R FACTOR Expert Advisor with Proprietary Dynamic Portfolio Management System

After 4 years of development and almost 3 years of real positive results, we are finally confident in sharing our strategy with the MQL5 community. It has always been important for us that the strategy performed positively for the creator before it could be shared. Skin In The Game is essential to demonstrate the belief in the strategy and also to provide a continuous improvement of it.

Anyone who has been in this market for some time has certainly been there: You develop or acquire a strategy, which has been extensively tested, using methods of robustness, randomness, Walk Forward Analysis, etc., but right when it is applied to your account real it begins to face a difficult period, a long drawdown, a market for which it was not prepared. This may not mean that the strategy has stopped working, only that the market is in a difficult cycle for the strategy at the moment, however it affects the psychological of any person, as the different cycles of the market can last for months or more and it is difficult for anyone endure these long periods of loss. And meanwhile, another strategy or asset that is not part of your portfolio, ends up performing very well, leaving your psychological even more hurt for having chosen the wrong strategy for the moment.

So assuming that the market works in cycles and certain assets can perform better or worse than others during these cycles, we developed a simple and very effective strategy for markets in times of congestion, and we applied a proprietary dynamic portfolio balancing algorithm, inspired by Kelly Criterion management, which automatically adds more weight to the winning pairs, while lessening the impact of losses by losing pairs in the period.

Therefore, according to the developed R Factor algorithm, the winning pairs grow in the portfolio independently, pulling more weight and responsibility over the global portfolio, thus increasing the potential current and future gains, while the losing pairs have their significance and impact on profits reduced. This of course tends to increase the volatility of the portfolio, however the potential profit that is achieved makes the equation much more favorable to take greater risks and consequently greater gains.

经过4年的开发和近3年的实际积极成果，我们终于有信心与MQL5社区分享我们的战略。对我们来说，在我们可以分享之前，让创造者受益一直是很重要的。Skin in the Game对于展示对战略的信心以及不断改进战略至关重要。任何在这个市场上呆了一段时间的人肯定已经在那里了：你正在制定或购买一个战略，使用可靠性、随机性、前进分析等方法进行了彻底测试，但正是当它应用于您的真实账户时，它开始面临一个艰难的时期，一个长期的下跌，一个市场，它还没有准备好。这并不意味着战略已经停止运作，只是因为市场目前处于战略的困难循环中，但这会影响任何人的心理。由于不同的市场周期可能持续数月或数月以上任何人都很难承受这些长时间的损失。同时，另一种策略或资产不在你的投资组合中，最终会产生非常好的效果，给你造成心理创伤你选择了错误的策略。因此，假设市场是周期性的，一些资产在这些周期中表现得更好或更差，我们为市场制定了一个简单而高效的策略，并应用了凯利自己的动态投资组合平衡算法。控制标准自动增加赢对的权重，同时减少因输对在一段时间内造成的损失的影响。根据R因子算法，中奖配对在投资组合中独立增长，增加了对全球投资组合的权重和责任。通过增加潜在的当前和未来利润，当输家对变得重要，对利润的影响减少。当然，这有增加投资组合波动性的趋势，但实现的潜在利润使该方程更有利于承担更大的风险和因此，更大的利润。