Avalanche - page 515

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khorosh:
For an avalanche-like EA, the most difficult section is the diverging triangle. Here you have to think about how to reduce the drawdown in this situation.
Before you introduced it as a diverging triangle, it was an expanding channel. The border of the channel is confirmed by the subsequent crossing of the channel axis by the price. The channel axis is not the centre of the channel; it is determined first and then the channel appears, or does not appear.
 
khorosh:

The main difference from a classic avalanche is that the corridor limits are mobile within one series of orders. I limit the loss at 25% of the balance. I believe an avalanche-like EA can only work steadily on a real account if we frequently optimize it and limit the losses. Optimization of experts in the tester on too long a time interval (for example, several years) is now meaningless. If we manage to achieve stability over a long time interval, it is only at the expense of a very low profitability of the Expert Advisor. And it still does not guarantee the loss of the deposit in the future. I had an EA with an averaging martin that was tested in 1999 without losing money, and in 2014 it started to lose money. Now I think it is enough to optimize it for several months, as long as my broker allows me to download minute quotes. I believe that optimisation on third-party quotes is pointless.

Thank you for sharing my experience. I will be back in line on this TS soon.
 
Stells:

1. you must first identify that it is a diverging triangle and then take action.

2. you can try to identify it by using an indicator that draws lines along the two upper and two lower fractals.

but then what to do ?

1. After "first identified that it is a diverging triangle", then it is too late to take action as the dep is 90%. :-)

2. Why? When at any time its side can be broken through and a flag may be drawn with subsequent price movement in the same direction.

 

To avoid accumulating orders in the market, I have made a nettig option. As soon as two oppositely directed positions appear, I close them with an overlap. The test period is from 05.02.2015. EURUSD.

 
khorosh:

To avoid accumulating orders in the market, I have made a nettig option. As soon as two oppositely directed positions appear, I close them with an overlap. The test period is from 05.02.2015. EURUSD.

Try another option - leave orders only for first entries, or second or third entries... (Although, for the calculations we would need to make a block of virtual orders). In this case it will be clear where a profit is formed (in which entries). Ideally, in all of them, but martingale is not needed in this case.
 
khorosh:

To avoid accumulating orders in the market, I have made a nettig option. As soon as two oppositely directed positions appear, I close them with an overlap. The test period is from 05.02.2015. EURUSD.


But if there is a long sideways movement, what good will it do? the lot size is also increasing! swaps and collateral are decreasing...
 
khorosh, also said that from 1999-2014 there were owls with averaging, does this apply to avalanche or another type of trading?
 
bogdan01:
khorosh, he also said that since 1999-2014 there were owls with averaging, does this mean avalanche or another kind of trading?

If it is with averaging, then it is not an avalanche. Averaging is when we open an order for a better price in the same direction when we have a losing position.

In an avalanche, we open an order in the opposite direction when the position is losing.

 
bogdan01:

But if there is a long sideways movement, what good will that do? The yield is also going up! Swaps and collateral are going down...
You wrote that swaps and collateral decrease. And, when there are few orders in the market, it's easier to follow them (especially when there are many instruments used in trading) and to understand the necessity of manual intervention.
 
YOUNGA:
Try another option - leave only first entry orders, or second or third entry orders... (though, for the calculations we should create a block of virtual orders). In this case it will be clear where a profit is formed (in which entries). Ideally, in all of them, but in this case the martingale is not needed.
When entering the market, the direction of price movement is not analyzed at all. Two stop orders are set in both directions. When trading with a fixed lot the profit is miserable (close to zero). The profit can be formed on any order, depends only on price movement.
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