I made one of these things once ... - page 9
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I think you should, as a thank you for your work I can offer
1. Conduct a debriefing on how the game went today at this level, I'll show you screenshots, stack, volumes, ticks and my comments. (shared)
2. Additional filter, how to select the breakdown of the level No.2. or rather to distinguish a true and a false breakdown, but it is more likely to be done through a private message ))
For the first point, just a screenshot (there are a few of them), what happened when approaching the level, how it was breached, the reason why it turned around and went to 1.3, comparison of the quality and completeness of the MT data and the platform data presented below
The problem is that it's actually the other thing I should be doing right now. And the exercise itself is interesting, imho.
I agree, I have the same option, time pressure, let the next idea sit on the shelf, if you have time in November, please knock, I'd be happy to ...
Well, it's not November yet.
By the way, why don't we write together here? :)
What I don't like about such systems is that there is an immediate parameter. Indeed, in order to detect whether the price approaches the level, we should somehow define the notion of price leaving the level. That is, the price has moved away - we open the flag "We can open orders". As soon as the price touches the level , we open a position and set the flag "No more orders until it has moved away". Ideally, we should define ourselves without parameters. Or at least, the parameter should be such that its value can be chosen based on some external considerations.
Any suggestions?
Candid:
Any suggestions?
Some clever detrenchment.
Did a lot of digging in my day.
But I gave it up -- no knowledge.
But it's all pretty obvious from the outside.
The topic has changed so much that it is hard to know what came first and what came next
The topic has changed so much that it's hard to know what came first and what came next
No specifics in the title :).
Some clever detrend.
Maybe. You could try to make it adaptable, i.e. "almost" without parameters. By the way, this may bring us back to the beginning of the topic :)
Ideally, it is desirable to be defined without parameters. Or at least the parameter should be such that its value can be chosen from some external considerations.
Any suggestions?
I used to think so, too, until some time ago. Really, where do beginners start? The more indicators you have, the better. And then, they don't know what to do with this bunch of parameters. Eventually, you start to realize that any parameter is an arbitrary decision of the builder. We have a legitimate desire to get rid of them altogether. But is it right?
If we say that the market has a fractal structure we should(must!) admit that this structure consists of levels. It means that at least the values parametrizing this structure of levels are immanent to the market and therefore should be present in the TS. And by the way, they are all well-known to us: trading horizon, the minimum price range for a deal - each trader determines these values for himself before the TS construction begins. And since these two values are related, then at least one parameter should be present in the TS. And I suggest it. Especially, it is, as you requested, determined from external considerations.
Well, November is still a long time away.
By the way, can we write together here? :)
What I don't like about such systems is that there's an immediate parameter. Indeed, in order to detect the approach of the price to the level we should somehow define the notion of the price leaving the level. In other words, the price has moved away - we open a position and set the flag "No more orders until it touches the level". Ideally, we should define ourselves without parameters. Or at least, the parameter should be such that its value can be chosen based on some external considerations.
Any suggestions?
no not so. only level and price. no stops and tp. a deal is opened when the price has crossed the level. crossed from bottom to top buy, from top to bottom sell. each deal is held for 1 hour. and on a deal the bulashev stats are calculated
here it is on katrick, blue circles buy, red sell
By the way, there is a work there https://www.mql5.com/ru/job/104 will be very close to this topic. boulishev's statistics need to be calculated, I am not good with OOP, so I will not do it, but I can help with formulas, how and what to calculate there, and help double-check the results.
No, not like that. only level and price. no stops or TP. a deal is opened when the price has crossed the level. crossed from below to above buy, from above to below sell. each deal is held for 1 hour. and on a deal the bulashev statistics are calculated
By the way, there is a job at https://www.mql5.com/ru/job/104 that is very close to this topic. The Boulishev statistics need to be calculated, I am not friendly with OOP, so I will not do it, but I can help with formulas, how and what to calculate there, and help double-check the results.
No one has talked about stops and TP yet. The point was that you cannot know how many times the price has crossed the level inside the bar. Therefore, if you want to react to every real crossing, you cannot get statistics for such an algorithm on history. If you have decided to count not more than one crossover per bar, it means that you have already entered one parameter - delay and set its value: "till the end of the calendar minute" (so to speak). Then there is inevitably the question of the appropriateness of such a delay.
What you call "Bulashov's statistics" are those characteristics of orders you wrote about earlier? Do you think he invented them? Well, it does not matter anyway; I was counting parameters such as maximal profit and maximal drawdown of an order. I even remember that I once calculated the maximal drawdown before the maximal profit. But I have stopped doing it lately, because I cannot find any direct way to profit from this data.
I have no time to start working with mql5, at times I have no time at all and my worker schedule suffers from slowdown.