Teach me how to make money. - page 20

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Eugene, here's an easier option. The data is in the attached file.

Here we clearly see the strong influence of the spread. Two charts, but one and the same TS.

It would seem that it is almost $1900, so the profit will be about.

But it is only $307.


Files:
ordt01v2.zip  8 kb
 
mt4trade:

Here I am attaching the archive with the two files. Same TS: OrdT1.csv - limit's orders, OrdT0.csv - stop's.

SL/TP seem to be not small (600), but both are "perfectly" stable - by losses! :)

Do something about it. :)

Here, opened the first file.
Plotted the "balance in pips" chart.
I look at it and think: "Here is a chart of one person who trade by the signals of his TS. What should be the spread, so that the other person, ... who traded with him a second in a second, but AGAINST, was in deficit ...?

Either I misunderstood something in the file, or this example is not suitable at all to demonstrate the difficulties with reversal...

 
mt4trade:

Eugene, here's an easier option. The data is in the attached file.

Here we can clearly see a strong influence of spread.

It would seem that it is almost $1900, it means that the profit will be about.

But it is only $307.


You're doing something very wrong, sir...

Let's see what it is.

What exactly do you do when you trade AGAINST your TS signals?

 
prikolnyjkent:  I'm looking at it and thinking: "Here is the chart of a person who, suppose, trades according to his TS signals. What should be the spread, so that the other person,... who traded with it second by second, but AGAINST it, ended up in deficit...?".

Spread everywhere is 18 pips versus 650 pips SL/TP (first data file).

Once again - you post your data, we'll compare. Maybe there is a bug in the tester (I doubt it!). :)

Theoretically suspecting that something is wrong is one thing. But to check or prove with data in hand is another.

You're doing something very wrong, my dear... Let's see what exactly. What exactly do you do when you trade AGAINST signals of your TS?

I've already written that - strict reversal. We use SL==TP==800 (second data file). Then in the first (direct) case all orders are only SELLSTOP, in the second (reverse) all orders are BUYLIMIT only.

What is wrong, and how are you doing it?

I suggest to exclude any other "statistical processing" for the sake of purity of the experiment.

 
mt4trade:

Spread everywhere is 18 pips versus 650 pips SL/TP (first data file).

Once again - you post your data, we'll compare. Maybe there is a bug in the tester (I doubt it!). :)

Theoretically suspecting that something is wrong is one thing. But to check or prove with data in hand is another.

That's what I've already written - a strict reversal. We use SL==TP==800 (second data file). Then in the first (direct) case all orders are only SELLSTOP, in the second (reverse) all orders are BUYLIMIT only.

What is wrong, and how are you doing it?

I suggest to exclude any other "statistical processing" for the sake of purity of the experiment for the time being.

If you are good at making a loss(first file) and there is a sellstop(sl=650) order, then if you replace it with a buylimit (sl=650) order, it should result in a profitable strategy! (better tell me about the strategy!)
 
YOUNGA:  if you are good at making a loss (first file) and there are sellstop(sl=650) orders, then when replaced by buylimit(sl=650) orders you should have a profitable strategy! (You'd better tell us about the strategy!)
No, let's leave the first one for later. :) For now let's consider the second one. It is simpler.
 

in archive v2 the first file - so a change of direction will help. and in the second file not to me - around zero - I wonder how to be

 
YOUNGA:  in the archive v2 the first file - so the change of direction will help. and in the second file not to me - around zero - i wonder how to be

So what will you do with the first file (strategy)? :)

How do you convert the trades?

 
mt4trade:

So what will you do with the first file (strategy)? :)

How do you convert the trades?

In the strategy(first file) replace sellstop with buylimit

 
YOUNGA:  In the strategy (first file) replace sellstop with buylimit

That's exactly what I did and got the second file in the archive! :)

Take a close look, read here.

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