Filtering signals on the Expert Advisor. I chose the iVolume indicator for filtering. What other indicators do you use? - Expert Advisor - Expert Advisors and Automated Trading

Alexander Ivanov 2015.04.16 18:47 #1

A very versatile indicator. It seems to have few settings, but you can make a wide variation of conditions.

For example its levels are changing every month, for example in January it fluctuates from (50-400) and in July it's already from (400 to 1600). Today it is fluctuating from (100-5000) on the same timeframe. It is possible to make it self-adjusting - autocounting levels (stat analysis).

[Archive!] Writing an advisor "Miracle", "digital" "group" movement i am confused to

Alexander Ivanov 2015.04.16 18:59 #2

I made the first sketch of the robot and immediately got the idea - "Eureka!" or"Grail!" (as always happens with us). :)))

Although the robot is a martingale robot, I got 7% drawdown with a step order =50 points (5 digits). Not more. Test from the 1st of January 2014 till today. The main thing is that this is not a scalper-high-frequency robot, but an ordinary indicator robot.

Euro dollar correction cause The "High Frequency Scalper EA to close pending

Aleksey Vyazmikin 2015.04.16 19:50 #3

You should at least tell me where you apply the indicator - it is of little use in forex, because the volumes are drawn...

Alexander Ivanov 2015.04.16 23:19 #4

-Aleks-:
You should at least tell me where you apply the indicator - it is of little use in forex, because the volumes are drawn...

Good morning camaraderie! I use it in forex. But I've found a great use for it. I do not know how to use it in forex.

Alexander Ivanov 2015.04.17 01:12 #5

Turns out computer and terminal are too slow to do yearly statistical analysis. Collecting indicator data on all ticks (year). Kappa is slow to do the calculations.

Dmitry Fedoseev 2015.04.17 04:20 #6

SAASA_IVANOV:

The result is a powerful filter with good throughput.

For example iVolume<50 Sell open.

iVolume>300 Buy open.

Actually, iVolume has nothing to do with direction.

Alexander Ivanov 2015.04.17 05:13 #7

Integer:
Actually, iVolume has nothing to do with direction.

Yes, it is. But you can make a frame to reduce the frequency of the signal by selecting one or the other market condition.

Alexander Ivanov 2015.04.17 06:12 #8

Tested from January 1, 2014 until today.

Still raw, but data seems fine.

Alexander Ivanov 2015.04.17 06:14 #9

There are only 5 orders in a series on the mart, I made the step-step floating - depending on the drawdown.

Dmitry Fedoseev 2015.04.17 07:53 #10

SAASA_IVANOV:
Yes, that's right. But it is possible to make a framework to reduce the frequency of the signal by selecting one market condition or another.

You could. But you are using it to determine direction.