a trading strategy based on Elliott Wave Theory - page 70

 
By the way, by series I mean what this type of construction is designed to do:
 SumXY[LREnd] = SumXY[LREnd-1]-XY[LREnd-1]+XY[LRBegin]+XY[LRBegin-1]+XY[LRBegin-2];
 
Nothing ever goes away. That reminds me - http://forex.kbpauk.ru/showflat.php/Cat/0/Number/39461/page/0/fpart/1/vc/1
"Chance helps the prepared mind" :)

:))
Thanks for the link, I'll read it. Anyway, it's an interesting start.
 
Posted the results achieved by the Expert Advisor so far: https://c.mql5.com/mql4/forum/2006/07/results_06_07_2006.zip
I've never seen results of profitability=3.18 on 226 trades of any other Expert Advisor! Besides, the percentage ratio of winning trades is very impressive, 85%!
At the moment I faced a small technical limitation of the MT4 tester. Or rather, it's not a limitation of the tester, but of the rules of the opened mini-account.
The maximum lot size=50. Therefore, when I want to open with lot size more than 50, my trades don't open and therefore that part of the curve, where the balance is already more than 15000 can be disregarded. I understand that in practice the allowed balance in the mini-account is up to 10000USD, but the question to the developers - is there any way to disable control of the maximum lot size for history tests (in terms of studying the theoretical capabilities of an EA)? Or maybe there is already a configuration file somewhere that allows to solve this problem right now?
Well, if it cannot be solved now, then I will correct the Expert Advisor to open trades with lot size more than 50 (make several trades from one big one, but which is not allowed based on maximum lot size limitation). Although, in principle, this inconvenience does not matter at all - it is possible to simply run the Expert Advisor on the remaining part of history with a small balance and thus make sure that it works in this part as well.
 
There are several ways around the maximum lot size limit:
1. (the easiest) connect to a broker with a larger max lot, there should be many of them)
2. Find a utility FXTEdit (I can send it to you), and with its help edit your FXT-files, as you want ;)
3. write a script, correcting corresponding FXT header field - it's not difficult ;)
 
2. Find FXTEdit utility (I can send it to you), and use it to edit your FXT files however you want ;)<br / translate="no"> 3. Write a script, which corrects corresponding FXT file header field - it's not hard ;)

It would be interesting to use both variants. Can I get a link to a utility or script, if someone has already written one?
 
Well, now we have to decide how to handle the close (fan) channels and we can sit down for the tester advisor. Alas, I don't have the time measurement procedure below a second handy.

2006.07.06 15:41:16 VGChannels EURUSD,H1: Time to compute series: 0 c 2006.07.06 15:41:16 VGChannels EURUSD,H1: Channels in series: 1000, 3 selected 2006.07.06 15:41:16 VGChannels EURUSD,H1: initialized





 
It would be interesting to use both options. Can I have a link to a utility or script, if someone has already written one?

I'm too lazy to make a script =)
But the tool I posted:
https://c.mql5.com/mql4/forum/2006/07/FXTEdit1.zip
https://c.mql5.com/mql4/forum/2006/07/FXTEdit2.zip
 
Alas, I don't have a procedure for measuring times smaller than a second at hand.
What's wrong with GetTickCount()? =)
 
komposter:
What's wrong with GetTickCount()? =)
Hmm, not a bad function :) .

2006.07.06 16:36:15 VGChannels EURUSD,H1: Series time: 297 mc 2006.07.06 16:36:15 VGChannels EURUSD,H1: Channels in series: 1000, 3 selected 2006.07.06 16:36:15 VGChannels EURUSD,H1: initialized



But it is an indicator, according to Rosh the Expert Advisor should work faster. And it is clear that the main time is spent on calculation of RMS. Someday I will take a pen and paper and try to understand if there is any recursion there. And what makes sense to memorise there.

 
<br / translate="no"> But this is an indicator, according to Rosh the EA should run faster.


I didn't say that :) More like the opposite, if you think about it. Put the BlackBox and the Ticks indicator on one window tomorrow at 16:00 Moscow time and wait for the NFP. You will see for yourself.