I was able to add this to my Porfolio EA with the following MQL5 code. Feel free to adjust /change:

enum ENUM_MM_TYPE {
   MM_FIXED,      // Fixed Lots
   MM_PERCENT     // Risk Percent
};

input ENUM_MM_TYPE MM_Type = MM_FIXED; // Money Management Type
input double Risk_Percent  = 1.0;      // Risk Percentage (%)
static input double Entry_Amount = 0.01; // Entry lots (or fallback if SL is 0)

//+------------------------------------------------------------------+
//| Calculate Dynamic Lot Size based on Risk %                       |
//+------------------------------------------------------------------+
double GetDynamicLots(int slPips)
{
   // If Fixed mode is selected, or if the strategy has no Stop Loss (0), use fixed lots
   if(MM_Type == MM_FIXED || slPips <= 0) 
      return Entry_Amount;

   double equity = AccountInfoDouble(ACCOUNT_EQUITY);
   double riskAmount = equity * (Risk_Percent / 100.0);

   double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
   double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
   double lotStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
   
   // Safety check to prevent division by zero
   if(tickSize == 0 || tickValue == 0) return Entry_Amount;

   // Calculate the monetary loss per 1.00 lot if Stop Loss is hit
   // We use the global 'pip' variable already defined in your EA
   double slPriceDistance = slPips * pip; 
   double lossPerLot = (slPriceDistance / tickSize) * tickValue;

   if(lossPerLot <= 0) return Entry_Amount;

   double calculatedLots = riskAmount / lossPerLot;

   // Normalize lots to the broker's step (e.g., 0.01)
   calculatedLots = MathFloor(calculatedLots / lotStep) * lotStep;

   // Check Broker Limits
   double minVol = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
   double maxVol = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);

   if(calculatedLots < minVol) calculatedLots = minVol;
   if(calculatedLots > maxVol) calculatedLots = maxVol;

   return calculatedLots;
}

Update the `OpenPosition` Function: change

const double posLots    = Entry_Amount;

...to this:

const double posLots    = GetDynamicLots(signal.StopLossPips);

Thank you

Do not open X minutes before /after News is a spectacular feature, but this also will allow to open trades only during hours when the portfolio show best past performances.

Thanks!

Please I have 2 suggestions for improvement.

Some prop firms (i.e: the5%ers) do not allow to open multiple trades at the same hour/minute/second, on the same forex pair/instrument of course.

So, with 10 eas for example in a portfolio: if EA1 open BUY on USDJPY and 10:30:00, no other EAs should open BUY (or SELL) at 10:30:00.

Currently there's the option to specify how many trades to open contemporarily, but this is not enough, because the only way to do trough this input is to put 1, but it's not a portfolio anymore, it's an EA.

Secondly, please consider to add an input to portfolio to automatically filter the EAs that have a single profit above a threshold specified in input. "ALLOW TRADING ONLY FOR EAS ABOVE PROFIT "...", so that only EAs above a x profit threshold (i can put -100, or 0, or 100 just for example) can keep opening trades.
This could be a very very powerful feature.

Many thanks!

It would be great to implement the generation of strategies with multiple lot sizes—setting a minimum and maximum—just as it's currently done with stop loss and take profit. Applying this to lot sizes would make sense, as strategies behave differently depending on the applied lot size.

Additionally, having the option to create a portfolio with multiple lot sizes would be very beneficial.

This is a viable idea. It can be easily implemented because each robot can see all the open positions.

I may add an option to limit the total number of open lots for the Portfolio Robots.

I would like to share an idea and seek your guidance or support regarding a challenge I am currently facing with my trading robots. I am leveraging small accounts using robots configured with a risk-to-reward ratio of 3:1 for Stop Loss and Take Profit levels. However, I have encountered a specific problem that might require your assistance.

The issue arises with managing the number of open orders across different currency pairs. My goal is to limit the robots to only one open order at a time, regardless of the currency pair. For instance, if a robot has an active trade on EUR/USD, it should not open another trade on any other pair until the first one is closed.

The addition of this feature would help streamline risk management and prevent overexposure across multiple pairs. If you believe this functionality is not suitable to be included directly in the portfolio or robot settings, could you kindly guide me on how to implement it into the MQL5 source code?

I have some programming knowledge in MQL5, but I am not a professional developer and have struggled to incorporate this feature myself. Any help, including example code snippets or advice on structuring this logic, would be highly appreciated.

Thank you for your time and assistance!

Evaluating strategies portfolio is incomplete without this info, you can have a very low portfolio balance drawdown but a huge equity drawdown. In addition, It's not immediate to go trough every strategy in the collection and try to imagine the portfolio equity drawdown, it's highly time-consuming but also a very approximate process.

Last but not least: my prop firm account does not allow to backtest EA on MT5, they only allow EAs on live trading. SO I can only check the equity drawdown trough EA Studio.

But, even if MT5 would allow it, I believe this data is mandatory for the every portfolio evaluation process on EA Studio (nd on any professional tool in the market of course, no matter if you can re-backtest the Portfolio on MT5 or not which it should not be needed for professional tools).

Thanks and Happy Sunday!

Even while deactivating everything (News, Position Stats, Trading Stats) it still take a lot of space.

So, it would be great an option to HIDE EA BLACk PANEL from CHART or make it MOVABLE where we want (for example in the bottom left corner).

Thanks!

1) all trades get closed no matter what the equity/balance
2) the Portfolio EA stops to work.

This is for managing very short term strategies or stopping all Portfolio activities before huge news.

Thanks!

Your recent improvements to portfolios mql5 inputs have put closed the portfolio EA to the strategy EA, but, there's one huge thing still missing which I found very essential: the portfolio equity drawdown data!

Currently, you can't appreciate the goodness of a strategy, the max (balance) drawdown is not enough, of course for all kind of strategies but also for Prop Firms where there are very strict conditions on allowed equity drawdown.

You know well that you can have portfolios with a low balance drawdown but a huge equity one.

So, I believe there must be:
1) Max Equity drawdown and Max Equity drawdown % in the Portfolio Stats Tab
2) even much better in addition: also a "Drawdown in percents" chart and "Drawdown in currency" chart in a Balance Chart Tab (like existing for EAs).

Many thanks and regards

Dear Popov,
an additional wish list desire would be the chance to filter the strategies to trade, or to not to trade.

Let's say I have 100 strategies in 1 Portfolio, I see 10 of them are going uch better in the last week.

Now: we open Meta Editor and manually put "//" behind 90 strategies, one by one, to exclude them from trading.
Desire: I just put the 10 numbers of strategies inside a field, so that it automatically exclude the others from trading.

Many thanks for this tool and your attention!

Dear Popov,
instead of this one, a very very useful option would be to have a kind of "Do not open trades below EA profit" option, that would allow to insert a number (let's say 0) so that all EAs of the portoflio with a closed profit <0, won't open trades anymore.

This is a very powerful feature that would automatically keep live only profitable strategies, instead of going manually in the MetaEditor and to deselect one by one the worst EAs to exclude.

With a portfolio of dozens or hundreds of strategies, this is a great feature for me.

Thanks!

in a lower order of priority based on my previous 2 posts, I would really like if the strategies Portfolio could be entirely tested trough Montecarlo (!) and MultiMarkets, while providing the Max Equity Drawdown (both in value and in %)

Thanks!

Let's say I have 100 strategies in 1 Portfolio, I see 10 of them are going uch better in the last week.

Now: we open Meta Editor and manually put "//" behind 90 strategies, one by one, to exclude them from trading.
Desire: I just put the 10 numbers of strategies inside a field, so that it automatically exclude the others from trading.

Many thanks for this tool and your attention!

it would be very useful to have the following enhancements, in order of my priority:

1) a filter to only open BUY trades, or SELL trades. Very simple I hope but so useful!
2) like the single Expert Advisors already does, do not allow opening trades "X" minutes before/after high impact news (as you know, some PROP FIRMS does not allow trading X minutes before/after high impact news);

3) maximum balance for opening trades, so that above X balance it won't open trades.
4) maximum equity reached that will close all trades, so that when the prop funding balance target is taken, if point 3) is available too, it won't open anymore any new trade after the target is reached;

5) this is maybe more impacting but the Portfolio Summary page actually should show all trades made by the Portfolio, both like number (aka "Total trades") than in the chart. I find that "aggregate trades" does not give the real idea of trades opened by the Portfolio. I say this because I've tested the Portoflio live and compared to Portoflio Summary results, live trading was really bad for the same day while Portfolio summary show amazing profits for most of the portoflio EAs. Which in reality it did not happen. You can know more here what I mean (I already wrote there): https://eatradingacademy.com/forums/top … lost-money

Thanks for reading!
Regards

I hope this message finds you well. I'm reaching out to discuss the implementation of a new feature in Expert Studio that could significantly enhance our trading strategies. The core idea revolves around adding instance verification to manage portfolio strategies across multiple currency pairs efficiently.

Here's the gist of the concept:

Instance Verification: The main goal is to introduce a mechanism that checks for active trades across different currency pairs within a portfolio. For example, if a user has an account balance of $100,000 and decides to deploy a strategy across various charts but on different pairs, the system should recognize and manage these instances distinctly.

Attention to Different Pairs: The system must track trades across these diverse pairs, ensuring it is aware of activities in each.

Trade Management Across Pairs: If a trade is open on one pair (for instance, EUR/GBP), the system should prevent opening new trades on other pairs from the same strategy. This ensures that only one pair (or a specific number of pairs, as per user configuration) is active at any given time, avoiding overexposure.

Enhancement to Multi-Pair Support: Currently, the functionality provided by Expert Studio does not support multi-pair strategies efficiently. Implementing this feature would be a straightforward yet intelligent way to extend its capabilities, allowing users to manage their portfolios more effectively across multiple currency pairs without manual intervention.

The implementation of such a feature would not only streamline the trading process but also provide a layer of risk management by limiting exposure across multiple pairs.

I believe your expertise could greatly contribute to making this concept a reality in Expert Studio. Please let me know your thoughts or if there are any technical considerations we should discuss further.

Looking forward to your feedback.

Best regards,