Discussion of article "Night trading during the Asian session: How to stay in profit" - page 2

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Eugene Myzrov:


You could have offered such a code as well. But by removing the "else" operators, you have simplified the source code only by half. The optimal variant will be obtained if you remove "if" operators as well, leaving only 5 assignment operators. This will be the optimal variant that has been suggested.

I didn't understand at all about the variable that becomes of the "string" type.


Yes, you are right, I didn't take into account the name of variables at first (I didn't think about " " in the syntax, that's why I said about string). It will be really shorter that way.

Thanks for the hint, we'll take it into account in the future).

 
MetaQuotes Software Corp.:

Published article Night trading in the Asian session: how to stay in profit:

Author: Dmitriy Zabudskiy

Hello, Dmitriy!

Can you tell me why the Ask price is used when making a decision to sell in the Expert Advisor, but the Bid price is used when buying?

 
kofesutra:

Hello, Dmitry!

Can you tell me why the Ask price is used when making a decision to sell in the Expert Advisor, but the Bid price is used when buying?


Hello!

At the beginning of development it was not planned to introduce divergence (div_signal and div_work), I wanted to limit myself (spread) as an earlier entry into the market, so as not to miss signals.

In this code, it is no longer of global nature and can be changed, as this parameter is corrected by optimising the trade.

 
Quite sensible but needs more work to improve the strategy.
 
I'm interested, but I can't help being a layman myself right now, and I agree with you about your strategy (although I haven't experimented with it yet, downloaded the attachment and can't get it to work, embarrassing! The included classes don't know what to do with them.) Still have to start from scratch.
 
Loved the article.
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