Is the advisor suitable for real life? - page 3
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If it is not a secret, what is the difference between your version and the one proposed by the topic-starter?
No, no, this is unlikely to work. Dserg showed the original system with a "very loose" balance curve. It's also a kind of know-how.
A system that just pisses away the spread per trade won't do anything like that.
Dima_S.
Если не секрет, в чем отличие Вашей версии от предложенной топикстартером?
In general terms, the slope of the linear regression of the balance curve is used, and the adjustment function of the lot size is set depending on the slope...
Нет-нет, вряд ли получится. Dserg спецом нашел исходную систему с "очень расшатанной" кривой баланса. Это тоже своего рода ноу-хау.
Из системы, тупо сливающей спред за сделку, ничего подобного не выйдет.
Yes, that's right. You have to make the system work at least occasionally.Если в общих чертах, то используется наклон линейной регрессии кривой баланса, ну и задается регулировочная функция размера лота в зависимости от наклона...
Thank you!That's an option to try too.
After one filtration:
After another:
Expert code attached.
It's just a toy, of course, but there's a double balance curve filtering implemented.
Если в общих чертах, то используется наклон линейной регрессии кривой баланса, ну и задается регулировочная функция размера лота в зависимости от наклона...
Some questions have arisen...
I've started to forget my maths... Linear regression is plotting an approximated line on the coordinate axis relative to x/y combinations?
In this case are you using the ratio of lot size to profit?
What is the "depth" of history of your trades? Because each successive one will have less influence on the slope of the trend (the approximated line), if there is a large amount of it. So a sharp drawdown may be "missed".
Dserg
If you briefly explain the theory of your algorithm of lot calculation.
Thank you.
Dserg
Could you briefly explain the theory behind your lot calculation algorithm.
Thank you.
I calculate the balance curve in pips. I draw two scales on this curve. As soon as the fast one crosses the slow one downwards, I reduce the lot by 100 times. As soon as the fast one crosses back, I restore the lot.
Вначале объявляем переменные:Потом в функцию init() добавляем:
потом в функцию start() добавляем:
И, наконец, при расчёте лота добавляем:
????????
PROFIT!!!
Here are the truly genius heads of the forum! But a lot of questions immediately arise. To be honest - this is the first I've heard of it, but for some reason it reminds me of "managing the market" by influencing it with something left-wing that has nothing to do with the market itself. But...1. If it works, why? After all, the first loss-making trades with a full lot causes the balance curves to decrease. And the subsequent rise in the wings is due to the peculiarities of the MAs themselves.
2. The mechanism is used only for managing the lot size? Or it can be used to close unprofitable positions?
3. What percentage of "oversubscribed" trades (with a reduced lot) would actually be losing trades compared to if the position were opened with a regular lot?
4. This mechanism seems to work for Expert Advisors that alternate profitable/lossy trades in WHOLE SERIES! This is my opinion. But what if you have single losing trades. In this case - they are the same first as the series.
Your opinion....?
And thanks for the new old idea!!!
An adequate trader when analyzing the balance curve does not think in terms of single deals (exceptions - the scalper with SL/TP>1 and the martingaleur). He or she looks at the balance graph (equity) through the averaging window - say, the result of the last 20 trades. This floating result is essentially the current profit factor.
Of course, this technique cannot handle a series of PUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPUPU (profit-loss) trades. (profit-loss).