An advisor that is not afraid of a margin call. Who would like to try it out? - page 14

 
If the market is working in opposite phases, neither one nor the other gets an advantage, the resulting effect is that of the "tail", and it doesn't matter which way the market moves, as long as it moves :)
 
kharko >> :

leaks ... it's already checked....

share the code if you don't mind

 
alexx_v писал(а) >>

Share the code, if you don't mind

Basically everything is already described by....

Entry by MAKD signals... Trade both ways... small take - 10 p to reduce drawdowns...

each position opens with a volume of 5% of the current balance... in the market maximum 50% of equity.......М offered by Reshetov is used as a last resort, to have enough time to find the right parameters based on the current market situation...

After I lost $5,500 in the morning, the reason is described above and I increased my equity to 7200...

I had to change the parameters several times during this time... After the morning rise the eu started to fall....

Need auto-optimisation... Haven't figured out how to implement....

Files:
test_1.zip  14 kb
 

alexx_v,

kharko already cited his version of "reverse" and states that the flush comes after a reversal (or change of direction, if I understand him). Maybe you, in your turn, could throw me a straight as moving to either direction gives a strong equity gain. I'm slow and i don't understand how locked buy and sell positions provide such miracles, besides the so-called "tail" volume of x%...


kharko,

small and fixed take will decrease the potential profitability, the ability to adjust by MM and signals; and is there any confidence that the MACD auto-optimization will not auto-drain right at the beginning of the out-of-sample section?

 
pisara >> :

alexx_v,

Maybe you can throw in a straight as moving to either side gives a strong equity gain.

>> no miracles, the straight's up.

 
alexx_v >> :

no miracles, the state above.

I don't understand it, the state is sorted originally - obviously not by opening time, and it's too painful to input it into excel :(

In what %-range do you keep the "tail" size?


Besides, from such a stack it is not very possible to see the advantage or even the essence of the method (total gain less than 700 with dominant and the only deal 0.23 lots which gave more than +800, the rest 0.01-0.08 lots).

 
pisara писал(а) >>

I don't understand it, the state is sorted originally - obviously not by opening time, and it's too painful to input it into excel :(

What percentage range do you keep the "tail" size in?

Here is the demo account.... Watch...

Login : 183190923

Investor : csbd2bu (read only password)

74.54.197.210:443

E-Global Trade & Finance Group, Inc.

Closed all positions... Balance is 7277... a gain of 5,500 quid: 32%...

 
kharko >> :

Here's the demo account.... Watch...

Login : 183190923

Investor : csbd2bu (read only password)

74.54.197.210:443

E-Global Trade & Finance Group, Inc.

thanks, there's something going on here already... (by the way, my comment above refers to the status posted by Alexander)


If I understand something, it is interesting to note that both orders ***0 (?) and ***1 (??) show profit > 0 on Buy, while the Sell order shows rather a big loss - this is the result of the week start.

What is the difference between transactions with the last number 0 and 1?

 
pisara писал(а) >>

Thanks, there's something going on here... (By the way, my comment above referred to the statement posted by Alexander)

If I understand something, it is interesting to note that both orders ***0 (?) and orders ***1 (??) show profit > 0 on Buy, while the Sell order is not small - this is a result of the week start.

What is the difference between trades with last number 0 and 1?

On Friday I left open positions overnight.... I should have closed them... but alas...

this morning a steep trend of about 200 p.... it was too late to do anything.... could have tried to hold all the way using marginlevel control... and that would have succeeded, judging by today's downward price movement... well, if it hadn't turned around, then the depo would have been drained.... Especially last week the trend was up...

0 and 1 are an indication of which MACD parameters work....

For example, the optimization shows that to buy the best parameters FastPeriod=12, SlowPeriod=25... let's put 0...

Correspondingly, to sell, we put the opposite parameters: FastPeriod=25, SlowPeriod=12... mark 1...

With such parameters we trade both ways...

 
kharko >> :

I left open positions overnight on Friday.... I should have closed them... but alas...

this morning a steep trend of about 200 p.... it was too late to do anything.... could have tried to hold to the end using marginlevel control... and that would have succeeded, judging by today's downward price movement... well, if it hadn't turned around, then the depo would have been drained.... Especially last week the trend was up...

0 and 1 are an indication of which MACD parameters work....

For example, the optimization shows that to buy the best parameters FastPeriod=12, SlowPeriod=25... let's put 0...

Correspondingly, to sell, we put the opposite parameters: FastPeriod=25, SlowPeriod=12... mark 1...

We trade both ways with these parameters...

I don't quite understand - if I set MAKD1(12,25), then MAKD2(25,12) will be a mirror copy, so why do I need MAKD2 at all?

From the picture you can see that on a pronounced fall (MACD also signals sell) Buy trades are opened, though (are the open ones lighter)?

It can also be seen that at the top, the open and boundlessly dangling Bai can easily lure Kolya in.


Reason: