Arbitrage - page 24
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Maybe I didn't formulate the idea of two points correctly. One point set by beginPrice creates one horizontal line (page previous ) . The two points should create one line, but not a horizontal line, but a sloping line. If a sloping line is plotted on the bottom line, the result will be what I mean. Everything else should stay the same. The only thing that will happen is that the start point beginPrice, for the current moment, will be kind of floating on the above sloping line with a slight lag (at the lag, it is just an assumption without grounds; it needs more elaboration).
By the way the second point can be automatically calculated as the arithmetic average of max. and min. prices, for example of a weekly chart (when playing at 1 o'clock). Please take a look, maybe there is something useful in it. And this point, if desired, you can send a little into the future, but this is
not for the seusecond moment.
Thanks!
PS. Unfortunately, in codes not a clue. Therefore I can not change anything myself, but to think over, to test it is possible. If you do not feel sorry and if you get anything out of it, will you throw out the tip?
Now I understand. Yes, indeed, as an option it is possible to use something like linear or even polynomial regression (or some type of average, etc.), as a floating beginPrice. Maybe there is some sense in it. I'll be giving it a try today.
Another idea: use a certain price range for a limit (instead of a stop loss). I.e. if price is higher than beginPrice (opened shorts), but breaks through this range, then we shelve all trades and wait for the next beginPrice level. Something like this. Again, you can experiment with the criterion of defining the range. Perhaps there is some sense.
P.S. - naturally, I will post noteworthy results of the experiments here.
Excuse me, in which post did you find out how a fair price is determined? I missed something.
Now I see. Yes indeed, as an option it is possible to use something like linear or even polynomial regression (or some type of average, etc.) as a floating beginPrice. Maybe that makes sense. I'll be giving it a try today.
Another idea: use a certain price range for a limit (instead of a stop loss). I.e. if price is higher than beginPrice (shorts open), but breaks through this range, then we shelve all trades and wait for the next beginPrice level. Something like this. Again, you can experiment with the criterion of defining the range. Perhaps there is some sense.
P.S. - of course, I will post the noteworthy results of the experiments here.
Do we cover trades anyway or only when the equity is positive? Suppose I have two deals of EURUSD at 102 points plus, but for USD JPI I have one deal at -90 points deflection. Other deals are in plus or minus 25-40 points (acceptable value). We may simply close the first ones at 12 points plus and thus fix profit on the first order and avoid further losses on the second one. I do realise that it is a kind of excessive insurance but it helps to avoid excessive drawdown. It is more complicated when total equity is in huge drawdown. Then . .... I don't know.... I haven't had that yet.
And also, if it's not difficult, look at the code base with the same name as the EA. I asked a question there, maybe you have the answer. I just haven't figured it out yet and it would be great.
Thank you!
PS. If you really have something it will be great, although even that is somehow encouraging. If you need help with the online test, tell me - I'll be happy to help.
Do we cover trades in any case or only when equity is positive? Or we could also cover by pairs: Suppose we have two trades on EURUSD with a 102 pips gain and one on USD JPI with a -90 pips deflection. Other deals are in plus or minus 25-40 points (acceptable value). We may simply close the first ones at 12 points plus and thus fix profit on the first order and avoid further losses on the second one. I do realise that it is a kind of excessive insurance but it helps to avoid excessive drawdown. It is more complicated when total equity is in huge drawdown. Then . .... I don't know.... I haven't had one yet.
Also, if you don't mind, check out the code base with the same name as the EA. I asked a question there, maybe you have the answer. I just haven't figured it out yet and it would not hurt.
OK, I'll take a look now.
PS. If you really have something it would be great, although even that is somehow encouraging. If you need help with the online test, tell me - I'll be glad to help.
Yeah. I could use some help with the forward test. But first we need to get a result on the back test. We'll keep trying. Regardless of the results I need some practice in MQL :)
Yes. I could use some help with the forward test. But we need to get a result on the back test first. We will try. Regardless of the results I need practice in MQL :)
Dear Mr. Reshetov! Looking through your Expert Advisor, I noticed the following thing: in the block that analyzes dt (dt>0), in line 119 there is the following condition: "if(sellprofit > 0.01)" and further, for "else" dt, there is a similar (in my opinion) condition in line 159, only for profit on open BUY orders: "if(buyprofit > 0.001)".
Can you explain this "inequality" in figures? Why? I don't fully understand your algorithm, even reading the code.
Sincerely, Fed
Dear Mr. Reshetov! Looking through your EA, I noticed the following thing: in the block that analyzes dt (dt>0), in line 119 there is the following condition: "if(sellprofit > 0.01)" and further, for "else" dt, in line 159 there is a similar (in my opinion) condition, only for profit on open BUY orders: "if(buyprofit > 0.001)".
Can you explain this "inequality" in figures? Why? I don't fully understand your algorithm, even reading the code.
Sincerely, Fed
However, do you think it would be possible to decrease the drawdown if we were to slightly modify the code to limit the number of orders with a negative sign (at the moment) before returning to the desired point?
If you need an Expert Advisor where the code has already been corrected as stated above, I am attaching it to this message.
Recently, equity was higher than the balance. But now it is already down to the level of the initial deposit. I would like to know what the maximum drawdown on the multicurrency can be.
I've been majing this sub for a fortnight now. A very worthy and interesting tool, no matter what anyone says..... The idea is just right. Thank you. (But I'm afraid I must rewrite it completely for myself, Mr Reshetov's style is not for average minds, very laconic and not easy to modify:)).
Now I want to experiment with additional filters, in order to avoid opening against strong motions. But I can't decide what to use for this purpose. I am afraid that the use of common indicators would make my Expert Advisor very frustrating, I need something "anticipatory" .... Has anyone poking around in this direction? Or is it empty? Who thinks so?