Market theory - page 83

 
Alexander Laur:
After a change of direction, how many pips does the market move back against the newly opened position?
Each time it is different, and if, for example, the price goes down in a bullish trend, you can not worry - it will come back. But there is one case, and it is shown at the chart, when the price moved away from Bears to Bulls in the period between 22.04 - 23.04. But, again, all this costs and not much influence the outcome of the trade, because, you have plenty of opportunities to return the lost profit by increasing the volume in the direction of a calm trend.
 
Vizard_:
There's no signal (1...-1)... equi is not necessary...

Date;Price;Signal(1...-1)

Here's how I do it, but please don't use the information against me by criticising me in your manner. I do it the way I know how and not better:

Files:
 
Alexander Laur:

Then I will ask a different question:

What is the maximum volume of a deal (% of the deposit), at which there is no Stop Out (forced closing of a position)?

That is, if you open a new deal in the given direction in such volume that to increase its volume in the course of trade it is not possible (there is no free margin). So what is the maximum volume, at which during the study period DOES NOT SEE STOP OUT?

How can there be a shortage of funds when equity is always higher than balance? You have to have a reasonable deposit margin. Don't worry, you will soon get it back tenfold, if not more. But seriously, these questions will be answered by real trading on this system, and they are not relevant right now.
 
Yousufkhodja Sultonov:
Watch how the algorithm frantically searches for the trend https://www.mql5.com/ru/forum/58256/page82#comment_1653512. To estimate the frequency of changes of trading direction I have placed there the Buy-Sell diagram. With such frequent changes of trading direction large drawdowns are generally excluded, because losses are cut immediately when changing the trading direction without affecting profitable positions. We have long trends but they come in handy as drawdowns are excluded. Equity is always higher than the balance at these points. If the algorithm loses equity, it actually loses its own earned money, not the equity of the deposit. Do you understand the difference? Therefore, those 2000 points I have cited are relative drawdowns. The drawdown of 500 points is allowed by the algorithm at the stage of acceleration, and then it is not affected by any drawdown. You do not believe because you have not yet encountered such self-regulating, self-regulating automatic systems. The algorithm simply fits into the controlling mechanism of the market and saves and builds up profits on its own, getting rid of substantial losses in time and taking losses. I think I explained it somehow. If I do not understand you, I will explain more. I think if there is a grail, then this system is one of them. The mechanism that controls the market controls profit, of course, not without errors.

As far as I understood you were testing at opening (or closing) prices. In reality the drawdown will increase due to shadows. Your system will make profits on trends and losses on the flat, just like when using an ordinary trend МА. Whether your signals based on this theory will be more effective compared to the use of some smooth trend МА remains to be seen.

 
Yousufkhodja Sultonov:
I've got 03... ...is splitting up...
Unload the data with any delimiters so that it opens correctly in Notepad...
Are you using a time trend in the calculations (first column in the file) ?
 
khorosh:

As far as I understood you were testing at opening (or closing) prices. In reality the drawdown will increase due to shadows. Your system will make profits on trends and losses on the flat, just like when using an ordinary trend МА. Whether your signals based on this theory will be more effective compared to the use of some smooth trend МА remains to be seen.

You are going the right way)))
 
khorosh:

As far as I understood you were testing at opening (or closing) prices. In reality the drawdown will increase due to shadows. Your system will make profits on trends and losses on the flat, just like when using an ordinary trend МА. Whether your signals based on this theory will be more effective compared to the use of some smooth trend МА remains to be seen.

Of course. you need to find out, for example, the moz algorithm reverses the trading direction more than 20 times on this stretch of history, while the GTMA only reverses 4 times. I only worked with one period of 20 bars, because there is no full-fledged indicator yet. And you must have optimized GTMA on this parameter. Placing a position with GTMA, you surely are not sure that it will behave in the future in the way it is shown on the chart. Agree that my algorithm is also quite good at determining the future direction of the market due to frequent testing of the situation. When there is no need to change the direction - it does not change it. Of course, my trading method is not perfect, but I think it certainly has the right to live.

 
Vizard_:
I've got 03... ...is splitting up...
Unload the data with any delimiters so that it opens correctly in Notepad...
Do you use time trend in calculations (first column in the file) ?
No, not used, only used as a timeline when plotting.
 
Vizard_:

That's right... Are you going to upload the data to txt or go look for 7?

2011 file for you ? continue your tests ?

See what you got:
Files:
 
Alexander Laur:

So I'm asking, how much of a deposit should you have?

2 times, after overclocking, withdraw the entire deposit.
Reason: