Avalanche - page 54

 

Here's sever29's post of 17.03.2010 14:47 not draining either, not just me.

 
A single position has been opened. Place new orders with a single volume.... If it touches the top order, and then goes down, the volume doubles.... In other words, we act according to the rules of Avalanche.
 
khorosh >>:

Вот и у sever29 в посте от 17.03.2010 14:47 тоже не сливает, не только у меня.

Specify your starting balance and maximum volume of open positions...

 
kharko >>:
Открыта одна позиция. Выставляем новые ордера с единичным объемом.... Если заденет верхний ордер, а потом пойдет вниз - объем удваиваем.... Т.е действуем по правилам Лавины.


I still don't understand the principle of setting corridor limits.
After all, the indicator redraws.
And if in the given picture the price goes back upwards and the ray is re-drawn and the knee is removed, and the ray will be strictly directed upwards again.
What should we do with the corridor in this case? Should we change it for the previous breaks or leave it unchanged?

In general, to be honest, I don't quite understand your way of talking in half hints and riddles... If you don't want to post the EA, be my guest... don't.
Describe at least formalized clear rules for setting up a corridor... without hints... and cryptic pictures that don't say much.

Otherwise, your posts sound like meaningless flubber...
Like, you guys are all suckers, but I've got it all nice and stern...

If the formalization of clear rules - a clear description of the criteria by which the corridor limits are set, a clear description of the criteria for setting the profit fixing size - is your great secret, and you do not intend to reveal it - I do not understand the reason why you are posting here wonderful scenarios and not telling anything zigzag screens.
 
kharko писал(а) >>

Specify the starting balance and the maximum volume of open positions...


I am currently testing on the most volatile currencies. I'll post the parameters as soon as I'm done.
 
lexandros >>:
Все же я не догоняю принцип выставления границ коридора.
Ведь индюк перерисовывается
А если на данной картинке цена побежит обратно вверх и луч перерисуется и колено уберется, а лучь будет смотреть опять строго вверх.
Как быть с коридором в данном случае? изменять его на предыдущие переломы? или оставлять неизменным?

Вообще, если честно, я не совсем понимаю вашу манеру говорить полунамеками и загадками... Если нет желания выкладывать советник - ради бога... не выкладывайте
Опишите хотя бы формализованные четкие правила установки коридора... без намеков... и загадочных мало о чем говорящих картинок.

Иначе, ваши посты напоминают бессмысленный флуд...
Типо, вы тут ребята все лошки, а у меня вон оно как, красивчато и сурово...

Если формализация четких правил - четкое описание критериев по которым выставляются границы коридора, четкое описание критериев установки размера фиксации прибыли - это ваша великая тайна, и раскрывать ее вы не намерены - совершенно не ясен мотив, по которому вы выкладываете здесь чудесные стейты, и ни о чем не говорящие скрины зигзагов.

So as not to send anyone searching for my previous posts, I repeat again... Read carefully:

Let's break it down in order. What is an Avalanche or a Swing, the name doesn't matter? It is an attempt to take a profit when a horizontal channel breaks in either direction.
To understand what this channel should be, its range, let's look at the structure of the movement. Any directional movement can be divided into 2 zones:
1. A distribution or consolidation zone.
2. the trend.
The first zone is characterized by a narrowing of the price range, or in other words, a flat. Whether this will be a price spread or consolidation zone, we don't know, i.e. the direction of the future movement is unknown. But we clearly know that it will be followed by the directional movement or trend, from which we want to pluck maximum pips.
Now about the ZZ-Trend indicator. This indicator has a limited number of rays. The first ray shows the direction of the general trend. The second ray is the general correction. The third ray is with the general trend, but its size is smaller than the general correction. The fourth is even smaller, etc. The more new rays appear, the more confident we can say that the market is in the first zone or flat. It means that the movement is limited. The range of price changes narrows. Now we have the right to place orders along the channel borders and apply TS with the minimum risk.

I would like to remind you that in order to set orders, we are looking for places of the market narrowing. To do this, we will need 3-4 last rays of the ZZ-Trend. The first one is a general trend. The second one is a correction. We set orders by the second ray. The size of the correction should be several times less than that of the first ray. Why? We do not know whether the trend is over or correction. Thus, we set orders along the borders of the horizontal channel. If the correction has not come to an end, we know that its size is limited by the last trend movement. According to statistics, more than half of the corrections reach the 50% mark of the trend. So the trend/correction ratio is greater than or equal to 4.
I regret that I'm not explaining it clearly enough. :(
The purpose of the posts is to develop a low-risk TS that follows the market rather than predicting it. In case of force majeure the Avalanche principle is used. I am inviting all interested traders to discuss it.
The ZZ-Trend indicator is selected for placing orders. It was described above, how it is done. The orders are placed on the correction. We do not know its final size. We therefore assume that the correction has been formed when the ZZ-Trend indicator shows its end on 2 or more bars (we count from right to left: 0, 1, 2, etc.) and the next ray, the current one, is still forming. The situation in the market is changing. The size of the correction may change. Therefore, it is important to catch the moment.
I do not have clear rules for the TS yet. I form it on the fly using the specific situation.
So, I hope the rule of initial orders is clear. The market will select the next step. Let us assume that the choice has been made. The question. When should we fix the positions? How many points of profit should we fix at 10 points or 100 points? I think the question is put incorrectly from the beginning. Once again we are trying to predict. Why? The market should give the answer itself.
Let's take the current situation on the euro....

We have an open sell position. We can close it. Make a profit. And wait for a new opportunity to place orders (dotted lines on the picture). We do not know if the trend will continue downwards. If it does, we will lose potential profit - after all we have an open position at a good price.
Option 1:
We decide to leave an open position (1 lot) and place a 1 lot buy order at the level of the top dotted line. The order is in position. Now we place a Sell order of 2 lots at the level of the lower dotted line.
The result is a positive lock.
The market went down. The Sell order is set. Upon reaching the breakeven level on the last open positions, we close them. This leaves us with 1 sell position with a good profit.
2nd choice:
We decide to leave an open position (1 lot) and place a 2 lot buy order at the level of the upper dotted line. The order is set. Now we place a Sell order of 4 lots at the level of the lower dotted line.
The result: a positive lock and buy position.
The market went up. The profit is increasing.
The market went down. The Sell order is set. Upon reaching the breakeven level on the last open positions, we close them. There is 1 sell position with a good profit.

Constructive criticism is welcome...
 
kharko писал(а) >>

Specify the starting balance and the maximum volume of open positions...

Testing period 01.01.09-18.03.10. EURJPY. Initial deposit $500. Initial lot 0.01. Maximum lot 0.16. Maximum drawdown 263.34(19.69%).

 
khorosh >>:

Период тестирования 01.01.09-18.03.10. EURJPY. Начальный депозит 500$. Начальный лот 0.01. Максимальный лот 0.16. Максимальная просадка 263.34(19.69%)

What is the distance between the orders? Interested in the range of variation of this parameter....

 
kharko писал(а) >>

What is the distance between the orders? Interested in the range of variation of this parameter....


I think from 30 to 100 pips.

 
khorosh >>: Максимальная просадка 263.34(19.69%)
The balance sheet doesn't show it at all. So it's on equity. But you can't see it either. Where is it?
Generally speaking, testing on the minutes doesn't get more than 25%. That's not serious, you know that, Yuri. Can you at least show me the same on 5 minutes?
Reason: