There is a terms of reference. We need a proger to implement it. - page 7

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1Rakso писал(а) >>

There is a difference in these two between MathAbs and MathRand????

Do I think they are sisters? Like Zita and Gita? At any rate they are very similar...

 
granit77 >> :

Exactly. I am not a programmer, but I have to write. A couple of times I coded what seemed to be a ready-made system,

Started testing and started making improvements, additions, and it seemed like it was going to work! But it didn't. I was exhausted myself and

And he has driven people to it, after which he realises that not all that glitters is gold. You don't know how to generate smart, profitable...

Don't waste your own time coding your freaks, don't torture people!

How I envy lucky people who "don't know mql" but "suffered two whole hours" and now inspired

looking for an honest programmer who will code his genius strategy for free and immediately commit hara-kiri

for guaranteed secrecy.

This is brilliant, but in fact, the programmer when he writes he does not see the meaning of TS, though the trader explains, you do not need to explain, but to write a clear TOR for each point, then everything will be clear, but you have to consider all the points, not every programmer wants to analyze your TS, and he does not need it, he is far from it, They have to be afraid of them. The regular proger has nothing to do with it, he just needs to sort out the code right, and he has no business dealing with TS. They should not be afraid of them, they have nothing to do with it. One broker may just check the TS for efficiency, he will always check its performance. So there's no sense to be afraid of.... And traders' ideas are sometimes strange. They are mainly based on one TF most of the time I want to open a position when stochastic (who even invented it))) was in the overbought zone))) I don't know where the market is overbought, the price goes in the trend, but it is overbought until the end of the trend, and the position is in a fucking drawdown))))

 
Figar0 >> :

Do I think they're sisters? Like Zita and Gita? At any rate, they are very similar...

double MathAbs( double value)
The function returns the absolute value (modulo value) of the number passed to it
Parameters:
value - Numerical value.
Example:
  double dx=-3.141593, dy;
 // calculates MathAbs
 dy=MathAbs(dx);
 Print("Absolute value ",dx," is ",dy);
 // Output: absolute value -3.141593 is 3.141593
 
Figar0 >> :


int MathRand( )
The function returns a pseudorandom integer in the range 0 to 32767. Before calling the function for the first time, the MathSrand function must be used to set the pseudorandom number generator to the initial state.
Example:
  MathSrand(TimeLocal());
 // Displays 10 numbers.
 for(int i=0;i<10;i++ )
 Print("random value ", MathRand());
 
1Rakso писал(а) >>
.....

How complicated and messy things are...)

 

Did you get it, Sergei?

"Don't mess with the axe!" Decameron

 
granit77 >> :

Exactly. I'm not a programmer, but I have to write...

I was only joking :))) I'm writing for myself, "slowly but surely" it's just funny and sad sometimes to read such disputes...

 
Korey >> :

to 1Rakso

First, the MT-4 indicator does not have the technical capability to memorize anything every second,
but only works when the indicator is called, i.e. for each tick once, and if it wants to work longer,
it'll get thrown out quickly, MT-4 will throw it out((...)

...
your file does have tick emulation .... on a random number generator, even without the smell of fractals (six!)))
i.e. you are trading on tick emulation which is MathRand()))))))))))))))))))))))))))))))))))))))))))))
and this instead of just taking those ticks and accumulating them? (as if you are working for yourself and not for a customer)
So you're poking the programmer with a "progamer",
and the "proger" responds by giving you a good run with your own TS.

///

it's also possible that the "proger" gave you the variant with emulation of ticks MathRand(), and he gets rich quietly on ticks accumulation......

P.S.

I've learned emulation of ticks by random emulation - now I believe - there are such progurers)))

P.P.S.

another assumption - you pissed the programmer off and he answered you smarter - "take it - get it!

I am waiting for an answer, I have given you the code, but there is no such function, and what is the conclusion you are a programmer, not a programmer and yet you take offense, accusing me of saying that my programmers are complete rubbish))))

 
sonic писал(а) >>

Greetings.

I am inviting programmer for cooperation.

There is an intraday trading system, it was tested on the history and manually during 3 months. The results are high!

Clear ToR are written, there is a video file with an example of working with the system.

The system uses:

one channel indicator, two exponential averages, reginal approach to capital management.

The Expert Advisor will be in the leaders of the next Championship:)

Contact here or isq 305-(five)9(seven)-516.

There is a programmer needs a strategy!

 
1Rakso писал(а) >>

I'm waiting for an answer, I gave you the code, but there is no such function, so what's the conclusion you are a programmer, not a programmer and you are offended, accusing me of saying that my programmers are complete rubbish))))

you're full of crap))
the main thing is that instead of accumulating ticks for at least 5 minutes (there will be a lot of them),
the indicator emulates the ticks from the minutes,
- The main thing is that instead of accumulating ticks in 5 minutes (there will be plenty of them), the indicator emulates ticks in minutes,
and the theme of this indiktaor is close targets around the spread.
that's what's wrong with it.

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