[WARNING CLOSED] UmnickTrader Adaptive EA - page 26

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VictorArt:

2. I'm here mainly out of boredom and sporting interest.

Is it for the same reason, did you think that someone needs your person as a bright personality or your primitive fitting algorithm?

3. you want to understand - you have to use your brain, not refer to "universal literacy".

want to play demagoguery again?

Mathemat, please ask to delete the thread for another such offensive statement.

 
paukas:
I think the fellow inventor is just being rude.


I agree by 158%. Comrade "does not hold the answer"... :-)))

A lame branch.
 
OK, I make a motion to delete the branch.
 

has commented on the codebase. As you can see it uses just a flip after a loss as a "market" function.

The whole point is in the highlighted block. 

   double resultTransaction=AccountEquity()-equityPrev; equityPrev=AccountEquity(); 
   if(isOpenPosition) // если позиция была, то добавляем её результат в массив
   {
      isOpenPosition=false;
      if(resultTransaction>0 )  // если последняя сделка прибыльная
      {
         arrayProfit[currentIndex]=maxProfit-spred*3; //  задали значение будущего тейкпрофита
                                                      // в зависимости от ВОЗМОЖНОГО  достигнутого профита 
         arrayLoss[currentIndex]=StopBase+spred*7; // задали начальное значение размера стопа
      }
      else  // последняя сделка убыточная
      {
         arrayProfit[currentIndex]=StopBase-spred*3; //  задали значение требуемого тейкпрофита
         arrayLoss[currentIndex]=drawDown+spred*7; // задали значение будущего стопа
                                                   // в зависимости от ВОЗМОЖНОГО  убытка по истории
         currentBuySell=-currentBuySell; // изменяем направление сделок
      }
      if(currentIndex+1<8) currentIndex=currentIndex+1; else currentIndex=0; // увеличили счетчик сделок
   }
   // вычисляем лимиты и стопы
   sumProfit=0.; sumLoss=0.;
   for(i=0; i<8; i++)
   {
      sumProfit=sumProfit+arrayProfit[i]; // суммируем профиты
      sumLoss=sumLoss+arrayLoss[i]; // суммируем убытки
   }
   if(sumProfit>StopBase/2) limit=sumProfit/8; // ограничиваем размер профита, если суммарный больше 
   if(sumLoss>StopBase/2) stop=sumLoss/8; // ограничиваем размер стопа, если суммарный больше

   // открываем новую позицию
   if(currentBuySell == 1 ) action = "Buy"; else action = "Sell";
   ActionPosition(action, currentIdOrder, absAmount, limit, stop );

In other words, in this case, we will open orders as far as possible in one direction, constantly changing the size of TP/SL (we always increase TP), depending on MaxProfit / DrawDown parameters, until we catch a loss (at a loss, we increase SL).

The two MaxProfit / DrawDown parameters are calculated(adapted) to the market from the moment the last order is opened until it is closed, so that the stops of the order are set to the maximum of the possible previous profit and loss.
In the function: 

void CalcDrawDown( string idSignal )

At the same time, move the SL by 7 spreads and set the TP by 3 spreads (like for sure)


Geez. What is there to discuss here?

My understanding is that all the manifold works (multiplications) are different chain variations. When to flip etc.

You can fit anything to the market that way.

 
sergeev:

has commented on the codebase. As you can see it uses just a flip after a loss as a "market" function.

The whole point is in the highlighted block.

In other words, in this case we will open orders all the way in one direction, constantly reducing the TP size and increasing the SL size, until we catch a loss.


Victor, what is the adaptivity here?
 
LeoV:

Victor, what's the point of adaptability?
I've updated my post, I've written more in detail
 
sergeev: I've updated my post to include more details

OK, then does fitting SL and TA count as adaptability?
 
LeoV:

OK, then does fitting SL and TA count as adaptability?
It turns out that it does. The new order will open with more "correct" stops.
 
Mathemat:

Victor, you yourself wrote that the essence of OTT is to synchronise the "own function" with the "market function".

What is a market function?

A market function is a sequence of prices, i.e. a price chart.

Leonid asked about some kind of "market formula", i.e. he seems to be referring to some kind of mathematical formula that is used to calculate something for some reason. Anyway, there is no "market formula" - I don't use that term.

 
Mathemat:

Victor, you yourself wrote that the essence of OTT is to synchronise the "own function" with the "market function".

What is the market function?

And, by the way, in what variable or function is your "own function" written?


I've already answered above. The proprietary function used in the adaptive EA is the most primitive - it's written as an algorithm (there were two code variants), not in a variable or array or whatever.

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