Market patterns - page 33
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You write, for example, High[1] in MQL - because you have read MQL documentation and do not get into HST files.
Similarly, read FDK documentation and forget about ZIP-files.
You write, for example, High[1] in MQL - because you have read MQL documentation and do not get into HST files.
Similarly, read FDK documentation and forget about ZIP-files.
Understood, thanks. I'll try to find time for that.
I thought there was an easier way to just read the data.
Where should I prescribe what? Please explain, or give me a link to a description of this process, if it's not trivial.
I propose a deal. You find at least one statistical relationship between current distribution of potentials and future price on the posted piece, and I'll parser you.
I want to say right away that it is there and not one, but if it is real and not "drawn" artificially it is not clear.
You understand, it's a kind of fool's protection to understand that you really need this data and you can use it, or just pampering and following the general fashion.
I think I have discovered a market pattern, namely in industrial relations, cooperation and division of labour - traders, to get data from DCs, instead of programmers or DCs themselves, write their parsers, DCs, to get data from interbank, instead of platform developers, write their aggregator programs, and platform developers, instead of operating system developers, write their translator programs...). So all this is traded, and all in deficit.
I propose a deal. You find at least one statistical relationship between the current distribution of potentials and the future price on the posted piece, and I will parser it for you.
I will tell you right away that it is there and not one, but if it is real and not "drawn" artificially, I don't know.
Well, you get it, it's kind of foolproof, to understand that these data you really need and you can use them, or just pampering and following the general vogue.
Thank you:) such a long example I myself can glue my hands. Changing the pattern to glue this particular technical representation of the data, seems a slightly unfair exchange to me. I just thought it wasn't such a tricky ritual, well, God forbid if it is, so I'll practice on small samples.
I think I've discovered a market pattern, namely in industrial relations, cooperation and division of labour - traders, to get data from DCs, instead of programmers or DCs themselves, write their programs parsers, DCs, to get data from interbank, instead of platform developers, write their programs aggregators, and platform developers, instead of operating system developers, write their programs translators...) Well all this is traded, and all in deficit.
Yes)) It's a stationary pattern. A lot of things in our country are through one place. Spiritual because very.
Hello, everyone. I'm Pantural.
I`m trying to use Forex for the third time already, I feel that there is something in it, but life bends its course and I`ve never got beyond 200$ depo withdrawal 2 times. Now I think the situation is better than it was 4 years ago, at least spreads are wow cool!(oh my god! It is the pantural! wow!)
I've been looking in here for a while now, whenever I get a spare minute. I haven't really gotten into automation yet. I don't have much experience in manual trading, either. I'm matured, like a juicy peach! So I decided to log in and start a dialog. I'm a hot Caucasian guy. I'm a hot Caucasian guy, demanding seriousness and deference.
I read the thread How to Write a Robust Expert Advisor, and some posts encouraged me to investigate.
In particular, I want to once and for all define what is meant by "market regularity", it is also called "inefficiency", as I understand it in the sense that efficiency = randomness, respectively inefficiency = non-randomness. In general, long ago, I immediately and without delving into the essence, as if I understood what it was about, but now I must admit that I no longer understand, everything splinters. I have to put it all back together again.
For instance, a comrade is speaking in black and white:
Is there a procedure (method, algorithm) for finding such patterns? Or it is a random search of all possible combinations of indicator parameters and Expert Advisors, candlestick patterns, etc. And if the equity increases and differs from the chart, the determined regularity is announced? Is there a logic and a plan to it?
Please speak without modesty or modesty, without any memes or tricks.
If so, I will state my vision of the problem, since I also started out with similar assumptions in my time and put forward a proposal on this subject https://www.mql5.com/ru/articles/250, created an indicator based on this idea https://www.mql5.com/ru/code/10339, which is discussed here https://www.mql5.com/ru/forum.
Now let's see at what stage the development and testing of the idea according to the criteria you have given:
1(the pantural!)
The first thing to start writing a robust EA is to look for market patterns .
If the pattern that you have identified really exists, it will surely show itself on the Equity graph or at least statistically (you should use scripts to collect statistical data). If the "pattern" really is price noise, then on a sufficiently large sample it will collapse to zero and there will be no advantage.
2. At the initial stage it is also very important to limit yourself to minimum parameters. It is desirable to remove absolutely all auxiliary variables, including StopLoss and TakeProfit. Practice shows that a robust strategy generates profit even without protective stops and profit levels, but a noise trading strategy will not be saved by any stops.
3) If the identified pattern is confirmed during preliminary tests, an overshoot graph is built. It is done in the following way, the exit from the trade is replaced by the exit by time. Then the parameter responsible for the holding time is optimized, as a result we get a certain dependence of the strategy efficiency (profitability) on the time it has been in the market. The extremum of this curve will determine the horizon of this dependence. Now we have the dependence and the time for which it is valid.
4. Then the optimizer is involved. We look through all the possible parameters and build 2D or 3D surfaces of the profit-parameter type. If the convexity of the surface has a stable structure, we can talk about a really reliable algorithm.
5. Forward testing. Proper testing on the OOS allows to identify the fit of the strategy to the market and mistakes in its development, as well as to make sure of the stability of a given pattern.
6. Further it is simple. We modify the obtained strategy by adding protective stops and additional rules that can improve the strategy performance. The main thing is not to overdo it at this stage.
7. The final variant should also be confirmed on the history and pass the OOS.
8. Testing in demo mode. Technical bugs are searched for, implementation inaccuracies are corrected. The correlation between the test and demo results is confirmed.
9. Real.
1. Illustration and implementation of this item here https://www.mql5.com/ru/forum and herehttps://www.mql5.com/ru/forum;
2. Influences of SL and TP are excluded by applying TP=SL, lotness is constant and =0.1, MM is not involved, from the optimized parameters - only hindsight and that does not need strict and frequent optimization;
3. Fulfillment of the conditions of this point can be seen from the balance and equity and profit charts - the factor of about 15;
4. only one parameter is optimised and it is constant over the entire period from 2009 to 2013;
5. As there are no rigidly optimisable parameters, the entire sample can be considered forfard;
6. TP=SL, constant lot;
7. Confirmed;
8. This step is omitted;
9. Microreal, to be observed from 13. 08. 13.
As another important point, it is worth adding that the pattern found or detected should allow formulating the logic for entering and exiting the market.
Can you please provide me with the formula for calculating your indicator from the TcVP(s) or a code? I just read the article about the universal regression model, I still don't understand where the final algorithm or formula is.
Thank you.
Can you please provide me with the formula for calculating your indicator from the TcVP(s) or a code? I just read the article about the universal regression model, I still don't understand where the final algorithm or formula is.
Thank you.
The final one is formula (18) of this article. The variants of the indicator with codes are given in the depths of the topic https://www.mql5.com/ru/forum.
Mmmmmm.... I don't know, I don't know... There's something wrong with the premise on which the model is based.