Avalanche - page 363

 
sever30:


It doesn't work. There will be fewer entrances (by a lot). The reversals by 5-10 are not rare, sometimes more.

You don't have to wait for 5-10 reversals to exit the cycle with profit.

This is the interval from 01.05.2010 to 10.06.2010, our Expert Advisor exited the loop with profit after no more than 3 orders.


 
khorosh:

You do not have to wait for 5-10 reversals to exit the cycle with profit.

In the interval between 01.05.2010 and 10.06.2010, the Expert Advisor has exited the cycle with profit after no more than 3 orders.


but on an interval of half a year, a year ?
 
flash:
but on an interval of half a year, a year ?
Are you saying that if an Expert Advisor will lose one initial deposit at least once in half a year, we can discard it? Despite the fact that it can gain 28 initial deposits in forty days? Don't be greedy - you can afford to lose 1 initial deposit, even once every six months :-)).
 
khorosh:
Are you saying that if an Expert Advisor loses at least one initial deposit in six months, it can be rejected? Despite the fact that it can gain 28 initial deposits in forty days? Don't be greedy - you can afford to lose 1 initial deposit, even once every six months :-)).
We want to know - how many plums will there be in a year 5? - 10? And get the ratio of losses/deposits. Can you do such a test?
 
Tantrik:
We want to know - how many drains will there be in a year of 5? - 10? and get the drain/deposit ratio. Can you do such a test?
As soon as I finish development, I will do it for sure.
 
khorosh:
As soon as I finish developing it, I'll be sure to do so.
Looking forward to it.
 
khorosh:
Are you saying that if an Expert Advisor loses at least one initial deposit in half a year, it can be rejected? Despite the fact that it can gain 28 initial deposits in forty days? Don't be greedy - you can afford to lose 1 initial deposit even once in half a month.:-)).

Hi all. Why only 1 in half a month, no calculations for a period of six months, a year - no.

I have a system that I can use in the attachment of Cheburashka, who can convert it to an avalanche-like strategy, test it well and share the results.

The essence of the system.

We set 2 orders and Buy Stop and Sell Stop with equal lots (0.1). We set it on a) a certain number of points of the current price or (to make a choice in the expert settings), b) on the level of high and low of the last N bars (to be included in the settings).

When one of the orders triggers, the other one should be deleted. We wait for the result, if they are entered correctly, we open a profit, if not, the position is closed using a stop loss.

Profitable position is closed using standard trailing stop.

If a stop loss is closed, the same thing is done with a doubled lot (0.2; 0.4, etc., it is better to specify it in the settings, as in Cheburashka).

If you closed on a profit, start again with a single lot (0.1)

Parameters of Stop, Take Profit, Trailing Stop should be placed in the settings.

Files:
 
Tantrik:
We want to know - how many drains will there be in a year of 5? - 10? and get the drain/deposit ratio. Can you do such a test?
I can say that it is possible to make a variant that will not lose losses in 0.5-1 year, but not with such profitability and not with such amount of deals per month. I have already published results for such variants. Now I am working to reach optimal relations between profitability, drawdown volume and stability in the interval of at least half a year.
 
khorosh:
I can say that it is possible to make a variant that does not lose money within 0.5-1 years, but not with such profitability and not with such amount of deals per month. I have already published my results for such variants. Now I am working to gain optimal relations between profitability, drawdown volume and stability in the interval of at least half a year.


That's a good result.

There are still no optimisable parameters?

 
khorosh:
I can say that it is possible to make variant at which there are no losses within 0.5-1 year, but not with such profitableness and not with such quantity of transactions per month. I have posted my results for such variants earlier. Now I am working to reach optimal relations between profitability, drawdown size and stability in the interval of at least half a year.


Greetings all!

Yuri, there is no need to make other variants, because this will be a completely different TS, and we will not get an answer to Tantrika's question.

In that TS we are talking about, we should add the following:

- Take a deposit equal to, for example, 10,000 cu.

- We divide it into 10 parts - virtual deposits.

- begin the test, and the first MC-level we have at 9000 cu. If we reach it (we accordingly count equity on every tick ), all positions are closed (Kolya is there), we shift the level of the next MC-level to a value of 8000 cu (we actually took out the next money). We proceed with testing.

- If you have reached 11000 cu level on the first step, transfer MC-level to 10000 cu, like virtually withdraw our initial deposit.

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We test from 01.01.2008 till today and by the number of splits we clearly see the number of lost virtual deposits.

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I think you will not have a problem with the logic. ))

Reason: