Adviser to the whole world - page 84

 
sllawa3:
think about how to calculate kb and cb... it should be an integer (i.e. int) divided by 10 or 100

WELL, LET'S GO. I THINK WE'VE BEEN TOLD EVERYTHING. Let's start with the INDICATORS
I'm estimating an indicator by points (i.e. conditional lots - one to one) not taking into account spreads (it's a present yet as it's not completely ready):

BuyEurUsd SellGbpUsd Res_SGU_BEU SellEurUsd BuyGbpUsd Res_BGU_SEU_Buf RES

Res_SGU_BEU - result of SellGbpUsd + BuyEurUsd deal

Res_BGU_SEU_Buf - the result ofSellEurUsd + BuyGbpUsd deal

RES - total result

IT LOOKS LIKE A SELF-TEST OF THE STRATEGY

 

NOW DECIDE ON LOT SIZES AND TAKE INTO ACCOUNT SPREADS

 
We need statistics here :) to keep the portfolio market-neutral for at least a week... then rebalance it so that there are more frequent crossovers :)
 
Aleksander:
We need statistics here :) to make the portfolio market-neutral for at least a week... then imbalance it so there are more frequent crossovers :)


Thanks. I see. I am thinking - how to make the indicator cover a bigger period? If we force the one we have, the beauty is over. It looks like we will have to give up the indicator and use another way to shift the chart to a chart

I have a strange suspicion - we need to tie it to a statistical period, i.e:

collecting statistics for 5 years, we will need to divide those 5 years into a bunch of sub-periods

 
inserted a stochastic and instead of total =0 a slip to open in seconds
Files:
 

No, the indicator is ok :) for semi-manual trading :) - it needs to be corrected for the Coefficient reflecting the lots :) -

i.e. it should display its values in a separate window - to show bars with lots *coefficients in pips... - and there in that window already charts (bars) of two pairs...

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Probably don't need a stochastic :) put a Bollinger :) at least the dynamic channels will be visible there :)
 
Aleksander:
Probably don't need a stochastic :) put a Bollinger :) at least the dynamic channels will be visible there :)
It's inside... it's not visible... just to define counter-trends by the direction of signals from the stop... by adjusting its timeframe...
 
new-rena:


Thank you. That's understandable. I am thinking - how to make the indicator cover a bigger period? If we make the one we have, the beauty ends. It looks like we will have to give up the indicator and use another way to shift the chart to a chart

I have a strange suspicion - we need to tie it to a statistical period, i.e:

collecting statistics for 5 years, we need to divide those 5 years into a bunch of sub-periods

try the Hourly timeframe :) at least you will know the hours you should NOT trade :) - or days :)
 
Aleksander:

No, the indicator is ok :) for semi-manual trading :) - it needs to be corrected for the Coefficient reflecting the lots :) -

If you want it to output its values in a separate window - to show bars with lots *coefficients in pips... - and there in that window already charts (bars) of two pairs...

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Then the "sliding" is no longer a multi-instrument. The coefficient to bring the pair of them to approximately the same value and statistics should be taken for the stability of the system. Is it so?
Reason: