The future of automated trading - page 19

 
HideYourRichess:

This is important. It should also be noted that the financial results for both schemes will be the same.


Let's go back to the sugar sacks example.

1. Smoked 1 sack at 240 - sugar asset 1 sack totaling 240

2. Bought 1 sack at 140 - 2 sacks of sugar with a total value of 380

3. Sold 1 sack of sugar at 175 - 1 sack with a total asset value of 205

4. so, in order to sell the residual sugar and not be at a loss, it has to be sold for 205.


If we calculate in detail, each sack separately.

1. Smoked 1 sack at 240 - sugar asset 1 sack at 240

2. Bought 1 sack at 140 - the sugar asset is 1 sack at 240 and 1 sack at 140.

3. Sold 1 sack at 140 for 175 - asset 1 sack at 240 and 35 profit

4. thus, to sell the remaining sugar at 240, it has to be sold for 240. Or, put in a profit of 35 and then the breakeven would be 205 again.


In both =205, the price at which you need to sell the leftovers to be at breakeven. So, as said before, 35 is an ethereal profit, which is not really there. It's just that in a generalised account it's where it should be, in the average price.

So the whole question is what am I going to do with this residue and at what price am I going to sell it...

It was logical to assume that I cut the position (sold one sack) in full confidence that the price would fall. At least I now have a choice to sell the second sack at a higher price (by going CU) or buy some more sacks at a lower price.

Agree that the fall is more convenient to wait out with one bag, the more so that I have already HOLD it, with the price of this bag in 240 rubles.

PS

And the final series of trades in this "position" no one knows. Maybe I'll top it 20 times, cut it 30 times and flip it 5 times.

I don't know what the bottom line will be myself. I just know that under certain conditions the position needs to be reversed, trimmed, refilled or covered up.

 
Interesting:

Additional question to developers (may be more related to mechanical trading) - If by some miracle, MT4 manages to survive and traders and brokerage companies want to add OOP elements to it, will they do it or not?
Unfortunately, no.
 
Interesting:

So the whole question is what am I going to do with this residue and at what price am I going to sell it...

It was logical to assume that I cut the position (sold one bag) in full confidence that the price would fall. At least I now have a choice to sell the second sack at a higher price (by going CU) or buy some more sacks at a lower price.

Agree that the fall is more convenient to wait out with one bag, the more so that I have already HOLD it, with the price of this bag in 240 rubles.

PS

And the final series of trades in this "position" no one knows. Maybe I'll refill it 20 times, cut it 30 times and flip it 5 times.

I myself don't know what the end result will be. I just know that under certain conditions the position needs to be reversed, trimmed, filled or covered.

I do not care what you will do with the remainder - the breakeven is the same. And the unrealized opportunities - they are not paid for by anyone. But the losses are on you.
 
Renat:
Unfortunately, no.

Will allow testing on user-selected data ?

This can be purchased historical data of exchanges operation. And not only the data given to me by my brokerage company or, let's say, just the data modeled by me - to test the efficiency of the algorithm. Example - the same neural network how to train on a simple sine wave ...

To test complex algorithms, it is most often more convenient to test them on benchmark data, it's not always convenient to do it on an algorithm simulating ticks...

Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5
Алгоритм генерации тиков в тестере стратегий терминала MetaTrader 5
  • 2010.05.21
  • MetaQuotes Software Corp.
  • www.mql5.com
MetaTrader 5 позволяет во встроенном тестере стратегий моделировать автоматическую торговлю с помощью экспертов на языке MQL5. Такое моделирование называется тестированием экспертов, и может проводиться с использованием многопоточной оптимизации и одновременно по множеству инструментов. Для проведения тщательного тестирования требуется генерировать тики на основе имеющейся минутной истории. В статье дается подробное описание алгоритма, по которому генерируются тики для исторического тестирования в клиентском терминале MetaTrader 5.
 
HideYourRichess:
It does not matter what you do with the remaining balance - the break-even point is the same. Unrealized opportunities - they are not paid for by anyone. But the losses are on you.

1. I don't care what to do with it.

2. the CU may be the same for one or two trades. But the result of a series of transactions (taking into account that there may be more than one position opened) will be different.

You are right about the losses - they are mine, especially if they are recorded in the history. And at the expense of unrealized opportunities, so it is a moot point - I also pay for them, in the form of various ADDITIONAL ACCOUNTS....

 

Now that's what you've got going on...))

Wrote to me about real automatic trading on MT4.
I personally do not know anyone who trades large amounts of money automatically on MT4, small amounts - I know, large amounts manually - I know.
Although there is one autotrader on Alpari's PAMM (if you believe me of course):

1 Expensivebuyer:125810(MTS) 3535.43% 0.35%
And does not give a shit :D
 
Prival:

Will it be possible to run tests on user selected data ?

Unfortunately, no.
 

Renat:

Will it be possible to test on user-selected data ?

Unfortunately, no.

That's not good at all. Very bad.

But is such a thing possible:

Say if by the same scheme as orders, with the same commands, one could work with a limited amount of service records stored on the server, it would be quite a workable solution.

This is to organise a detailed record by the user, to be able to store the state of the strategy.
 
mrProF:

Now that's what you've got going on...))

Wrote to me about real automated trading on MT4.
I personally do not know anyone who trades large amounts of money automatically on MT4, on small amounts - I know, on large amounts manually - I know.
Although there is one autotrader on Alpari's PAMM (if you can believe it):

1 Expensivebuyer:125810(MTS) 3535.43% 0.35%
And does not give a shit :D
I don't know about that, but I'm sure I have a good trader at PAMM. Unless, of course, this machine is SUSTAINABLE enough...
 
mrProF:

Now you're making a big deal out of it...))

Have written to me about actual automated trading on MT4.
Personally, I don't know anyone who trades large sums automatically on MT4, small amounts I know, large amounts manually I know.

The question was about trading on the stock exchange. Not about gambling in a casino.

Whether MT4 product is good or bad does not matter. The important thing is that it is not suitable for stock trading. Born to fly, you cannot crawl. Not for that reason his parents conceived him, not for the stock exchange. In other words, MT4 has nothing to do with automated trading in general, and those 50-70% of trades performed by robots, with which I started the Trades, in particular. And I only have to repeat my previous thought: "somehow they do without MT".

Reason: