I can't think this is good or bad, but I'm having bad luck with sports - MQL4 and MetaTrader 4

elmucon 2012.10.25 19:22 #1311

vladds:

i don't know why and how! I don't know why, but I wish I had an old advisor! The thing is that he keeps trading in the same direction after a successful deal! (i can't say that the tip is bad! Yesterday I tried it as a demo and it went down to -30%, then it went up to +38%!

I think that's the problem I was solving (I also didn't like it when I bet on maximal points to the wrong side) try it ...

Vladislav Soliev 2012.10.25 19:27 #1312

elmucon:

it's a different variant and algorithm - i think that's the problem i was solving (i also didn't like that he was betting the wrong way on the tips) try it ...

I can't think today! I'll try to watch it tomorrow!

I'm having bad luck with sports! so I'm not in the mood, I downloaded it, I'll have a look tomorrow!

[Deleted] 2012.10.25 19:50 #1313

Roman.:

the settings are completely different and these are the maximum results - as you can see there is a difference of seven times ...

I do not know - whether I opened the America to you but for myself I concluded that only so and now will work (separate flies, separate honey)

You make me happy, Roman. Progress is palpable. )

Although, America was discovered a long time ago... But they called short - short, and long - long.) Asymmetry in terms of directional moves has always existed.

Long and short should not only be traded with different EA settings, but even with different strategies.

The regularities of price Long term or short Open long and short

elmucon 2012.10.25 19:53 #1314

nesssesary:

You make me happy, Roman. Progress is palpable. )

Although, America was opened a long time ago... (They do not call it short for a reason and long for a reason.) Asymmetry in terms of directional moves has always existed.

Long and short should not only be traded with different settings, but even with different strategies.

I don't know why this is addressed to Roman, since it was me who wrote it, but who cares .....

Роман 2012.10.25 23:12 #1315

elmucon:

don't know why it's addressed to Roman, since it was me who wrote it - but who cares ....

:-)

By the way, you rightly wrote: "Thanks for remembering me, it does not matter if it's good or bad - it's the fact that counts - thank you very much !

Absolutely right. I support the opinion, in particular here I was remembered THAT way (mixing up nicknames and posts...) :-)

Thanks for the expa and useful scripts! Taking a closer look at it... Do you have any battle planar options for setting parameters (their values) for any instrument? (so as not to suffer for a long time - straight to the micro-real. To test and to test for other pairs)

2nesssesary: It's called a tough setup... :-)

[100 pips a day] Profit Generator EA Questions from Beginners MQL4

Роман 2012.10.25 23:37 #1316

DmitriyN:

What a country of fuel oil.

1. There is no spread accounting?
2. No step change to the previous step of the lot multiplier?
3. No accounting for previous local extrema?
4. No accounting for current local extrema?

1. How can the spread be accounted for in the MM function? (If spread is to be considered, then it must be considered in the fi nding of trading criteria)

2) And don't need to, because THIS is the function - only forward and not one step back! :-) If you need it, do it, test it and send it to the "settlers" for review.

3,4. ? This is MM f-fi, it works when one or another trading criterion is triggered - see code.

If you want, you should make some and test it, and send it to "satellites" for consideration:

"Here still lies some point, I myself twisted to its variant netting avalanche conditions for entry different variations, etc. Finally came to the conclusion that the martin does not need - on the first type, see my post above, ie, have to wait for the signal TC entry, if input is wrong, then already included a martin (different variants dominoes lot... etc. trawl.... kind of trawl etc... there's a lot more...) Martin is a martin that is ALWAYS in the market - either in baiys or sells - with the final series of flips closing on a profit... and here we should not look at TA, but at lot multiplier, definition of dynamic channel width depending on market phase, for example on ATP, from which rollover to include profit trawl, what trawl... what instrument... etc... something like this... so far I have come to this conclusion.

+ What I have come to the conclusion... One more disadvantage of TS + MM on Martin - entering the market with minimal volume or 0.1% of deposit, taking into account possible loss and several reversals, otherwise - wiping out the deposit... This is also IMHO a significant minus + has to be in "waiting mode" for a signal from the TS to enter the MARKET...

I.e., initially this TS will not be possible to trade in normal volumes, the same 5% dePa, etc.. I mean, as you say - a maximum of 5 or 6 trades at a loss in a row ... And that's okay - it's normal for normal volumes of lots and competent MM (not on a martin) in the end will take out a + and pluses in this approach MORE, IMHO.

+ martin is precisely the fact that it is constantly in the market and aims for a few turns, after which even at a larger lot will shoot to profit in any case, with the right approach ...

And so it will turn out that with TA on martin - market analysis conducted a signal to enter - but in the end the profit will be minimal, because the volume is also minimal - 0.1 lot or 0.1% of the depo, because with MM on martin - if more, then plum dEp - it is a matter of time and no preliminary removal of the cream will not help!!! IMHO."

+ browse pages left - right...

The criterion to enter the START order on the given TF:

// ---------------   СТАРТ   --------------------------------------------------------------------------      
  // Вход в рынок по индикатору ОСМА и времени
   if(OsMA_1<0 && OsMA_2>0)
      switch(Filter.Hour)  // торги по времени Да=1/Нет=0
        {
         case 0:  WmOrderSend(Symbol(), OP_BUY, Lots_New, Ask, 0, 0, "старт", MagicNumber); break; 
         case 1:  if (TimeHour(TimeCurrent()) >= Start && TimeHour(TimeCurrent()) <  End)WmOrderSend(Symbol(), OP_BUY, Lots_New, Ask, 0, 0, "старт", MagicNumber); break; 
        } 
   if(OsMA_1>0 && OsMA_2<0)   
       switch(Filter.Hour)  // торги по времени Да=1/Нет=0                    
        {
         case 0:  WmOrderSend(Symbol(), OP_SELL, Lots_New, Bid, 0, 0, "старт", MagicNumber); break;
         case 1:  if (TimeHour(TimeCurrent()) >= Start && TimeHour(TimeCurrent()) <  End)WmOrderSend(Symbol(), OP_SELL, Lots_New, Bid, 0, 0, "старт", MagicNumber); break;
        }

Criterion for averaging on increasing volumes at intersection (trend continuation) of the DYNAMIC channel width, depending on ATR indicator readings. (the range of values experimentally (by merged clients :-)) selected for different instruments, this range is different - I pointed out above with posts):

//-----------------------------------------------------расчет динамического канала----------------------------    
    if (Symbol() == "GBPJPY" || Symbol() == "EURJPY" || Symbol() == "USDJPY" || Symbol() == "CHFJPY" ||  Symbol() == "NZDJPY") // || Symbol() == "EURGBP")   StopLossPips = StopLoss;    // т.к. волатильность (по АТР) другая (выше)
         {                 
           channel = (iATR(Symbol(),PERIOD_D1,Period_ATR,1)*1000)*Mul_Sl;                 
           StopLossPips = NormalizeDouble(channel,0);                                                                                                         
         }       
    else
         {                 
           channel = 10* (iATR(Symbol(),PERIOD_D1,Period_ATR,1)*10000/3)*Mul_Sl;                 
           StopLossPips = NormalizeDouble(channel,0);                                                                                                         
         }               
          
    if (Symbol() == "XAGUSD")  // || Symbol() == "EURGBP")   StopLossPips = StopLoss;    // т.к. волатильность (по АТР) другая (выше)
         {                 
           channel = (iATR(Symbol(),PERIOD_D1,Period_ATR,1)*100)*Mul_Sl;                 
           StopLossPips = NormalizeDouble(channel,0);                                                                                                         
         }       
     if (Symbol() == "XAUUSD")  // || Symbol() == "XAUUSD" || Symbol() == "EURGBP")   StopLossPips = StopLoss;    // т.к. волатильность (по АТР) другая (выше)
         {                 
           channel = (iATR(Symbol(),PERIOD_D1,Period_ATR,1)*100)*Mul_Sl;   // Большая волатильность, поэтому умножение на 10.              
           StopLossPips = NormalizeDouble(channel,0);                                                                                                         
         }                               
    //Пересчеты пунктов для 4-хзначного ДЦ   
     if ((Digits == 2) || (Digits == 4)) StopLossPips = StopLossPips/10; 
                  
     TakeProfitPips=NormalizeDouble(StopLossPips*Mul_TP,0);  // расчет уровня тейка для всех инструментов

All takes and stops are virtual, not to show their real value to brokerage company employees. If you don't know what the real value is, don't worry - we'll show you the difference.

Is martin so bad? [Archive] Learn how to Practice testing, reflection, discussion...

Vladislav Soliev 2012.10.26 05:42 #1317

elmucon:

ask questions - I don't know what else to write :) ....

how to test it? i forgot how to test excelsior!

elmucon 2012.10.26 06:25 #1318

Roman.:

Thanks for the expa and useful scripts! Taking a closer look at it... Do you have any battle planar options for setting parameters (their values) for any instrument? (so as not to suffer for a long time - straight to the micro-real. To test and then try for other pairs)

Well, yes - in the archive there are settings that work for me now ....

and by the way - the scripts are designed specifically for this EA, because a global variable is used to remember the composite lot (the scripts use it too) ...

I'll answer the question arising along the way - what is a compound lot?

different brokerage companies have restrictions on the maximum lot - and when you need to place a lot = 35 and the brokerage company limits the max lot to 10, in this case the EA will place 4 bets: 10+10+10+5

I have not come across this in real life, but it plays a very important role during optimization ....

Note - optimizing should be done for the amount you are going to use and necessarily in the account you are going to work on - otherwise you might get false settings

(If you trade on a cent account you should not optimize it on a demo account, just optimize it on a cent account!)

Registration for the Real Errors, bugs, questions Elite indicators :)

elmucon 2012.10.26 06:27 #1319

vladds:
How do you test it? I forgot how to test the excelsior!

Why - it doesn't work as usual? I can decompile it too, but as I recall, you can't do that here...

Vladislav Soliev 2012.10.26 06:40 #1320

maybe it works, but how do you run it in the tester? i forgot! :)

learn how to earn money villagers [Episode 2] ! - page 132