Something interesting, old thread - page 125

 

Good thread was found - 

Hyper-V problems and minimum requirements for MQL5 Strategy Tester Agents!

Forum on trading, automated trading systems and testing trading strategies

Hyper-V problems and minimum requirements for MQL5 Strategy Tester Agents!

Fernando Carreiro, 2017.01.19 23:26

I am experimenting with installing “MQL5 Strategy Tester Agents” on various PC’s (3 physical and 2 virtual). On 4 of them, I was able to successfully install, activate and associate to my MQL5 Community account for selling!

But on one of them, a very minimal VPS sporting only 1 CPU (single threaded), the process did not go as planned. Although the installation was successful, and a Tester Agent thread is created (see pic), it does not allow me to associated it with my account or to set it for selling (see other pic).

I am assuming that this has to do with available resources and minimum requirements of the Agent, but can’t seem to find any “message” or “log” that confirms this, nor can I find online any references to minimum requirements.

Does anyone know this information or provide links to FAQs or other sources about this issue?

PS! Yes, I have read the following links:

EDIT: See also the Hyper-V problem from post #2 onward.


 
Sergey Golubev:

Vortex - indicator for MetaTrader 5



This indicator is presented in the article "The Vortex Indicator" from the January issue of "Technical Analysis of Stocks & Commodities" (2010)


And EA was already created based on this indicator (free to download from the link below): 

Vortex Indicator System - expert MetaTrader 5

 

Forum on trading, automated trading systems and testing trading strategies

Trading: What is Martingale and Is It Reasonable to Use It?

Proximus, 2013.08.24 03:00

It works if the net profit factor is above 1 and the win rate is higher than 50%, martingale is a double or nothing either doubles your money or doubles your losses, so if you have a 60% win rate with 1:1 RR ratio you can use it safely, if not then dont.


Whats funny about forex that you dont start from 50% win rate from the start because the market is changing not a fix probability set like a roulette or blackjack game.So if you start it like a betting system you will have like 40% win rate with 1:1 RR if you take trades random, maybe on the 9999999999999999999999th trade you hit 49.9% but thats still not enough.So it is better to filter out crappy trades first and then increase your win rate to be martingale compatible! And this is the advantage of investing vs gambling, you can filter out bad trades, on the roulette or blackjack you cant filter out bad hands or spins unless you cheat, but surely not the statistical way!!


This is how my 60% win rate, real martingale system looks like, and how it should suppose to look like, on LEVEL 7 settings (2^7)

Here are my martingale type systems:

1) CLASSICAL MARTINGALE AFTER 567 TRADES (60% WR, 1:1 RR)


As you can see after 500 trades it barely hit LEVEL 7 and even if we would lost that we would lose only half of the profit and continue from there to grow it back!

Of course you need a big account for this like one that can support like 10 lot size trades to be only 1% account risk, but statistically its very improbable to blow your account since its only 1% risk versus huge potential gains...The martingale presented in this article is BS with like 40-45% win rate which is sadly not enough, not even 50% is, must be 51 or higher...

2) PROGRESSIVE DYNAMIC GROWTH MARTINGALE (60% WR, 1:1 RR)


3) PROGRESSIVE STATIC GROWTH MARTINGALE (60% WR, 1:1 RR)


4) ANTI MARTINGALE or INVERSE MARTINGALE (60% WR, 1:1 RR)


enjoy and good programming ;)


 

Forum on trading, automated trading systems and testing trading strategies

What is your realistic expectation of profit /month with maximum drawdown of 30 % ?

Sergey Golubev, 2017.09.25 06:55

Something realted - 

Fallacies, Part 1: Money Management is Secondary and Not Very Important


In this article we will discuss very simple things that can very often be deceptive - the graphs of an account balance in the testing report. In reports of strategy testing by beginners we can often see exponential balance/equity graphs and multibillion results by the end of the testing period. Such results usually invoke skeptical comments of experienced EA writers who know where these exponents come from, and immediately recommend to show results on a fixed lot (usually 0.1).


 

Forum on trading, automated trading systems and testing trading strategies

What is your realistic expectation of profit /month with maximum drawdown of 30 % ?

Sergey Golubev, 2017.09.25 07:00

More - 

Fallacies, Part 2. Statistics Is a Pseudo-Science, or a Chronicle of Nosediving Bread And Butter


The first part of the article heading is a quotation from the post by SergNF dated April 17, 2008 14:04, https://www.mql5.com/ru/forum/108164. Well, even the most strict mathematics turns into a pseudo-science when used by a "researcher" that decides to play with attractive formulas without any practical application.

The skepticism of the quotation author, even moderated with three "smiles", is obvious. The reasons for this are quite clear: the numerous attempts to apply statistical methods to the objective reality, i.e. to financial series, crash when met with the nonstationarity of processes, "fat tails" of accompanying probability distributions, and insufficient volume of financial data. None of the existing market models can be recognized as sufficiently adequate to reality. And even if we manage to find some statistical regularities, the results of their utilization appear to be disproportionate to the efforts invested into their eduction.

In this publication I will try to refer not to the financial series as such, but to their subjective presentation - in this case, to the way a trader tries to halter the series, i.e. to the trading system. The eduction of statistical regularities of the trading results process is a rather enthralling task. In some cases quite true conclusions about the model of this process can be made, and these can be applied to the trading system.


 

Forum on trading, automated trading systems and testing trading strategies

Something interesting, old thread

Mladen Rakic, 2012.07.18 13:43

Guppy MMA

On good thing that metatrader 5 brought us is the bigger number of drawing buffers. So now we can have Guppy MMA in one indicator (instead int 2 as it was before since we were lacking drawing buffers) Here is one version that is very, but very simple in code even though it has a couple of things not possible in metatrader 4


Files:
guppy_mma.mq5  4 kb
 
High current drawdown in 31% indicates the absence of risk limitation
 

Interesting indicator - 

----------------

Percentage - indicator for MetaTrader 4


The problem arise when I want to know what is current daily percentage gain/loss at current price in this moment. Then I found the solutions to display current daily, weekly, monthly percentage gain in terminal windows. This will help me to know if current price is overbought or oversold at this time because certain pair only has certain daily, weekly, monthly price range.

 

Forum on trading, automated trading systems and testing trading strategies

Something interesting, old thread

Sergey Golubev, 2017.07.14 13:02

Those are very interesting indicators but seems they need to ne updated and fixed for new builds of Metatrader:

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Chart Clones - very good indicator which draw price charts as a subwindow.

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Sub-Chart indicator first version is on this post: it is very interesting indicator. Indicator can show any symbol and any time frame in sub-charts.

Sub-Chart indicator second version (Sub chart - separate) is on this post: indicator can show any symbol and any time frame in separate window.


 
Mladen Rakic:

Bubbles $ drops

Bubbles and drops indicator originally made by Maxaxa Angry Hunter, this version made by godzilla

PS: as with any extrapolation, since they never can be "non-repainting" (they are always estimates based on some math model) be careful with the "future" it is forecasting : do not use it as if it will not change since the further to the future it extends the less reliable the forecast is (a rule that applies to any extrapolation)


mqh file please for include/expert/signal

Files:
Bina.png  79 kb
Reason: