Avalanche - page 101
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Yuri, your Avalanche modification has 3 steps: 0.01, 0.08 and 0.64
Question: what do you do if the price has reached another reversal and continues going against the total position?
Do you stoically wait out the drawdown? I suspect that they may last for weeks, months or longer.
The state would be very useful. Please post it if it is not a secret.
Юрий, Ваша модификация Лавины имеет 3 ступени: 0.01, 0.08 и 0.64
Вопрос: что Вы делаете если цена дошла до очередного разворота и продолжает идти против суммарной позиции?
Стоически пересиживаете просадки? Подозреваю что длиться они могут недели, месяцы и дольше.
Стейт бы очень был полезен. Выложите плиз если он не сов. секретен.
this situation does not arise in the period in question
Во-первых, вместо того, чтобы сидеть и ждать обязательного безубытка, накапливая множество разворотов, можно (в вашем примере) 4 раза снять прибыль переставкой - то есть закрытием прибыльных ордеров с последующим выставлением компенсационного ордера.
Во-вторых, если вы все-таки упустили всю эту прибыль (хотя ни одной разумной причины для этого нет и это и есть "подстраивание условий под себя"), то при нахождении цены внутри коридора, движении ее в сторону меньшего объема и недостатке средств на выставление ордера, дополняющего объем до двукратного противоположному, есть далеко не два варианта, до которых вы додумались.
Львиную долю депозита в "Лавине" забирают залоги. Поэтому все, что вам нужно сделать в этой ситуации - закрыть все ордера на дальней от цены границе (большего объема). Вы зафиксируете убыток, равный части ширины канала, но залоги за все ордера УДВОЕННОГО (большего) объема вам вернут. Если цена продолжит движение и выйдет за границу меньших по объему ордеров - вы получите прибыль после, опять же, прохождения расстояния спреда + 1 пункт. Ведь вы сами задали эти условия - в противном случае все хорошо - цена движется в сторону бОльшего объема, как нам и нужно.
Two key phrases... we have recorded a loss equal to a fraction of the channel width... for the sake of simplicity, let's assume that if we went beyond the middle of the channel, it's time to fix the losses on the far side... but we're going to count in the middle... at four reversals we need to fix 2 + 8 = 10 lots * 20 pips = 200 pips of loss ... (let's consider 1 p equal to 1 quid so we don't get confused with zeros) .... Considering that in case of successful process we will get 40 quid of profit (assuming that the profit fixation is equal to the channel width)Let's go to the second highlighted point... If the price moves... And if it didn't go???? There's a question hanging in the air... The price went back... What do we do? Do we lock in again? The other side...????
Go on, Mr. Tro-lo-lo. You're getting funny :)
already answered
this situation does not arise in the period in question
.
It is clear that the MC has never been reached. I am interested in the maximal drawdown in absolute value of the deposit currency, its duration and ratio to the initial deposit.
That's why I asked for the statement. Or at least the FS for 2 years of testing.
The number of orders in a cycle does not change the overall approach to the problem. It does not matter how many positions are allowed in the cycle.
In the original version, when the next bounce from the border of the channel, the position is opened with double lot, and so on to infinity or until the margin is enough. I.e. the number of steps is limited only by free margin. In your case, it is limited to an external parameter. The logic is completely different. You can sit on it long enough, the author can't.
Your version is essentially a restricted margin on rollover with further over sit, the author's is an unlimited margin to win or MC.
In the case you have described, the Expert Advisor does nothing, i.e. it either loses or gains. In the interval from 01.01.08 when testing on EURJPY and GBPUSD
With imitation of withdrawal of funds no discharge is observed, Expert Advisor parameters are absolutely the same. The Expert Advisor is still under development, so I believe it is too premature to show the drawings,
Can you disclose the FS (or the values of the nadpy, net profit and max drawdown) for 2 years?
And the duration of the maximum period of the cycle to profit?
Thanks for the concern, but the question was not asked to you. And what is "such a situation", i.e. are you saying that in 2 years there has never been a case where the price reflected from the borders of the channel more than 2 times and went back inside? But don't answer, I am interested in the opinion of the questioner.
.
It is clear that the MC has never been reached. I am interested in the maximal drawdown in absolute value of the deposit currency, its duration and ratio to the initial deposit.
That's why I asked for the statement. Or at least pay off the FS for 2 years of testing.
FS on the interval from 01.01.08 to 01.04.10 is 3.43. The max drawdown is 6930.87 (30.51%). On the interval from 01.01.09 to 01.04.10 maximal drawdown is 1738.26. Parameters are certainly not brilliant, this should be expected in such a risky strategy. But for those who like risky trading I think it will do.Идем по второму выделенному пункту... Если цена пошла... А если не пошла???? Тут вопрос повисает в воздухе... Цена пошла обратно... Что делать? опять фиксировать? уже другую сторону????
Generally, if there is not enough money to place a pending order, all orders must be closed at once, but preferably over the channel boundary. Or on the border to eliminate losses of one direction.
Even if you close all orders inside the channel, there will be enough funds on the account. All deposits for all open orders will be returned to you. And it is on deposits in Avalanche that the largest part of the deposit is spent. To lose the entire deposit in Avalanche, even under such, the most unfavorable conditions, is impossible. And now your words:
Carry on, Mr Tro-lo-lo. You're getting funny :)
Спасибо за заботу, но вопрос был задан не Вам.
this is a forum, isn't it?
If you want to address someone personally, there is a PM
Нет - тогда и фиксировать убыток незачем, ведь цена идет в сторону бОльшего объема.
В общем случае при недостатке средств для выставления отложенного ордера закрывать нужно все ордера сразу, но, желательно, за границей канала. Или на границе - чтобы устранить убытки одного направления.
Даже если вы закроете все ордера внутри канала - средств на счету окажется довольно много. Все залоги за все открытые ордера вам вернут. А именно на залоги в "Лавине" уходит бОльшая часть депозита. Потерять весь депозит в "Лавине" даже при таких, самых неблагоприятных условиях, невозможно. А теперь вам ваши слова:
Even the most ardent supporters of your brainchild would probably argue with that:)+++++++++++++++++++++++++++++
"Vasyuki chess players listened to Ostap with filial love. And then Ostap was carried away. He felt a surge of new strength and chess ideas..."(c) Ilf and Petrov
Even the most ardent supporters of your brainchild are probably going to get a kick out of this:)+++++++++++++++++++++++++++++
"The Vasyuki chess players listened to Ostap with filial love. And then Ostap was carried away. He felt a surge of new strength and chess ideas..."(c) Ilf and Petrov
Not to lose the entire deposit is elementary - we set a virtual stop at the level corresponding to the maximum drawdown (with a margin) obtained during testing on the history.