Portfolio

We all know about the trading systems (TS), that regularly open and close trades. You can buy one instrument and sell the other one at a time. Ерыш will open two positions.

How many positions can be opened at the same time?

As much as there are instruments provided by the broker.

Is it possible to once open several positions for different instruments, and make a consistent profit without closing the positions?

Yes. Possible! You only need to choose such instruments, that together with other positions generate the lowest drawdown with highest profit for several days.
Consider the chart of EURUSD with a period of 1 day for 100 days (Figure 1)

The top one is the usual symbol chart, the bottom one is actually the indicator showing the equity changes (account balance + profit and loss of all open positions). The thin blue line shows this change. This portfolio consists of only one instrument. You see, if you buy EURUSD on 15.05.2015 and sell it on 02.10.2015, the profit would be about minus 2000 points. This drawdown would be 6215 points, swap (payment for transferring the position to the next trading day) 221 point, and if you divide the profit by drawdown – you get ProfitFactor = Profit / DrowDown = -2000 / 6215 = -0.321.

If you use more pairs in addition to EURUSD (e.g. EURGBP, EURCHF, EURJPY, GBPUSD, USDCHF, USDJPY, AUDUSD, USDCAD, NZDUSD), you will receive a quite leveled dynamics of stable profit growth (Figure 2).

Pairs are shown in the top left corner in the figure. Red shows long positions, blue – short. Red instruments were purchased, blue ones were sold 1 lot each.

Parameters:

• Lengh – the number of candlesticks to analyze,
• FileName – the name of the file containing the list of currency pairs and trade direction, if optimization is disabled (0 – buy, 1 – sell).
• Formula – an optional parameter. It is used if FileName is not found in “terminal_data_directory\MQL4\Files\”. It is a string with a set of symbols in the traded portfolio. In front of each symbol set “+” for Buy or “-” for Sell.
• ConsiderSwap – include swap
• OptimizeProfit – optimize based on profit (fast optimization)
• OptimizeDrowDown – optimize based on drawdown.

Sample FileName contents:

• Symbol;Type
• EURUSD;1
• EURGBP;0
• EURCHF;1
• EURJPY;1
• GBPUSD;1
• USDCHF;1
• USDJPY;1
• AUDUSD;0
• USDCAD;1
• NZDUSD;0

Good luck!