Ahora voy con la parte crítica de la operativa.
2/3 de las operaciones (o más) son lanzadas mediante condicionadas.
La estrategia inicial consiste en capturar objetivos cortos cuando la volatilidad baja y dejar correr las ganancias cuando la volatilidad sube. Por el camino se van quedando operaciones enganchadas que son las que van bajando la equity. Mientras se consigue tener la equity respecto al balance a una distancia no superior del 10% la operativa no hay que variarla nada, no exije meterle mano ya que el balance SIEMPRE sube.
Cuando se pilla una tendencia se deben cerrar las operaciones ganadoras por técnico.
Puede ocurrir que tengamos en un momento todo buys o todo sells abiertas en un par. En esos casos se puede abrir cobertura total en una única posición, cuando esta entra en ganancias se va cerrando escalonadamente y la parte final se deja en trailing. Eso se podía comprobar fácilmente siguiendo el book y mirando la hora de apertura. Esa es la razón de que aparezcan tantos trades, pero operaciones de apertura hay menos que de cierre.
Si se va a hacer eto en horarios cercanos a no poder vigilar los gráficos, la apertura debe hacerse en el mismo punto pero con varias operaciones de tal manera que a cada una de ellas le puedas aplicar un take profit diferente.
Los pares de divisas básicos són únicamente el eur/usd y el gbp/usd aunque tb tiene peso el eur/jpy. El resto son operaciones en distintos pares buscando un balanceo que todavía no tengo controlado, es decir eran pruebas. Se salva de esto las operaciones sobe el gold que si que eran especulativas, sin interés de prueba alguno.
Ayer por la tarde-noche el sistema entró en situación de alerta, exigía un equilibrio total de posiciones. En teoría el sistema aguanta una tendencia como la de esta semana pero ha habido errores por mi parte importantes. Al estar esperando desde hace 7 días el rebote, el Jueves según se acercaba a un soporte intradía en 1,3850-1,3860 que podía haber sido un doble suelo y que fue en su día un soporte durante días hasta que el precio arrancó hacia máximos del 2009. Como esperaba el precio se paró ahí e hizo varios pull-back, pero siempre por debajo del soporte.
Al vigilar las posiciones por la noche vi que el precio se iba para abajo y decidí desapalancar las posiciones ya que además tenía el cobro de rollovers a la vuelta de la esquina y a esas horas prefiero cerrar en vez de cubrir. En ese momento obsrvo que los gráficos se pintan mal, cosa que queda reflejada en el log correspondiente.
23:23:00 '281471118': login
23:23:04 '281471118': login
23:23:04 Publisher: starting
23:23:07 '281471118': login
23:23:11 '281471118': login
23:23:11 Publisher: ok
23:23:12 Publisher: starting
23:23:19 Publisher: ok
23:24:57 HistoryBase: 5 errors in 'EURUSD30'
23:24:58 HistoryBase: 11 errors in 'GBPJPY15'
23:24:59 HistoryBase: 26 errors in 'USDJPY5'
23:25:00 HistoryBase: 34 errors in 'GBPUSD5'
23:25:01 HistoryBase: 32 errors in 'OIL5'
23:25:01 Custom indicator equity GOLD,M15: loaded successfully
23:25:02 HistoryBase: 2 errors in 'GOLD60'
23:25:02 Custom indicator equity2 EURUSD,M30: loaded successfully
23:25:02 HistoryBase: 5 errors in 'GBPUSD30'
23:25:03 HistoryBase: 5 errors in 'EURJPY30'
23:25:03 HistoryBase: 5 errors in 'GBPJPY30'
23:25:04 HistoryBase: 5 errors in 'AUDUSD30'
23:25:04 HistoryBase: 5 errors in 'CHFJPY30'
23:25:05 HistoryBase: 5 errors in 'USDMXN30'
23:25:05 HistoryBase: 5 errors in 'EURGBP30'
23:25:05 HistoryBase: 5 errors in 'AUDJPY30'
23:25:06 HistoryBase: 34 errors in 'CHFJPY5'
23:25:06 HistoryBase: 32 errors in 'AUDNZD5'
23:25:06 HistoryBase: 11 errors in 'USDMXN15'
23:25:07 HistoryBase: 10 errors in 'SUGAR5'
23:25:07 HistoryBase: 34 errors in 'AUDUSD5'
23:28:13 Publisher: starting
23:28:20 Publisher: ok
23:28:51 '281471118': instant order buy 0.10 EURUSD at 1.3725 sl: 0.0000 tp: 0.0000
23:28:52 '281471118': request was accepted by server
23:28:52 '281471118': request in process
23:28:52 '281471118': order buy 0.10 EURUSD opening at 1.3725 sl: 0.0000 tp: 0.0000 failed [Common error]
Intento cerrar posiciones y es cuando suceden los errores de la plataforma de este tipo.
23:50:28 '281471118': instant order buy 0.10 EURUSD at 1.3729 sl: 0.0000 tp: 0.0000
23:50:28 '281471118': request was accepted by server
23:50:28 '281471118': request in process
23:50:28 '281471118': order buy 0.10 EURUSD opening at 1.3729 sl: 0.0000 tp: 0.0000 failed [Common error]
23:52:34 Publisher: starting
23:52:41 Publisher: ok
23:55:58 '281471118': instant order buy 0.10 EURUSD at 1.3734 sl: 0.0000 tp: 0.0000
23:55:58 '281471118': request was accepted by server
23:55:58 '281471118': request in process
23:55:58 '281471118': order buy 0.10 EURUSD opening at 1.3734 sl: 0.0000 tp: 0.0000 failed [Common error]
23:56:41 '281471118': modify order #20515125 buy 0.10 EURUSD at 1.3750 sl: 0.0000 tp: 0.0000 -> sl: 1.3650 tp: 0.0000
23:56:41 '281471118': request was accepted by server
23:56:41 '281471118': request in process
23:56:41 '281471118': order #20515125 buy 0.10 EURUSD at 1.3750 was modified -> sl: 1.3650 tp: 0.0000
23:56:41 Publisher: starting
23:56:48 Publisher: ok
23:56:56 '281471118': instant order buy 0.10 EURUSD at 1.3732 sl: 0.0000 tp: 0.0000
23:56:56 '281471118': request was accepted by server
23:56:56 '281471118': request in process
23:56:56 '281471118': order buy 0.10 EURUSD opening at 1.3732 sl: 0.0000 tp: 0.0000 failed [Common error]
23:57:29 '281471118': instant order buy 0.10 EURUSD at 1.3731 sl: 0.0000 tp: 0.0000
23:57:29 '281471118': request was accepted by server
23:57:29 '281471118': request in process
23:57:29 '281471118': order buy 0.10 EURUSD opening at 1.3731 sl: 0.0000 tp: 0.0000 failed [Common error]
23:57:41 '281471118': instant order buy 0.10 USDJPY at 89.15 sl: 0.00 tp: 0.00
23:57:42 '281471118': request was accepted by server
23:57:42 '281471118': request in process
23:57:42 '281471118': order buy 0.10 USDJPY opening at 89.15 sl: 0.00 tp: 0.00 failed [Common error]
23:58:48 '281471118': instant order buy 0.10 USDJPY at 89.13 sl: 0.00 tp: 0.00
23:58:49 '281471118': request was accepted by server
23:58:49 '281471118': request in process
23:58:49 '281471118': order buy 0.10 USDJPY opening at 89.13 sl: 0.00 tp: 0.00 failed [Common error]
23:59:35 Publisher: starting
23:59:42 Publisher: ok
Reinicio la plataforma y me encuentro con que el MT4 no recuerda las cuentas y aparecen símbolos raros, así que tengo que volver a escribirlas a mano, login y contraseña.
Ahora empiezan los problemas de conectividad, que en un principio eché la culpa al ADSL.
00:02:44 '281471118': connect failed [No hay conexión]
00:04:36 Publisher: starting
00:04:43 Publisher: ok
00:09:37 Publisher: starting
00:09:44 Publisher: ok
00:12:32 '281471118': cannot connect to server
Cuando consguí reconectar, tras mucho intentarlo, hice una prueba a ver si podía cerrar mediante un take profit - stop-loss cercano.
Fué una locura de intentos durante casi dos horas.
01:45:21 '281471118': login
01:45:47 '281471118': login
01:45:48 Publisher: starting
01:45:52 Old tick USDMXN15 12.93940/12.93940
01:45:52 Old tick SUGAR5 28.53000/28.56000
01:45:52 Old tick SPA3515 10868.00000/10878.00000
01:45:52 Old tick OIL5 75.82000/75.90000
01:45:54 Publisher: ok
01:46:06 Old tick USDMXN30 12.93940/12.93940
01:46:06 Old tick USDMXN15 12.93940/12.93940
01:46:06 Old tick SUGAR5 28.53000/28.56000
01:46:06 Old tick SPA3515 10868.00000/10878.00000
01:46:06 Old tick OIL5 75.82000/75.90000
01:46:31 Old tick USDMXN30 12.93940/12.93940
01:46:31 Old tick USDMXN15 12.93940/12.93940
01:46:31 Old tick SUGAR5 28.53000/28.56000
01:46:31 Old tick SPA3515 10868.00000/10878.00000
01:46:31 Old tick OIL5 75.82000/75.90000
01:46:36 Old tick USDMXN30 12.93940/12.93940
01:46:36 Old tick USDMXN15 12.93940/12.93940
01:46:36 Old tick SUGAR5 28.53000/28.56000
01:46:36 Old tick SPA3515 10868.00000/10878.00000
01:46:36 Old tick OIL5 75.82000/75.90000
01:46:49 Old tick GBPUSD30 1.57650/1.57690
01:46:49 Old tick GBPUSD5 1.57650/1.57690
01:46:49 Old tick EURJPY30 123.06000/123.10000
01:46:49 Old tick EURJPY60 123.06000/123.10000
01:46:49 Old tick USDCHF30 1.06570/1.06600
01:46:49 Old tick AUDUSD30 0.86780/0.86830
01:46:49 Old tick AUDUSD5 0.86780/0.86830
01:46:49 Old tick GBPUSD30 1.57640/1.57680
01:46:49 Old tick GBPUSD5 1.57640/1.57680
01:46:49 Old tick AUDJPY30 77.72000/77.81000
01:47:38 '281471118': login
01:47:40 '281471118': login
01:47:41 Publisher: starting
01:47:42 Old tick USDMXN30 12.93940/12.93940
Consigo por fin poder cerrar posiciones, pero no me podía fiar de nada, no se veían un montón de barras en todos los gráficos y el precio era una línea arriba a la izquierda y otra horizontal abajo.
01:54:05 HistoryCenter: synchronize 'EURUSD15'
01:54:09 HistoryCenter: 43975 bars imported in 'EURUSD15'
01:54:43 '281471118': close order #20438701 sell 0.10 GBPJPY at 144.28 sl: 0.00 tp: 0.00 at price 141.32
01:54:43 '281471118': request was accepted by server
01:54:43 '281471118': request in process
01:54:43 '281471118': order #20438701 sell 0.10 GBPJPY at 144.28 sl: 0.00 tp: 0.00 closed at price 141.32
01:54:43 Publisher: starting
01:54:49 Publisher: ok
01:55:50 HistoryCenter: synchronize 'USDJPY5'
01:55:56 HistoryCenter: 65293 bars imported in 'USDJPY5'
01:56:20 '281471118': close order #20467661 sell 0.10 USDJPY at 90.78 sl: 0.00 tp: 0.00 at price 89.61
01:56:20 Publisher: starting
01:56:20 '281471118': request was accepted by server
01:56:20 '281471118': request in process
01:56:20 '281471118': order #20467661 sell 0.10 USDJPY at 90.78 sl: 0.00 tp: 0.00 closed at price 89.61
01:56:26 Publisher: ok
Cerré todas las posiciones, no dejé ni una abierta. Estos son algunos ejemplos
01:56:35 '281471118': close order #20445200 sell 0.10 GBPUSD at 1.5770 sl: 0.0000 tp: 0.0000 at price 1.5767
01:56:35 Publisher: starting
01:56:35 '281471118': request was accepted by server
01:56:35 '281471118': request in process
01:56:35 '281471118': order #20445200 sell 0.10 GBPUSD at 1.5770 sl: 0.0000 tp: 0.0000 closed at price 1.5767
01:56:41 '281471118': close order #20445190 sell 0.10 GBPUSD at 1.5780 sl: 0.0000 tp: 0.0000 at price 1.5767
01:56:42 Publisher: ok
01:56:42 '281471118': request was accepted by server
01:56:42 '281471118': request in process
01:56:42 '281471118': order #20445190 sell 0.10 GBPUSD at 1.5780 sl: 0.0000 tp: 0.0000 closed at price 1.5767
01:56:42 Publisher: starting
01:56:47 '281471118': close order #20445187 sell 0.10 GBPUSD at 1.5790 sl: 0.0000 tp: 0.0000 at price 1.5767
01:56:47 '281471118': request was accepted by server
01:56:47 '281471118': request in process
01:56:47 '281471118': order #20445187 sell 0.10 GBPUSD at 1.5790 sl: 0.0000 tp: 0.0000 closed at price 1.5767
01:56:48 Publisher: ok
01:56:53 '281471118': close order #20445182 sell 0.10 GBPUSD at 1.5800 sl: 0.0000 tp: 0.0000 at price 1.5765
01:57:23 Publisher: starting
01:57:23 '281471118': request was accepted by server
01:57:23 '281471118': request in process
01:57:23 '281471118': order #20445182 sell 0.10 GBPUSD at 1.5800 sl: 0.0000 tp: 0.0000 closed at price 1.5765
01:57:29 Publisher: ok
01:57:54 Publisher: starting
01:58:03 Publisher: ok
01:59:14 '281471118': close order #20477421 sell 0.10 GBPUSD at 1.5750 sl: 0.0000 tp: 0.0000 at price 1.5748
01:59:15 '281471118': request was accepted by server
01:59:15 '281471118': request in process
01:59:15 '281471118': order #20477421 sell 0.10 GBPUSD at 1.5750 sl: 0.0000 tp: 0.0000 closed at price 1.5748
01:59:15 Publisher: starting
01:59:21 Publisher: ok
01:59:21 '281471118': close order #20477402 sell 0.10 GBPUSD at 1.5760 sl: 0.0000 tp: 0.0000 at price 1.5749
01:59:21 '281471118': request was accepted by server
01:59:21 '281471118': request in process
01:59:21 '281471118': order #20477402 sell 0.10 GBPUSD at 1.5760 sl: 0.0000 tp: 0.0000 closed at price 1.5749
01:59:21 Publisher: starting
01:59:26 '281471118': close order #20455433 sell 0.10 GBPUSD at 1.5810 sl: 0.0000 tp: 0.0000 at price 1.5749
01:59:27 '281471118': request was accepted by server
01:59:27 '281471118': request in process
01:59:27 '281471118': order #20455433 sell 0.10 GBPUSD at 1.5810 sl: 0.0000 tp: 0.0000 closed at price 1.5749
01:59:27 Publisher: ok
01:59:44 '281471118': close order #20445176 sell 0.10 GBPUSD at 1.5820 sl: 0.0000 tp: 0.0000 at price 1.5746
01:59:44 '281471118': request was accepted by server
01:59:44 '281471118': request in process
01:59:44 '281471118': order #20445176 sell 0.10 GBPUSD at 1.5820 sl: 0.0000 tp: 0.0000 closed at price 1.5746
01:59:44 Publisher: starting
01:59:50 Publisher: ok
02:00:18 '281471118': close order #20445174 sell 0.10 GBPUSD at 1.5830 sl: 0.0000 tp: 0.0000 at price 1.5745
02:00:18 '281471118': request was accepted by server
02:00:18 '281471118': request in process
02:00:18 '281471118': order #20445174 sell 0.10 GBPUSD at 1.5830 sl: 0.0000 tp: 0.0000 closed at price 1.5745
Luego empecé a borrar condicionadas pendientes
02:44:51 '281471118': request 0.10 GOLD
02:44:52 '281471118': request was accepted by server
02:44:52 '281471118': answer 0.10 GOLD 1063.47 / 1064.27
02:44:53 '281471118': close order #20481144 buy 0.10 GOLD at 1110.61 sl: 0.00 tp: 0.00 at price 1063.47
02:44:53 '281471118': request was accepted by server
02:44:53 '281471118': request in process
02:44:53 '281471118': order #20481144 buy 0.10 GOLD at 1110.61 sl: 0.00 tp: 0.00 closed at price 1063.47
02:44:53 Publisher: starting
02:44:59 Publisher: ok
02:45:15 Script delete_pending GOLD,M15: loaded successfully
02:45:23 '281471118': delete pending order #20301319 buy stop 0.10 EURUSD at 1.4070 sl: 0.0000 tp: 0.0000
02:45:24 '281471118': request was accepted by server
02:45:24 '281471118': request in process
02:45:24 '281471118': pending order #20301319 was deleted
02:45:24 Publisher: starting
02:45:24 Script delete_pending GOLD,M15: removed
02:45:26 Script delete_pending GOLD,M15: loaded successfully
02:45:27 '281471118': delete pending order #20301360 buy stop 0.10 EURUSD at 1.4080 sl: 0.0000 tp: 0.0000
02:45:28 '281471118': request was accepted by server
02:45:28 '281471118': request in process
02:45:28 '281471118': pending order #20301360 was deleted
02:45:28 Script delete_pending GOLD,M15: removed
Hasta que falló del todo la conexión y me fuí a dormir tranquilo
02:48:03 '281471118': delete pending order #20470434 buy stop 0.10 EURUSD at 1.4000 sl: 0.0000 tp: 0.0000
02:48:31 '281471118': deleting of pending order #20470418 buy stop 0.10 EURUSD at 1.4005 sl: 0.0000 tp: 0.0000 failed [Trade context is busy]
02:48:37 Custom indicator equity GOLD,M15: removed
02:48:37 Custom indicator equity2 EURUSD,M30: removed
02:48:41 FTP: read answer error
02:48:41 FTP: statement.htm failed
02:48:41 Publisher: failed
02:48:48 X-Trader 4.00 build 225 stopped
02:48:46 X-Trader 4.00 build 225 started (X-Trade Brokers)
02:48:49 Custom indicator equity GOLD,M15: loaded successfully
02:48:49 Custom indicator equity2 EURUSD,M30: loaded successfully
02:49:32 '281471118': connect failed [No hay conexión]
No pude borrar todas las pendientes, pero las que quedaron eran todas buy y estaban a unos 150 pipos de distancia de donde se encontraba el precio.