[Archive] Learn how to make money villagers! - page 236

 

TEXX:



elmucon:


This is a reworked Ilan. Wait three or four days for a solid no-trend, and then you will be done ......

I don't get it, if the martingale system is losing, why are you using it?

Or maybe it's the settings that make you lose :)))


I have abandoned the martingale system - call it or call it off - the end is inevitable - the only salvation is a large deposit, and because the martingale makes the first bet with a small lot, the profit grows very slowly.

That's what I don't like about these settings - big deposit and small profit... I have a few similar developments and they all have the same disease...

Put your EA on the test, say, since 2008 - show the state - I'm 99% sure your EA will fail. And where's the guarantee that this kind of situation (when the EA plummets) won't happen again in the future ...

I've got your EA in the tester since 2011, 01.01.01, not even getting to February (?) - but okay, put it on optimization and, oh my god, the EA makes money on history. But keep in mind that he is optimized on history, that is why he earns.

Martingale has such a notion as "Traversal Pattern" - just he fits the history. We change the settings and "pattern of passing" changes, mainly not for the better.

Where before it used to close, it is now at a drawdown and vice versa - where it should wait, it opens a deal increasing the lot and the drawdown...

But never mind, let's omit this fact. If your Expert Advisor is being tested for a couple of years, where's the guarantee that you'll need exactly these parameters in the future? I don't think anyone will give you such guarantees.

And consequently - your settings are in the past (!). How you can use the past to predict the future, the question itself is illogical. And you just need it because with each new knee your chances of winning diminish and losing increase.

That's why I'm for playing one lot with stops - better to give some than lose it all...

I prefer a riskier strategy that can either drain your (small) deposit or make it several times bigger in the shortest possible time...

Like in casino - what you bet is ready to lose, or hit the jackpot ....

So that's how it is....

P.S. If you'd be interested - write me in a personal message and I'll give you my version of "torn to pieces" Ilan ...

and one more thing - do you know what principle your Expert Advisor opens deals? I won't wait for an answer from you and will answer it myself.

PrevCl = iClose(Symbol(), 0, 2);
CurrCl = iClose(Symbol(), 0, 1);
if(PrevCl>CurrCl) {продаём}
if(PrevCl<CurrCl) {покупаем}

But in the original it looks like this

l_iclose_68 = iClose(Symbol(), 0, 2);
l_iclose_76 = iClose(Symbol(), 0, 1); 
if (l_iclose_68 > l_iclose_76){продаём}
if (l_iclose_68 < l_iclose_76){покупаем}


i.e. we are talking about TWO (!!!) LAST BARs formed - if you think you can predict the trade direction based on two bars - you are a genius!

(Don't take this as an insult)!

And finally I think it's necessary to mention that your code has a lot of "rubbish" - totally unused functions - it's strange to see that, considering how many EA authors have worked on it,

And the number of errors your Expert Advisor makes in the log is a separate topic of conversation .....

By the way, such an attempt to break the yolan was made and is called ShockBar v.1.1 (and this name exactly reflects its essence), but its developers, like your team, did not bother to clean up the code from excess rubbish and get rid of errors

It is quite possible that it was you ShockBar v.1.1 and remade, it looks very similar code and errors in the log - just like a copy (pravdv names of some variables have changed, but the essence does not change)

error log

05:35:19 DoubleMinus_1: loaded successfully
05:35:34 DoubleMinus_1 inputs: LotExponent=1.1; slip=3; Lots=0.01; lotdecimal=2; TakeProfit=10; Pipstep=2; PipStepExponent=1.3; StartStepExp=1; RsiMinimum=30; RsiMaximum=70; MagicNumber1=1111; MagicNumber2=2222; MaxTrades=100000;
05:35:34 2011.02.01 00:00 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:00 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 1 2222
05:35:46 2011.02.01 00:00 DoubleMinus_1 EURUSD,M5: open #1 sell 0.01 EURUSD at 1.3691 ok
05:35:46 2011.02.01 00:00 DoubleMinus_1 EURUSD,M5: modify #1 sell 0.01 EURUSD at 1.3691 sl: 0.0000 tp: 1.3681 ok
05:35:46 2011.02.01 00:05 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:05 DoubleMinus_1 EURUSD,M5: invalid price 1.36955000 for OrderSend function
05:35:46 2011.02.01 00:05 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:05 DoubleMinus_1 EURUSD,M5: Error: 0
05:35:46 2011.02.01 00:10 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:10 DoubleMinus_1 EURUSD,M5: NumOfTrades=1 1 2222
05:35:46 2011.02.01 00:10 DoubleMinus_1 EURUSD,M5: invalid price 1.36932000 for OrderSend function
05:35:46 2011.02.01 00:10 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:10 DoubleMinus_1 EURUSD,M5: Error: 0
05:35:46 2011.02.01 00:15 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:15 DoubleMinus_1 EURUSD,M5: NumOfTrades=1 1 2222
05:35:46 2011.02.01 00:20 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:20 DoubleMinus_1 EURUSD,M5: invalid price 1.36953000 for OrderSend function
05:35:46 2011.02.01 00:20 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:20 DoubleMinus_1 EURUSD,M5: Error: 0
05:35:46 2011.02.01 00:25 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:25 DoubleMinus_1 EURUSD,M5: NumOfTrades=1 1 2222
05:35:46 2011.02.01 00:30 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:30 DoubleMinus_1 EURUSD,M5: invalid price 1.36962000 for OrderSend function
05:35:46 2011.02.01 00:30 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:30 DoubleMinus_1 EURUSD,M5: Error: 0
05:35:46 2011.02.01 00:35 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:35 DoubleMinus_1 EURUSD,M5: invalid price 1.36972000 for OrderSend function
05:35:46 2011.02.01 00:35 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:35 DoubleMinus_1 EURUSD,M5: Error: 0
05:35:46 2011.02.01 00:40 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:40 DoubleMinus_1 EURUSD,M5: invalid price 1.36986000 for OrderSend function
05:35:46 2011.02.01 00:40 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:40 DoubleMinus_1 EURUSD,M5: Error: 0
05:35:46 2011.02.01 00:45 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:45 DoubleMinus_1 EURUSD,M5: invalid price 1.36992000 for OrderSend function
05:35:46 2011.02.01 00:45 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:45 DoubleMinus_1 EURUSD,M5: Error: 0
05:35:46 2011.02.01 00:50 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:50 DoubleMinus_1 EURUSD,M5: invalid price 1.37068000 for OrderSend function
05:35:46 2011.02.01 00:50 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:50 DoubleMinus_1 EURUSD,M5: Error: 0
05:35:46 2011.02.01 00:55 DoubleMinus_1 EURUSD,M5: NumOfTrades=0 0 1111
05:35:46 2011.02.01 00:55 DoubleMinus_1 EURUSD,M5: invalid price 1.37121000 for OrderSend function
05:35:46 2011.02.01 00:55 DoubleMinus_1 EURUSD,M5: OrderSend error 4107
05:35:46 2011.02.01 00:55 DoubleMinus_1 EURUSD,M5: Error: 0

прям из кожи вон лезет а ордер отправить не может ....

 
elmucon:


I have given up the martingale system - call it or call it off - the end is inevitable - the only salvation is a large deposit, and since the martingale makes the first bet with a small lot, the profit grows slowly.

These are the parameters I don't like - large deposit and small profit... I prefer riskier strategies that can either drain your (small) deposit or multiply it by several times within the shortest possible time...

Like in casino - what you bet is ready to lose, or hit the jackpot ....

That's how the Villagers are going to: {increase n-fold deposit ---> withdraw}, {keep initial deposit ---> withdraw}, {take initial deposit ---> withdraw},{take initial deposit ---> increase n-fold deposit ---> withdraw} and so on... Sequence of events in curly braces arrange in random order! :))))))

Same as for the casino, but I think that in Forex the risks and probability of profit are more regulated. The main thing is not to succumb to self-deception! ;)))

But the upside of casinos: faster to make or lose, and it will spend less nerves! :DD

 

elmucon:



1.... and since martingale makes the first bet with a small lot the profit grows very slowly...

2. These are the parameters I don't like - large deposit and small profit... I have several similar developments and all have the same disease...

Put your EA on the test, say, since 2008 - show the state - I'm 99% sure that your EA will lose. And where's the guarantee that similar situations (which would make your EA lose) will not happen again in the future ...

3. I've got your EA in the tester since 2011,01,01, it doesn't even get to February (?) ...

1. Prepare them (cats) competently ... :-)

2. Up to the red line - optimisation of one parameter - ATR period, the other input parameters are not used at all in the exp. As long as they are not removed.

Angle of takeoff, IMHO, normal...

Signal part is in correspondence with random number sensor, TS is constantly in market:

if (MathRand() > 16384) WmOrderSend(Symbol(), OP_BUY, Lots_New, Ask, 0, 0, "старт", MagicNumber);
          else WmOrderSend(Symbol(), OP_SELL, Lots_New, Bid, 0, 0, "старт", MagicNumber);

lot - constant - 0.1, if you make a lot starting 0.1% of DEP, the graph will be on parabola...:-)

Description - in my links penultimate post on this page branch.

Read my links material from the seventh post of this branch page of the forum.

3. That's how it should be. What a fluttery thing it was. I myself at this time - up to 28 january poured well on Lavina, and that TC was optimized during 2010... In these TS, a lot depends on the MM variant, the presence or absence of Trawl, when to include it, on what instruments to trade, not excluded filters by time, once again for different instruments - their own, defining one or another option of the width of the dynamic instrument channel, depending on its volatility, the order and ratio of lots multiplied at flips, the definition of number of flips, define the maximum number of flips - this is basic, you can also add something ...

P.S. Maximum drawdown - under 20,000 - is on the 10th rollover - 8.9 lots...

After the 11th flip - 14.4 lots - exit to profit + 2,000 from the balance from which it went into drawdown.

Files:
otchet.zip  191 kb
 

Roman.:


1. Cook them (cats) properly... :-)

2. Up to the red line - optimisation of one parameter - ATR period, the other inputs are not used at all in the exp. As long as they are not removed.

The take-off angle, IMHO, is normal...


relative drawdown of almost 70% - not - not impressive

The profitability of 1.23 is also, sorry, unimpressive

Here is "Angle of takeoff, IMHO, normal" ---->

the point of takeoff at 877 trade is the point of reaching the maximal lot after which the Expert Advisor trades with a fixed (maximal) lot


relative drawdown is as much as 17% !!!

profitability 3.59

now take a calculator and calculate how many percent of profit in your stack and mine ...

it's like this....

Your Expert Advisor is tired of waiting for profit - and you'll get nervous with drawdowns and attempts to break-even ...

I don't like martingale in any "sauce" ...

 
elmucon:

....

Now take a calculator and calculate how much of a profit percentage your state and mine ...


I'm sorry, but this isn't a state. It's a tester's bullshit.
 
elmucon:


...

I don't like martingale in any "sauce"...

In any case, you can start with 30,000 at 0.1 lot and that's it.

And you, indeed, have "... tester" - see paukas' post.

 

My newly minted expert. I made it after analysing Ilan's shortcomings. The drawdown is still a bit high, but I am still working to reduce it and there are prospects for this. Not for sale.

I have tested it without reinvestment. Minimal order lot size is 0.02, maximal one is 0.2. Arithmetic increase of lot size is used.

Strategy Tester Report
e-Bomber
Alpari-Demo (Build 409)

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2009.06.01 00:00 - 2011.12.02 23:59 (2009.06.01 - 2012.05.01)
ModelBy open prices (only for Expert Advisors with explicit bar opening control)



Bars in history927076Modelled ticks1850513Modeling qualityn/a
Chart mismatch errors0




Initial deposit1000.00



Net profit23758.29Total profit31592.18Total loss-7833.88
Profitability4.03Expectation of winning6.11

Absolute drawdown357.91Maximum drawdown3269.01 (16.56%)Relative drawdown57.92% (883.64)

Total trades3886Short positions (% win)1920 (84.17%)Long positions (% win)1966 (85.50%)

Profitable trades (% of all)3297 (84.84%)Loss trades (% of all)589 (15.16%)
Largestprofitable trade288.76losing deal-92.75
Averageprofitable deal9.58Deal loss-13.30
Maximum numbercontinuous wins (profit)34 (136.50)Continuous losses (loss)11 (-228.79)
MaximumContinuous Profit (number of wins)1115.75 (11)Continuous loss (number of losses)-309.24 (7)
Averagecontinuous winnings8Continuous loss1
 
paukas:
Sorry, but that's not a straight. It's a bullshit tester.


I agree - it's all bullshit tester, I won't argue or convince...

Forex is about learning at your own expense - so go for it ....

 
elmucon:


I agree - it's all tester bullshit here, I won't argue or convince...

Forex is about learning at your own expense - so go for it ....

It is said: seek and ye shall find.

You've got it all ahead of you.

 
Roman.:

Anyway, here you can start with 30,000 at 0.1 lot and that's it.

And you have, indeed, "... tester" - see paukas's post.


I'll answer you in the same way - I agree - all bullshit here is a tester, I will not argue and I will not convince ...

I am not going to argue or persuade you. Forex is a study at your own expense - so go ahead .....

And how can you start confidently if the EA cannot send an order? see the error log.

P.S. do not rush to charge a real account, let the demo stand on longer (just a good advice, you can ignore it) .

Reason: