Once again, about the lokas. - page 22
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Об этом лучше проконсультироваться со службой поддержки вашего ДЦ.So what is this thread about if there is no exact answer and only the DC can answer it?
My example confirms that lock is sometimes necessary, but not necessary. I may not use a lock in TC, but that would involve some technical difficulties.
So what's this thread about?
It's nothing.
It's just a pre-trade week warm-up thread.
Для начала посмотрите на параметр Максимальная просадка. Начальный депозит можно поставить любой с условием. что он будет больше этого параметра...
К примеру в последнем тестировании достаточно 500 баксов... И еще диапазон цен равен около 2700 п.
Просто техника исполнения ордеров без индикаторов, без гадания и без прогнозов уровней... Рынок сам все делает...
It's all nonsense... I'm sure you know... You're looking at equity, not profit:). What's the point of having a balance if the equity hasn't risen so much?As it was rightly said here, the notion of balance should be abolished altogether... and count it by equity:)
I have a real Expert Advisor. I wrote it to order. It is on averaging. It produces much more impressive results. As far as I know the man for whom I did it keeps it in real trading and sort of earns. Of course, for the time being :) Which he is honestly warned about. But this is everyone's personal business. Roulette can also sometimes break ZERO ...
It's a matter of luck. Personally, I would never put such a thing on the real, of course. Once was enough for me:) The chances of doubling the deposit and withdrawal of profit, that is, at least come to zero - can not be calculated on ter.ver.. But I think they are not great:). So this kind of fun is not for my frayed old nerves.
Да чушь это все... Наверняка ведь сами понимаете... Вы на эквити смотрите а не на прибыль:). Че толку с баланса то, если эквити практически не прибавилось?Как тут уже верно говорили - понятие баланс надо бы вообще отменить... и считать именно по эквити:)
Есть реальный советник. Писал на заказ. Именно по усреднению. Дает гораздо более впечатляющие результаты. Насколько мне известно, человек для которого я это делал - держит его на реале и зарабатывает вроде как... Конечно до поры до времени:) О чем он честно предупрежден. Но это личное дело каждого. В рулетке ведь тоже можно иногда ЗЕРО сорвать...
Тут уж как повезет. Лично я такую штуку на реал конечно никогда не поставлю. Мне одного раза хватило:) Шансы что успеешь удвоить депо и снять профит, т.е. выйти хотя бы в ноль - не поддаются расчету по тер.вер. Но думаю - не велики:) Поэтому такие забавы не для моих потрепанных пожилых нервов.
I agree with you.
Most surprising is the desire of some part of the public to make money on Forex "without indicators, without guessing and without predicting levels... The market does everything itself...".
Here we should disassociate ourselves.
In my example, the averaging was the only way to increase the accuracy and quality of the entry. The lock was formed due to independence of the Expert Advisor.
Analysis of flatness is also not an easy task.
Солидарен.
Больше всего удивляет желание некоторой части публики заработать на Форе "без индикаторов, без гадания и без прогнозов уровней... Рынок сам все делает...".
Здесь следует отмежеваться.
В моем примере усреднение было единственным способом повысить точность и качество входа ;) а лок? Лок образовался по причине независимости эксперта...
Анализ на флэтовость тоже непростая задачка.
The author of the site (can not find the link now, of course - even the name of the site can not remember) - in a preface, he wrote quite sensibly and competently ... That is, you can see that the man is not a fool...
So... I do not remember verbatim of course... But the general idea is - to trade on forex using all sorts of indices, technical analyses and so on... - does not differ from playing in a casino. No trader is able to predict the market even for the nearest tick. The probability that the price will go where the indicator says it will go = 1/2. So it's no better than a game of foxholes.
And in general - he's probably partly right.
Also... The same author quite reasonably explains that you can gain profit on forex only if you find a model of mathematical positioning of orders where at any chaotic chart movement you will end up with profit, not minus.
I also agree with him (partly). Such a model cannot be created one hundred percent. Just like perpetuum mobilee. But the model - with profit/loss distribution - at least 10/9 I think "not impossible". it's difficult, but theoretically possible. It will be a grail in my understanding... For if statistically there will ALWAYS be 10 profits per 9 losses - it is definitely a grail.
ни один индюк не в состоянии предсказать рынок даже на ближайший тик. Вероятность того что цена пошла туда куда говорит индюк = 1/2. Т.е. не выше чем в игре в орлянку.
и в общем то - он наверно отчасти прав.
There can be no 100% prediction a priori.
But if it's not 50/50, you can talk about a stat advantage.
---
The question is how to take advantage of it... ;)
Да чушь это все... Наверняка ведь сами понимаете... Вы на эквити смотрите а не на прибыль:). Че толку с баланса то, если эквити практически не прибавилось?Как тут уже верно говорили - понятие баланс надо бы вообще отменить... и считать именно по эквити:)
From your post I conclude that you have little understanding of the values the report produces. I suggest you read the relevant articles again... Wouldn't be superfluous...
Tested with a deposit of $500.
Got a deposit increase 3 times in a year with a little bit.
When applying averaging, it is important to understand what risks your deposit can withstand. Averaging is the same as martingale. What is a classic martingale? Doubling the betting is done until one bet is won. The risks increase... The martingale is based on the assertion that the amount of doubling of a bet is always finite.
Consider averaging... Risks increase as the range of price changes increases. As soon as this range is fixed we start to win back the loss and make profit. Hence, we conclude that averaging can be applied both along and against the trend.
Now let us get back to testing. The price change range is 2700 points. The averaging step is 20 points. The maximum number of one-way positions is 2700/20=135. Now, we can calculate the maximum risk in points 135*136*20/2=183600 points.
Total: the maximum risk in the unidirectional averaging is $18360.
If we average in 2 directions and fix positions with a profit of 20 points, the maximum risk is $18360-135*20*0.1=18090.
This is the risk of a no return movement. I gave testing results of two-way averaging above. Then the risk is 11424.67, which is 1.5 times less than the calculated one.
You're probably only looking at the graphs you like the most:) Mostly on the net income...
I recommend to look at the graphs that are less attractive... For example the drawdowns...
The drawdown is 68%!!! This shows that such EA is hanging by a thread, not even by a thread, but by a thread from bankruptcy...
I.e. - literally one more bad move and the stakes are already there... In addition - I recommend to run it through other periods... They may be less successful... For example you should run from January 2008... There was a lot of trending there. Without the bounce of 2000 points in a week... It'll be a lot more fun.
I recommend you read some articles... For example: https://www.mql5.com/ru/articles/1413
Very instructive...
Let me repeat:
The automatic conversion of any broken EA to a netting EA is elementary (with the same trading result in the tester). The principle with the example is described here.
In particular, there is a script from which everyone can draw simple conclusions.
My humble request :)Please write which "joint order" I would like to open instead of ... any, starting from the second
2010.03.22 00:38 buy 0.01 1.35339
2010.03.22 08:01 sell 0.02 1.35026
2010.03.23 00:06 buy 0.03 1.35643
2010.03.23 08:37 sell 0.09 1.35026
After your reply, I will make sure to follow up on the 'live history' of all positions.
'
The aim of the holivar has never been the truth! I just want to understand ... 'pro netting' for these positions. ;)
Я прекрасно понимаю значения цифр:) Не первый год замужем
Это вы видимо смотрите только на те графы - которые вам больше всего нравяться:) В основном на чистую прибыль...
Рекомендую посмотреть еще на графы менее привлекательные... Например про просадки..
Просадки в 68%!!! Это говорит о том - что такой советник висит на волоске, даже не на волоске, а на волосиночке от банкротства...
Т.е. буквально еще один неудачный шажочек - и коля уже пришел... Кроме того - рекомундую прогнать на других периодах... Они возможно будут менее удачными... Например прогоните с января 2008... Там трендики некислые были. Без откатов по 2000 п. за неделю... Там будет веселее намного
Как раз таки вам рекомендую почитать статейки разные... Например вот это: https://www.mql5.com/ru/articles/1413
We are talking about different things. I will try to explain it in another way.
The goal of any TS is to make a profit. The TS analyses the situation and opens 1 position according to the conditions. The result is profit/loss. A series of 1 position is completed regardless of the result.
The objective of the martingale is to obtain the profit at any cost. Doubling of a bet. The series of bets is completed when 1 profit is obtained.
The objective of averaging is to obtain a profit at any risk. Positions are closed when the set profit level is reached.
I will test it using all historical data especially for checking this statement. Let's see the maximal drawdown