AlligatorEx. - page 5

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Yes, Yusuf is a bit of a nastradamus in this regard))). What about entering only on Fridays? I'm against it IMHO the market is unstable on Fridays=))))
 
On the other hand, if we knew exactly when the trend would end we would not be looking for such a necessary exit point. As one surgeon used to say "Better to cut off a toe than to lose a leg".
 
Dizet_02:
On the other hand, if we knew exactly when the trend would end we would not be looking for such a necessary exit point. As one surgeon said: "It is better to cut off a finger than to lose a leg".

The trend ends here - after reading this article, it is possible to formulate clear criteria for the beginning/end of the trend.
 
Roman.:

The trend ends here - by reading the article it is possible to draw up clear criteria for the start/end of a trend for yourself.
Thanks for the link. Pretty informative article.
 
Dizet_02:
Thanks for the link. Quite an informative article.

Articles cannot be informative. Articles can.
 
Vinin:

Articles cannot be informative. Articles can.
I couldn't agree with you more.
 
Dizet_02:
Thanks for the link. It's quite an informative article.


I agree... I wrote my "base" - now I use different variants of TA, including B. Williams's method of five measurements (according to the list) - I can already say (I looked the work quickly - in draft - as his system - without any revisions), that in its pure form (as B. Williams recommends) his Profitit.Williams), his ProfitUnity even inside the "older" filter according to SOT data has worse rezers according to the test results than owls according to SOT data in its pure form (without "admixtures")... :-))) Let's keep digging... :-))) If I get interesting results I will post them in the "Bill Williams and his strategies".

It is not for nothing that the author of the article wrote at the end: "...The tests carried out in this section are somewhat limited. To determine the maximum efficiency of the CFTC information you need a large-scale research, which can not be done in this article. To test the effectiveness of the CFTC reports could be the subject of another large article by itself. The main task of the section is to lay down the foundations of research, to show by simple examples that it is easy to use the CFTC data, and most importantly, it is effective. Whether you adopt this trading method or not is up to you."

IMHO, of course.

 
Success to you Roman!!! Thanks again for the planted article. Looking forward to seeing the results.
 

Here's my lisp on the subject, for the tester. And some test results:

01/01/2010-01/01/2011
EUR/USD 1H Alpari
all ticks, simulation quality 90%
0.1 lot without MM

1) flip - Profit 984$, Relative DrawDown 10.47%, Total Trades 199, expectation 4.95
2) close behind red - Profit 710$, Relative DrawDown 10.47%, Total Trades 344, expected payoff 2.07
3) 2 closes after the red line - Profit $1,119, Relative DrawDown 9.17%, Total Trades 234, expected payoff 4.78
4) rollover + shares (limit of 10 orders) by OsMA at Close[1] behind the Lime line - Profit $3403, Relative DrawDown 45.10%, Total Trades 637, expected payoff 5.34

Perhaps, it would be more correct to divide the result N4 by the maximum number of permissible orders and then you will get nothing. ((

So far, the conclusions are as follows - the larger the profit, the larger the drawdown )))). I will think tomorrow how to abuse the alligator, TP, SL, Trailing and other stuff.

Files:
e-alligator_zzz.mq4  9 kb
 
Dizet_02:
Success to you Roman!!! Thanks again for the planted article. Looking forward to seeing the results.

Thank you. Let's get busy... :-)))
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