The market is always wrong - page 13

 
Reshetov писал(а) >>
This is a continuation of "Arbitrage" theme. I have already added many pages to it but it has already been covered with too many critics.

I have managed to raise equity over the balance. It looks like this (EURJPY H1):





EA source code attached to the post. So is the tester report.

For this, I had to add one more input parameter to the code: beginEquity - initial equity. I.e. the initial balance. In the Strategy Tester, the Expert Advisor automatically monitors whether the level of beginEquity is exceeded. And if it is exceeded, it starts the game anew, i.e. it changes beginPrice into Bid, beginEquity into the current equity and changes the magic number (increases by 1).

But on Demo and Real, the Expert Advisor will only generate an alert asking to change these parameters manually. The matter is that the Expert Advisor does not save previous parameters anywhere when the terminal or the computer is shut down, and it will not be able to restore them after the restart. (Those who really need them can create a file database or store parameters in global variables).
Therefore, we will have to monitor the signals of Expert Advisors and if they start displaying messages, we will have to manually change the above input parameters for the entire group.

The idea has a place to live, but the depot is a pity. It is clear that sooner or later the market will return, but not everyone will live long enough. I would like to suggest an idea. We should use pending orders instead of simple ones. I.e., instead of buy - buy stop, and instead of sell - sell stop. And add a parameter in constants: number of points from the price for pending orders.

 

Went through the Arbitration thread and the whole thread.

It is unclear at what point and for what reason such an active and bravura discussion was interrupted. Unfortunately, I found this Expert Advisor only a month ago, and the branch with the discussion - only three days ago.

I've been using ArbitrageReverse_1.1 with 3 different brokerage companies (9-11 pairs on each one in demo mode) for a month and I'm not disappointed yet. As many other brokers in previous discussions I'm searching for optimal tool-sets for one account. In my opinion I managed to adapt EA (above mentioned version) to work with any size of starting lot (0.01; 0.1 or 1.0).

After reading the branch I'm going to work with Swiper as well. However, confused by the abrupt break in the discussion of the topic in 2007.

A huge request to the participants of the original discussion (2007): if you don't feel sorry for your time and a little sorry for someone else's, write what made YOU personally break up with ArbitrageReverse or Swiper.

On the other hand, if there are or are still followers of this strategy - speak up!!! Maybe we'll fight some more.

Thanks in advance.

Sincerely, llk1961.

 
llk1961 >>:

Прошел ветку "Арбитраж" и всю данную ветку.

Неясно, в какой момент и по какой причине прервалось такое активное и бравурное обсуждение. К сожалению, нашел данного советника только месяц назад, а ветки с обсуждением - всего три дня назад.

Гоняю ArbitrageReverse_1.1 на 3-х разных ДЦ (в демо-режимах по 9-11 пар на каждом) месяц, пока не разочарован. Как и многие в прошлых обсуждениях, ищу оптимальные наборы инструментов для одного счета. По моему, удалось приспособить советника (указанную выше версию) работать с любым размером стартового лота (0,01; 0,1 или 1,0).

Прочитав ветку, собираюсь поработать и со Swiper. Однако, смущает резкий обрыв обсуждения темы в 2007 году.

Огромная просьба к участникам первоначального обсуждения (2007 года): если не жалко своего времени и чуть-чуть жаль чужого, напишите, что ВАС лично заставило расстаться с ArbitrageReverse или с Swiper.

С другой стороны, если есть или еще остались последователи данной стратегии - отзовитесь!!! Может еще повоюем.

Заранее благодарен.

С уважением, llk1961.


Responding - to the magic word "Arbitrage". :-) Came from here:https://www.mql5.com/ru/code/mt4/ I've been dealing with it for 3 days now.

 
lerik >>:

Отзываюсь - на волшебное слово "Арбитраж". :-) Пришел отсюда:https://www.mql5.com/ru/code/mt4/ Разбираюсь дня 3 уже.

This thread and the "Arbitrage" thread provide answers to many questions, except one - how the EA will work in multicurrency mode.

I've been "figuring it out" for four months now. So far the only thing that is clear is that this EA is for the patient ones - neither a day, nor a week, nor even a month will bring them real profit. But when there is a reversal, it is a feast for the soul. And most importantly, there is no such nervous tension as when using Martingale.

The main thing is that it's not that nerve-racking when you use Martingale.

llk1961

 
llk1961 >>:

Данная ветка и ветка "Арбитраж" дают ответы на многие вопросы, кроме одного - как советник будет работать в мультивалютном режиме.

Я "разбираюсь" уже четвертый месяц. Пока ясно только то, что этот советник для терпеливых - ни за день, ни за неделю, ни даже за месяц, можно не дождаться реальной прибыли. Но когда идет разворот - это праздник души. А, главное, нет такого нервного напряжения, как при использовании Мартингейла.

В общем, если есть вопросы - помогу, чем смогу.

llk1961


there is a tester in mt5 with multicurrency testing capability. Maybe there will be someone willing to translate this EA with simultaneous improvement to test it in multicurrency mode?
 
ugrum >>:


появился тестер в мт5 с возможностью мультивалютного тестирования. Может найдутся желающие перевести этот советник с одновременной доработкой для проверки в мультивалютном режиме?
 
http://www.onix-trade.net/?act=monitoring_stat&xid=13374 here monitoring more than half a year, no trades since the beginning of march, no need anymore :)
today i opened another demo account, i'll post the link later
 
ugrum >>:
http://www.onix-trade.net/?act=monitoring_stat&xid=13374 здесь мониторинг более чем за полгода, с начала марта сделки не совершаются, отпала необходимость :)
сегодня завел еще один демосчет, ссылку выложу позже


http://www.onix-trade.net/?act=monitoring_stat&xid=19550&lang=ru
 
ugrum:


появился тестер в мт5 с возможностью мультивалютного тестирования. Может найдутся желающие перевести этот советник с одновременной доработкой для проверки в мультивалютном режиме?



Of course they will! However, the exact translation of the "Arbitrage" algorithm to MT5 is impossible due to the latter's policy "one pair - one position". The possibility of collecting profit by the last orders at the slightest price rollback is lost - we have to wait for the entire position to become profitable.

One more issue is a small number of pairs on MT5. I would like to test the usual EUR or GBP pairs.

Below are the results of testing the multicurrency version of Arbitrage using 5 pairs with AUD and 3 pairs with USD in 2010. Unfortunately, the graph does not show equity movement for some reason, but you can see it in the reports.

Reshetov's algorithm is complemented by an option to close all positions at expected equity growth (in our case it is 2 000). It is done to avoid endless losing positions (vertical drawdown of balance on the chart).

Testing revealed some algorithm subtleties I am working on now

Files:
 
llk1961:

Of course they will! However, the exact translation of the "Arbitrage" algorithm to MT5 is impossible due to the latter's policy "one pair - one position". The possibility of collecting profit with the last orders at the slightest price pullback is lost - we have to wait for the whole position to be profitable.


How can you confuse lock and arbitrage
Reason: