size for trading. This is acceptable for testing, but undesirable when trading on a live account. Let's make it possible to trade with variable position size.
. - Developing a multicurrency Expert Advisor (Part 6): Automate the selection of a group of instances (in process)
After optimising a trading strategy, we get sets of parameters based on which we can create several instances of trading strategies combined in one Expert Advisor. We used to do it manually, but now we will try to automate this process. - Developing a multicurrency Expert Advisor (Part 7): Selecting a group with the forward period taken into account (in plans)
The full code is located in the attached archive due to the large number of files. Unzip it into the Experts folder. The files inside are organised into folders related to individual articles. The two visible source code files are not used, they are only needed for publishing.
