Avalanche - page 381

 
khorosh:
But Avalanche uses rollover martin and works on the trend


Right! But I've already written using a rollover martin - will lead to a loss.... If you remove the martin, you get trend entry! - We add a stop order. When the stop triggered - again, entry points along the trend (with a stop) but with a double lot!

Reverse - trade direction - basis for reversal - got loss. The reason for the reversal of trade may be the situation in the market, its change, and finally, the TA signals.

The most stupid part of the avalanche is trading reversal without grounds. It turns out it's trivial wagering. (In the casino it is the last resort - losers are advised not to play now, and to be patient and come back tomorrow).

 
FreeLance:

And where do you see the avalanche defence? :о)

I'm just trying to defend the right to be wrong and misguided...

And the right to debate correctly, not indiscriminately. I'm calling for correct evidence, not the "one and only right" opinion.

In that case, it would be more logical to call on the topicstarter and his followers to "prove correctly" the functionality of his TS. Otherwise, there are a lot of hypotheses and a lot of evidence that can be dumped on those who do not agree with them.
 
goldtrader:
In that case it would be more logical to call the topicstarter and his followers for "correct proof" of the functionality of his TS. Otherwise, there are a lot of hypotheses and a lot of evidence that can be dumped on those who do not agree with them.

I agree.

And Katala has failed...

 

Nevertheless, something can come out of this trading system:

Another grail has been found!

At the moment (15.07.2010) I have developed a trading system, working on the principle of opening a position in the opposite direction, with a loss of the previous one. On MQL4forum this system is called "Avalanche".

Thestrategy has a built-in profit management system (Money Management) - martingale and the system of increasing the initial bet in proportion to increasing the deposit.

Below is the test for 11.5 years with initial deposit of 500 000 rub:


Fig. 1. Deposit Graph

Symbol

EURUSD (Euro vs US Dollar)

Period

1 Hour (H1) 1999.01.08 19:00 - 2010.07.14 09:00 (1999.01.01 - 2010.07.15)

Initial deposit

500000.00

Net profit

7587141.69

Total profit

22081225.48

Total loss

-14494083.79

Profitability

1.52

Expected payoff

5974.13

Absolute drawdown

39597.20

Maximum drawdown

1827213.64 (22.88%)

Total trades

1270

Short positions (% win)

635 (55.59%)

Long positions (% win)

635 (57.64%)

Profitable trades (% of all)

719 (56.61%)

Loss trades (% of all)

551 (43.39%)

Largest

profitable trade

1086416.03

losing deal

-716601.76

Average

profitable deal

30711.02

losing transaction

-26305.05

Maximum number

continuous wins (profit)

12 (146813.18)

Continuous losses (loss)

12 (-253697.39)

Maximum

continuous profits (number of wins)

1262660.19 (3)

continuous loss (number of losses)

-1165989.44 (6)

Average

continuous winnings

3

continuous loss

2


 

Analysis of test results

The table below summarises the test results by year:

Year

Net profit, RUR

Percentage growth

Maximum risk

Number of trades

Number of risky deals *

1999

113 618.51

22.72%

33.68%

99

2

2000

216 975.14

35.36%

30.98%

147

2

2001

234 362.28

28.22%

32.71%

134

3

2002

324 861.96

30.50%

34.79%

134

2

2003

349 363.32

25.14%

32.05%

91

1

2004

498 913.31

28.69%

32.59%

119

2

2005

581 492.64

25.98%

8.89%

97

0

 

Year

Net profit, RUB

Percentage growth

Maximum risk

Number of trades

Number of risky deals *

2006

626 677.00

22.23%

9.06%

101

0

2007

1 322 371.63

38.37%

33.31%

101

1

2008

1 023 445.63

21.46%

8.79%

80

0

2009

1 446 258.20

24.97%

33.03%

96

2

2010

703 651.28

9.72%

33.17%

56

2

Max

-

38.37%

34.79%

147

3

Min

-

21.46%

8.79%

80

0

Amount

7 441 990.90

-

-

1255

17

* A trade is considered risky if the trader loses 10% of his/her deposit when the Stop Loss is triggered.

the trader loses more than 10% of the deposit.

Probability of performing a risky trade in this trading system:

17 - 100% / 1255 = 1.4%

Minimum annual profit percentage

и: 21%.

 
khorosh:
But Avalanche uses flip martin and works on the trend

Yuri, it may be that your version already uses trend and other TA methods, but in the author's version there was no mention of trend at all. It was supposed to have a random entry:

JonKatana wrote >>
At the same distance from the current price two orders are placed - BuyStop and SellStop of equal volume.
 

Maximum interest rate of top 10 banks on deposits - 9.28% (30.06.2010 12:07)

The Bank of Russia on Wednesday published data monitoring the interest rates of ten banks that attract the largest amount of retail deposits: for the third decade of June, the maximum rate decreased by 0.07 percentage points and is 9.28% per annum, follows from the Department of External and Public Relations Central Bank, quoted by RIA Novosti.

In the second decade of June, the maximum rate rose by 0.13 percentage points to 9.35% per annum.

The trend has been reversed in recent months - the rate has been falling all the time under the influence of the regulator's decisions, which lowered the refinancing rate to a record low of 7.75% per annum. During the first ten days of June the maximum rate fell by 0.3 percentage points to 9.22% per annum. The maximum rate lost 0.16 percentage points in May, 0.71 in April, 0.48 in March, 1.04 in February and 1.27 in January.

The list of banks being monitored includes Sberbank, VTB 24, Bank of Moscow, Raiffeisenbank, Gazprombank, Rosbank, Alfa Bank, Uralsib, MDM Bank and Promsvyazbank. Monitoring is conducted by the Department of Banking Regulation and Supervision of the Central Bank of Russia on the basis of information on the websites of these banks.

Source: RIA Novosti

(http://www.banki.ru/products/deposits/news/topnews/?id=2048912)

 

A test with a lot, not tied to the deposit:

Strategy Tester Report
NeedForPips_v2.11
Alpari-Classic (Build 226)

Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 1999.01.08 19:00 - 2010.07.14 09:00 (1999.01.01 - 2010.07.15)
Parameters FixLot=true; RiskLot=0.1; max=100; Step=1000; Band=0; Slippage=30; CloseOnly=false; OnlyOnePosition=false; TP_multiplier=0.8; reverse=0; MaxAge=72; Procent=200;
Bars in history 71434 Modelled ticks 1742142 Simulation quality n/a
Initial deposit 500000.00
Net profit 2139707.73 Total profit 6643341.43 Total loss -4503633.70
Profitability 1.48 Expectation of winning 1684.81
Absolute drawdown 32556.75 Maximum drawdown 366265.83 (31.67%) Relative drawdown 31.67% (366265.83)
Total trades 1270 Short positions (% win) 635 (55.59%) Long positions (% win) 635 (57.64%)
Profitable trades (% of all) 719 (56.61%) Loss trades (% of all) 551 (43.39%)
Largest profitable trade 103643.42 losing transaction -68776.07
Average profitable deal 9239.70 losing transaction -8173.56
Maximum continuous wins (profit) 12 (50082.45) Continuous losses (loss) 12 (-167395.36)
Maximum Continuous Profit (number of wins) 185053.87 (7) Continuous loss (number of losses) -167395.36 (12)
Average continuous winnings 3 continuous loss 2

 
Swetten:

It seems to me that this is no longer Lovina, but something else.

And I think khorosh himself said something like that.

Avalanche. Only the entrance is not random, but with the simplest analysis, so as not to go against the trend. And, as far as I understand, there is a cut-off at the third reversal with a small loss - hence periodic "dives" on the reports' charts. The ratio is also larger than the double one which results in very fast coming to the breakeven, almost always after the first reversal, especially in the modification of the EA intended for minimal profit of some points.

His money management is rational - periodical withdrawal of capital after a certain amount has been accumulated.

I have one more useful addition, not mentioned in the thread, which allows to avoid most of the risks associated with loss of connection. You must set the profit size in pips and set all orders with Take Profit and Stop Loss so that the price, having passed the breakeven level plus the distance you set, closes all orders on the profitable side by Take Profit, while all orders on the opposite, losing side must have Stop Loss on these Take Profit positions. Then even if the connection is lost, all orders will be closed with either profit or a small loss, and the entire deposit will not be lost.

This method also allows maintaining an unlimited number of reversals in the corridor - dozens, hundreds, thousands - it does not matter at all. It is enough to limit the number of reversals, for example, to two and not to add more orders after the second one. If a flatulence takes too long and the price does not reach the profit level on either side of the corridor for a long time, touching its boundaries repeatedly - you don't care. There can be as many chains as you like - no new orders will be opened, and after the exit you will either get the planned profit, or a small loss, if the price moves in the direction of less total volume.