Not the Grail, just a regular one - Bablokos!!! - page 235

 
qimer:

These are not pairs, but sets of pairs... 4 instruments in each of the 6 spreads shown in the figure (I just call them equity). The 2 top channels are taken into account. For example EURGBPAUDNZD and EURNZDCADJPY. They are set in channels at the expense of lots. We take into consideration how these "spreads" behaved before entering the artificial channel

2Joker: You don't take the periods (channel lengths) from scratch, do you?

I posted a modified indicatorhere where it is easy to adjust portfolio equity to any curve by simply pressing buttons on the keyboard.
 
b2v2:

I am watching the Joker trades. The channel is more or less stationary in the past - around 2 weeks.
The main problem is that the work is not going inside the channel (to the Mach).
Just the opposite - deals at breakdown of the channel.
The lots are also non-standard. If we take beta-neutrality as a criterion, they should differ 2-2.5 times.
They may be 7-10 times that much.

Then there is the thought process ... (or lack thereof:).
Write down your ideas, we will think about it.


the principles of entry/exit are not very clear

 
yosuf:
Gentlemen, don't try to make money 'here and now', there are economic cycles, stick to them!

О!

 
Joker:


I have it by chance, but the trades are still in the market ( not closed ):


13711447422014.09.18 10:00:10sell0.67usdchf0.940070.000000.000002014.09.19 00:17:200.934190.000.00-1.49421.71
8p8
13711447412014.09.18 10:00:10sell0.22gbpusd1.628700.000000.000002014.09.19 00:17:201.640120.000.00-0.53-251.24
8p8
13711447402014.09.18 10:00:10sell1.67nzdusd0.811380.000000.000002014.09.19 00:17:200.816470.000.00-14.43-850.03
8p8
13711447382014.09.18 10:00:10buy0.70audusd0.895780.000000.000002014.09.19 00:17:200.899230.000.003.57241.50
8p8
13711487972014.09.18 11:00:07sell1.97nzdusd0.811970.000000.000002014.09.18 16:12:490.813150.000.000.00-232.46
4p4
13711487962014.09.18 11:00:07buy0.39audusd0.896200.000000.000002014.09.18 16:12:490.896380.000.000.007.02
4p4
13711488022014.09.18 11:00:08sell0.87usdjpy108.5500.0000.0002014.09.18 16:12:48108.7570.000.000.00-165.59
4p4
13711488002014.09.18 11:00:08sell0.11gbpusd1.629750.000000.000002014.09.18 16:12:491.637610.000.000.00-86.46
4p4
13711991232014.09.19 05:00:06sell1.06nzdusd0.813300.000000.000002014.09.25 05:33:490.801870.000.00-58.031 211.58
22p22
13711991182014.09.19 05:00:06sell0.31usdcad1.095440.000000.000002014.09.25 05:33:491.107870.000.002.33-347.81
22p22
13711991312014.09.19 05:00:07sell0.50eurusd1.291060.000000.000002014.09.25 05:33:491.277720.000.001.20667.00
22p22
13711991282014.09.19 05:00:07sell0.62usdjpy109.1040.0000.0002014.09.25 05:33:49109.2070.000.00-8.79-58.48
22p22
0.000.00-76.17556.74
Closed P/L:480.57
Open Trades:
TicketOpen TimeTypeSizeItemPriceS / LT / PPriceCommissionTaxesSwapProfit
13712948092014.09.22 00:00:13sell0.30audusd0.892760.000000.000000.882310.000.00-9.46313.50
2p2
13712949592014.09.22 00:03:33sell0.93nzdusd0.814610.000000.000000.799240.000.00-42.881 429.41
2p2
13712949552014.09.22 00:03:33sell0.63usdcad1.096170.000000.000001.108850.000.003.93-720.42
2p2
13712951222014.09.22 00:06:53sell0.78usdjpy109.1630.0000.000109.1410.000.00-9.3815.72
2p2
13714092392014.09.23 17:45:10buy0.66audusd0.885150.000000.000000.882290.000.0014.52-188.76
21p21
13714092402014.09.23 17:45:10sell0.82nzdusd0.806030.000000.000000.799240.000.00-29.84556.78
21p21
13714092412014.09.23 17:45:10buy0.53usdjpy108.8510.0000.000109.1400.000.00-1.53140.34
21p21
13714092442014.09.23 17:45:11buy0.51eurusd1.285880.000000.000001.276660.000.00-4.20-470.22
21p21
0.000.00-78.841 076.35
Floating P/L:997.51

1st 4 trades - the one with comment p8, 2nd 4 - the one with comment p4, closed with a loss

1st is -438.06, 2nd is -477.49

only the 3rd four trades p22 turned to profit...


Maybe just a stop at minus $400-something?

 
Ho-Chu:

the principles of entry/exit are not very clear


very simple - look at the synthetic chart and if after viewing it there is a feeling that it will grow - then buy
 
transcendreamer:
It's very simple - look at the synthetic chart and if after watching it you get the feeling that it will grow - then buy it

:)

The only thing left is to program this feeling into the owl.

 
Talex:

:)

The only thing left to do is to program that feeling into the owl.


)))))
 
Ho-Chu:

the principles of entry/exit are not very clear

The only option I have so far (if by Joker), which was mentioned earlier, is a re-break after the channel boundary returns.
The channel boundary is a RMS or 1.5 RMS or 2 RMS etc. Generally, it is a parameter for an EA.
The lots that differ by several times can be given by the regression or by the optimal variant according to ISC. The optimization period is also a parameter for the Expert Advisor.
The question is exactly what kind of stopper it has? Intellectual or a simple return to the MA. Profit - double border with trailing edge (for example).

All of the above can be more or less enquired into.

Filtration of synthetics (this is the most basic and unclear - without it everything would be bad) - I am still only looking at Joker's picture.
I have a lot of questions on this point so far and options too. Ask away:)

Even if they tell you everything, it will still help a maximum of 1% of sufferers:)

 
b2v2:

The only option I have so far (if by Joker), which was mentioned earlier, is a re-break after the channel boundary returns.
The channel boundary is a RMS or 1.5 RMS or 2 RMS, etc. Generally, it is a parameter for an EA.
The lots that differ by several times can be given by the regression or by the optimal variant according to ISC. The optimization period is also a parameter for the Expert Advisor.
The question is exactly what kind of stopper it has? Intellectual or a simple return to the MA. Profit - double border with trailing edge (for example).

Everything that is higher can be more or less requested.

Filtration of synthetics (it is the most basic and unclear - everything will be bad without it) - I am just looking at Joker's picture so far.
I have a lot of questions on this point and a lot of options, too. Ask away:)

Here, even if they tell you everything, will still help a maximum of 1% of those who suffer:).

not so... a re-break after not crossing the middle of the channel


it is not even a problem to go through all 35 fours with any possible lot increments for each pair (within 0.1 or 0.01 lots) and do it every hour, for example

and without any shamanism like cointegration

and filter out the fours that have been hanging out in the channel for 2 weeks with the minimum width

but I'm afraid there will be "false" quadruples among them, which just happened to appear as a result of minimal variance optimization

and the problem of uncertainty of inputs is not solved by this approach anyway


I can only assume that it enters when the possible TP to SL becomes more than 2:1, and it counts on leaving the channel in a strictly defined direction

What he said is where the spread goes into the channel, it will go out the same way.

it means we need to extend the spread chart to the past and see where it entered the channel

He's probably using that as the basis for his stops.

This can be seen on the equity line if you draw a pair of fours on the equity charts

 
Joker:

)))))
so am i right about the equity stop?
Reason: