Twisting and turning, iMA's trying to cheat - page 3

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Vladimir Karputov:
But there is no such thing. The price is the same. So, it will be either this numerical series: (1,2,3,4,5) or this series: (5,4,3,2,1).
The direction of price movement was different, but the average shows the same thing (and even regression won't help)
 
Alexander Antoshkin:
This can be understood as mt5-sect, whereRenatmade), to engage in an artificial popularization of the MT5 localpoltergeist?

heh)) bourgeois also on the forums are indignant about mt4, they say that history repeats itself - first mt3, now mt4, what's next? mt5? and then - they say that the russians cannot be trusted. they do not know what they want


 
Vladimir Karputov:

These are the settings (remember, only two parameters were selected - "Signal_PriceLevel" and "Signal_MA_PeriodMA"):


and the results on EURUSD M5, period 2016.06.08 to 2016.11.18, initial deposit 1000:

and report:

What is interesting: with these parameters, pending orders are placed at a distance of "Signal_PriceLevel" from the current price, these orders live "Signal_Expiration" bars by signals from the iMA indicator. And when the price has strongly moved, these pending orders are triggered, i.e. this is an Expert Advisor for trading on strong movements:

Here is the same Expert Advisor with the same settings based on the standard SignalMA.mqh module (\MQL5\Include\Expert\Signal\SignalMA.mqh) but with trailing stop by the iSAR indicator...

These are the settings:

SignalMA_iSAR_trailing

And results on EURUSD M5, period 2016.06.08 to 2016.11.18, initial deposit 1000:

SignalMA_iSAR_trailing tester

and report:

SignalMA_iSAR_trailing report

 
Vladimir Karputov:

And now this same Expert Advisor with the same settings based on the standard SignalMA.mqh module (\MQL5\Include\Expert\Signal\SignalMA.mqh), but with trailing on the iSAR indicator.

These are the settings:

And results on EURUSD M5, period 2016.06.08 to 2016.11.18, initial deposit 1000:


and report:


can brexit be excluded from the tests? because it makes the lion's share of profits and then the owl runs at 0. or is it included for the stress test?
 
ivanivan_11:
Can we exclude Brexit from the tests?

It's certainly possible to exclude, but I won't do that. I have already said it before:

What is interesting: using signals from the iMA indicator , pending orders are placed at a distance of "Signal_PriceLevel" from the current price; these orders live "Signal_Expiration" bars. And, when some strong price movement occurs, these pending orders trigger: this is how an EA is designed to trade on strong movements:

It means that with these parameters and based on the standard module of signals, we obtain a news EA.

I will continue creating other modules on the basis of iMA. As an option:

Signal module variant

only one condition is tested: the value of the iMA indicator is lower or higher than the current price.

 
Alexander Antoshkin:
This can be understood as an mt5 sect whereProprietor Renat-forced),engaged in the artificial popularisation of MT5 localpoltergeist?
What does MT4/5 have to do with it? It's just a terminal. You may or may not be involved in TA. It's purely a question of faith.)
 

I have an idea: whether netting or hedging, there is always one position in the Expert Advisor based on "CExpert". In this case, if there is already an open position and the next signal comes in the same direction - the signal will be ignored.

And if we make it possible to increase the position?

 

Another idea: create two modules at once with a custom indicator signal

  • one module will give out BUY signals only
  • the second will give out only SELL signals

 
Vladimir Karputov:

Another idea: create two modules at once with a custom indicator signal

  • one module will give out BUY signals only
  • the second will give out only SELL signals

that makes sense ! two policies need two logics . the first was a good counter-trend stimulus , the second will search for a counter-trend entry , and everything will be ok !
 
Vladimir Karputov:

Another idea: create two modules at once with a custom indicator signal

  • one module will give out BUY signals only
  • the second will give out only SELL signals

Actually, a lot of people do it that way. The idea has a big beard.
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