THE IDEA EXCHANGE - page 14

[Aleksandr Pak]

Well, it'll do for the championship)))

[Alexei Kharchenko]

granit77 писал (а) >>
I seem to have managed to make the blue dream of iMAOnArray into a code before Korey finally trampled it with his rough boot. :))

>> it's better this way...

[Yury Reshetov]

esmaster писал (а) >>

in the source

double EMA = iMa(....); // - average with desired period

double BULLS = HIGH[i] - EMA;
double BEARS = LOW[i] - EMA;

double delta = BULLS - BEARS;

And then you work with the delta in its dimension of digits after the decimal point.

Then it will be cheaper at once:

double delta = High[i] - Low[i];

Because the result is the same.

[dim]

Reshetov писал (а) >>

Then it's cheaper all at once:

double delta = High[i] - Low[i];

Because the result is the same.

Uh-huh... misprint...

double delta = BULLS + BEARS;

[Leonid Borsky]

Good evening.

An Expert Advisor was found freely available on one forum. It works like this:

"Walking stop with reversal" advisor
example
Open a position in any direction (first), then after the elk triggers a reversal. (Position to the opposite side)
After the position is opened, the profit is set at 70 pips, while the moose follows the price in 10 pips steps.
StepStop is more or equal to the minimum stop level plus spread. The level of stops is shown in the Expert Advisor's journal when the Expert Advisor starts." (С)

Expert Advisor on download.

It works very unevenly. During optimization it shows profits, but outside the sample it usually loses profits.

I have tested it on "rabid Dax" using quotes of a famous brokerage company. It is fully lost, understandably.

But I accidentally ran it in the PRICES mode and was pleasantly surprised!

I got quite good result with random, in fact, parameters. At ff=m15

Similar (well almost) result is obtained by the Britannia FTSE Index !

Here is the result of 1 june 2008:

Bars in history 2869
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 6739.41
Total profit 20829.41
Total loss -14090.00
Profitability 1.48
Expectation of winning 5.50
Absolute drawdown 65.08
Maximum drawdown 598.71 (5.45%)
Relative drawdown 5.45% (598.71)
Total trades 1226
Short positions (% winning) 615 (28.78%)
Long positions (% wins) 611 (27.50%)
Profitable trades (% of all) 345 (28.14%)
Losing trades (% of all) 881 (71.86%)
Largest
profitable trade 377.80
losing trade -18.35
Average
profitable trade 60.38
losing trade -15.99
Maximum
continuous wins (profit) 4 (417.84)
continuous losses (loss) 27 (-447.90)

[Leonid Borsky]

The idea came up, to convert the expert to work at OPEN PRICES and accordingly "legally" repeat the test.

But, there's no such thing. Expert Advisor's algorithm is such that a simple trick like

if(Time[0]==prevtime) return(0);//ждём появления нового бара
prevtime = Time[0]; //если появился новый бар - 
//---------------------------------------------------------
// ещё один вариант работы по ЦЕНАМ ОТКРЫТИЯ :  
/*  bool isNewBar=false;
if (ExpertBars !=Bars) {ExpertBars=Bars; isNewBar=true; }
if (isNewBar) {// ЕСЛИ ПОЯВИЛСЯ новый бар */

does not help.... Because of very structure of expert.

Anyone can repeat the test right now with default parameters on FDAX, M15, or better - on M30

(By opening prices)

Here is the Expert Advisor :

[Leonid Borsky]

I would like to hear opinions on the subject. Preferably critical and negative ones. Because it is in these reviews you can sometimes find a rational reason...

I admit that the problem may have no solution, because in the mode of At open prices the tester in this case may open positions by the "backward" orders. Hence, the profit...

[Alexei Kharchenko]

leonid553 писал (а) >>

I would like to hear opinions on the subject. Preferably critical and negative ones. Because it is in these reviews you can sometimes find a rational reason...

I admit that the problem may have no solution, because in the mode of At open prices the tester in this case may open positions on "backward" pending orders. Hence, the profit.

Trending strategy... trend indicator signal required for successful entry....

[Leonid Borsky]

It's not really about strategy. It is not difficult to insert an indicator.

But how to make expert's code work at OPENING PRICES programmatically?

In order to get the same result at running through ALL TICKETS, as at running through OPEN PRICES?

I haven't been able to do this yet.....

[Alexei Kharchenko]

Catch the code... opens and modifies at opening prices...