Who trades on the Live LAVINA system? DOES ANYONE HAVE ANY LOSSES? - page 26

 
sever30:

Igor - good for him! he takes into account what clever people write and I think he can make a working TS. (c) Tantrik

Just one comma and you're in favour...

Where is the comma? (there's a hidden meaning here too Igor...)

 
sever30:

Igor - good for him! he takes into account what clever people write and I think he can make a working TS. (c) Tantrik

Just one comma and you're in favour...

One, two, three, four, five - everyone probably knows it,

One, two, three, four, five - envy: it's bad!

(Treasure Island cartoon - song about Envy /Grotesque band/)

 
PPC:
Yes, it seems the process is moving in this direction. Then the most important (for real traders) is not to make sure that brokerage companies suddenly decide to do something stupid like disabling quotes flow or, even worse, stop intercepting our EA's signals (in one of the threads someone complained that EA's face was smiling and then it was frowning at us while we were charting). So there you go.


I have already considered it, but until I implemented it in the code - for real trading / microreal trade, the best variant - to loop the main code of the EA in endless loop - this way we get rid of ticks irregularity and allows to control the connection with brokerage company server, but this EA does not work in the tester :)

And a little more "protection" against accidents - I haven't yet made an SMS notification about shaking things up in the EA, I haven't yet made auto-saving of intermediate ress/logs, etc.

The system/strategy is survivable, because I take into account when locking that the price may, after a brief reversal, return/reversal again, I have already analyzed the state - there are moments where there are "holes" in the history.

 
PPC:

One, two, three, four, five - everyone probably knows,

One, two, three, four, five - Envy: it's bad!

(Treasure Island cartoon - song about Envy /Grotesque band/)

The load on the depot is normal - flight normal!
 
IgorM:


I have already considered it, but until I implemented it in the code - for real/ microreal trade, the best solution is to loop the main code of the EA to infinite loop - in this way we get rid of tick irregularity and we can control the connection to broker's server, but this EA will not work in the tester :)

And a little more "protection" against accidents - I haven't yet made an SMS notification about shaking things up in the EA, I haven't yet made auto-saving of intermediate ress/logs, etc.

The system/strategy is survivable, because I take into account when locking that the price may, after a brief reversal, return/return again, I have already analyzed the state - there are moments where there are "holes" in the history, the code has managed to survive quotes gaps and bursts, the deposit load is acceptable

This, of course, is great, but it does not guarantee ownership of the situation (in any case, nothing in this world guarantees us against force majeure of any type). Definitely safer - is to place an order with all stops at once, and then move these stops during the process (if the strategy provides for no stop loss: then also move the stop loss). And, of course, it is desirable to have only one position open. I understand that this is contrary to your system, but I just considered a safe trading option in terms of communication with DC.

Well, for a group of differently directed multi-volume orders, then you should set a group of 2 stop levels which the EA will move all the time (in case of a shutdown - so as not to go too far into -. True, OrderCloseBy does not work, but the deposit will live)

I had it once. I left a position without a stop, but the candle made 200 p. in an hour. The volume was 0.5 depo (I was bullish in my youth). And the deposit was ruined. That's it. Good, there was not much money.

 
PPC:

...


I tried one-order strategies, they are not very efficient as they are either marginally profitable or you cannot take the whole series to breakeven - because you have only one order, while a series of orders may result in profitable part of them, another part is losing - you have to close them all at once at breakeven.

opposite orders are used only to bring the entire series to breakeven - i.e. to initial equity=balance when there were no orders in the market, besides, these opposite orders can be counted on the fingers of one hand throughout the history

As for the situation in the market - there is no unambiguous decision - the market, everything can be, you just need the right depot calculation and strategy, if the slip is 200pp per hour (I've seen 100pp per minute on the history) - then the pullback will be strong anyway, I am automated trading now in order to avoid emotions and constant hand control

 
IgorM:


i can't seem to get to it :( - (test speed is amazing :D) i should have "cleaned" the code last night before running the test - there are a couple of unnecessary calculations every tick, and now i feel sorry to turn everything off

HH: the strategy / code was made on the fly - now seems to be the final version, it remains to analyze the places where the load on the depo was large, the load is mainly due to the fact that while the number of orders is not limited to a series - while the maximum series of 10 orders each with a fixed volume of 0.20 lots and had on history a couple of moments where a series of extended orders exceeded the allowable drawdown / loss, which includes locking function (peaks / bursts in the graph), which in turn leads togreater load on the depo

http://imglink.ru/pictures/14-09-10/9d183fbc170c0f6778231338fe309577.jpg

ZS: it's a combined system - trend advisor + locking - the lock is a bit similar to an avalanche, but taking into account the valutility of both ....... and ....

i have been using this system since january 3rd , 2008 till May 22nd , the balance is quite impressive taking into account that i have a fixed lot

You probably mean the initial lot is fixed? Since the chart clearly shows that the lot is not fixed.
 
khorosh:
Surely you mean the initial lot is fixed? Since you can clearly see on the chart that the lot is not fixed.


In a series of orders the lot is fixed and in case of overlapping it is fixed too, but at overlapping/lock you take 1/4 of the total orders volume in the series, i.e. we have the longest order series - in this entire history it was 10 orders, each order for 0.2 lots = 2.0 lots. If you overlap in a lot by 1/4 then you will get 0.5 lots for a lock

HH: but in general the system seems to be "survivable" - if a series of up to 6 orders (usually 2-4 orders), then you do not have to lock them at takei themselves closed

http://imglink.ru/pictures/14-09-10/1741c18b9d897712f106d396211394a0.jpg

 
Tantrik:

Where is the comma??? (there's a hidden meaning here too Igor...)

PPC:

One, two, three, four, five - everyone probably knows,

One, two, three, four, five - envy: it's bad!

(cartoon "Treasure Island" - song about Envy/Grotesque band)


There's one Michael here with a sense of humour...

Thought it would be funny... but there it is... Mihalych

 
PPC:

One, two, three, four, five - everyone probably knows,

One, two, three, four, five - Envy: it's bad!

(Treasure Island cartoon - Envy song/Grotesque band)


One, Two Freddy's coming for you,
Three, Four, better lock your door,
Five, Six, grab your crucifix,
Seven, Eight, gonna stay up late,
Nine, Ten never sleep again...

-Freddy Krueger's "Nightmare on Elm Street" tune

Reason: