How much is TOO much?

[gooseman]

I have a system that trades on mutli symbol and multi time frames. nothing fancy. if condition, go long. if position meets the opposite condition, close. I use the same system copied many times in a single project and use constants for group #s and symbols. The system works 100% when by itself. I have built a portfolio of 200 iterations of this system. No variables. just a few constants.

Here's the breakdown of the system. it only uses moving average and rsi indicators. no custom indicators. here's my portfolio

same system, just different constants for multi symbol. I use groups to create a "universe" for each symbols. when I enabled half, I get all trades being taken and no problems backtesting and can load on demo and have no errors. Once I "turn on" one of the systems on the right and load it on demo, I get errors shortly after loading the EA in mt5.

Doesnt matter which system I enable, it always ends up putting out these errors. but once I turn off the system, i can load the EA and have zero errors. Its almost as if theres a limit. Ive tripled check each system to make sure the constants and inputs are correct. tried different systems. I have had about 100 of the 200 active but the minute I enabled 101 of the 200, ill get those errors. Do I have too many systems? Is this an in efficient layout for a portfolio? I know the MA indicator can take some time to calculate. Is there an ideal and more efficient way to build this portfolio?

Edit:

I wanted to add that I compiled the source code and returned zero errors.

[l'andorrà]

I guess it is a problem of time execution. Probably the bot can be optimized by using less blocks. Could you please share the link to it?

[gooseman]

@l-andorrà

https://fxdreema.com/shared/PNG9D7p4e

not the main project but a sample. regardless, it's just one system copied many times using different group #s, timeframes, and symbols.

[TipsyWisdom]

@gooseman said in How much is TOO much?:

@l-andorrà

https://fxdreema.com/shared/PNG9D7p4e

not the main project but a sample. regardless, it's just one system copied many times using different group #s, timeframes, and symbols.

id try manually doing 2 groups and see if you still have the same problem as when you are copying and pasting.

outside of that, id assume usually a variable or constant naming issue is another common thing.

[roar]

@gooseman every indicator reserves some amount of your RAM memory. When you have 100 indicators with their memory allocations, there might not be space left for 101st.

Alternative structure: work with just 1 group of blocks, but run the same blocks multiple times, changing the symbol in between. You can put the symbols in an array.

[gooseman]

@TipsyWisdom

That's how I initially created this portfolio. I have all my systems and parameters on a spreadsheet. One by one, I would build the system and backtest to compare trade amount to what I had on my spreadsheet. I doubled checked and had someone else check each system for their constants.

[gooseman]

@roar

ok makes sense, especially with the moving avg indicator. Ive noticed in past systems that when I backtest systems have used the MA, it'll backtest slower than my other non-MA systems.

I thought of restructuring also. ill give that a shot.

[gooseman]

@roar

https://fxdreema.com/shared/J4DtDAYab

I dont think I can utilize an array of symbols due to specifics like timeframe and condition.
A - main system. has 200 iterations of this. 200 blocks (Regime) that check the MA.
B - Here's my attempt to work with 1 group of blocks. This system has 2 conditions. the regime block is static, with no inputs. There are 5 blocks of (EntryLV1-5). I tried using 1 (Regime) block for both groups, but the EA would trade both groups instead of one.
C - if position exit. no inputs

my goal is to have multiple groups of the main system, without overloading the memory in the mt5 client probably caused by multiple MA-based condition blocks. each group should be in its own universe. a universe determined by symbol, timeframe, and entry lv. testing the 2 groups individually works fine. but when test both at the same time, I get bad results. I get too many trades.

Ive checked @l-andorrà youtube channel, boxxocode channel, searched here on building a portfolio and saw @TipsyWisdom hilo thread.. Any tips on structuring this portfolio?

[roar]

I dont understand the specifics of your system, but technically its always possible to change the symbol in a loop.

Group numbers are meant to identify different trades on SAME symbol. If you dont have many trades on same symbol, there is no need to use groups. It just makes your life harder - miss the group setting in one block, and everything breaks. Just filter by the symbol, that option is available in every block. The filtering is done automatically with "set current market for next blocks", so it saves you from editing each block.

Example:
https://fxdreema.com/shared/9GD6B7ztc

[TipsyWisdom]

honestly, ive put a lot less time into development and more into manual trading...so these are things I just come back and randomly ponder mostly these days @gooseman

maybe @ me in that thread and I may be able to recall on the project and compare to help you.