Ward 6 - page 4

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TO INCREASE THE PROBABILITY OF AN UMP IS NECESSARY:

1. USE AT LEAST THE SIMPLEST INDICATOR, FOR EXAMPLE, THREE-PERIOD STOCHASTIC - IN NORMAL HANDS IT WORKS STEADILY

2. USE AN NDICATOR 5 TIMES BIGGER THAN A SL - THE PROBABILITY OF AN NDICATOR IS HIGHER

 
Dr.Drain:
No, no. To understand that your filter is not ahead of anything, consider it on simple signals instead of price: meander, sine wave, triangular sawtooth, and the main thing: a step. That is where you will see the lag. For miracles do not happen, and you cannot predict in advance where a pullback will occur and that there will not be a pullback.


That is not what I meant.

You can't get ahead of what doesn't exist - everyone knows that.

You can only assume and hope.

 
Savl:
Is item 2 together with item 1 or can it be separately?
 
DmitriyN:
Is item 2 together with item 1 or can it be separately?
:)))

It's just that the person hasn't clarified what she's all about "TP probability" - that's where it all falls into place.))))))
 
Roman100:
Roman, you put TP=SL in your trending system. What will happen to the MO in this case?
 
DmitriyN:
Roman, you put TP=SL in your trending system. What will happen to the MO?

To be honest, I still don't understand how the MO is calculated in the tester. Do you know?

Without the SL and TP calculation block...it might go down though...

here... MO=47

 

But if - for the same year 2008 - you change tp<sl slightly - and condition - Selkie at a price lower than the long MA... and vice versa...

then the result would improve...

===

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2008.01.02 10:00 - 2008.12.31 17:55 (2008.01.01 - 2009.01.01)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersLots=0.1; BaTP=400; BaSL=500; SeTP=400; SeSL=500;

Bars in history74639Modelled ticks4156824Simulation quality90.00%
Chart mismatch errors0




Initial deposit10000000.00



Net profit13074.32Total profit149450.40Total loss-136376.08
Profitability1.10Expectation of winning6.86


Total trades1905Short positions (% win)960 (53.96%)Long positions (% win)945 (53.23%)

Profitable trades (% of all)1021 (53.60%)Loss trades (% of all)884 (46.40%)




















 
Roman100:

To be honest, I still don't understand how MO is counted in the tester. Do you know?

Without the SL and TP calculation block...it might be a waste, though...

here... MO= 47

Mo in the tester counts as everywhere else. The final profit is divided by the number of trades.
 
Roman100:

To be honest, I still don't understand how MO is counted in the tester. Do you know?

Without the SL and TP calculation unit...it might be a waste, though...

here... MO = 47


As practice shows, this number of trades shows nothing
 

Trading noise from the average). There was such a thought, came to a standstill. Max what I managed to get is the optimal smoothing/lag ratio, gives the JJMA indicator. Put it up a notch and use the indicator from the digital method generator to try and find something better.

There may be a loophole in the positive GVZ, haven't dug in that direction. Divergence on oscillators as an example of this effect.

Files:
generator.zip  3787 kb
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