Damned Martin - page 6

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Vladimir Karputov:

Crossing over:

Right?

Yes, that's right.

You should always work with fixed data, not 'floating' data. After all, candles can have long tails, and on an unclosed candle the swabs can cross several times, why should it be necessary.
 

I am about to post a new version of "1.103":

  • In the case of a crossover, we look for the losing position and open an averaging position (in the same direction as the losing one) with an increased volume.
  • How do we deal with drawdowns? Simple: we set the percentage of allowable drawdown and when the drawdown is reached we close all the positions.

Added: But be careful with "CloseAllPositions" - the algorithm is not optimized!

Without indicators v1.1 1.103

Added. Added.

Percentages (from input parameters) need to be picked up.

Added. Added. Added.

And in general one can optimize by all input parameters (except for lots) :)

 
Vladimir Karputov:

I am about to post a new version of "1.103":

  • In the case of a crossover, we look for the losing position and open an averaging position (in the same direction as the losing one) with an increased volume.
  • How do we deal with drawdowns? Simple: we set the percentage of allowable drawdown and when the drawdown is reached we close all the positions.

Added: But be careful with "CloseAllPositions" - the algorithm is not optimized!

Added. Added.

Percentages (from input parameters) need to be picked up.

Added. Added. Added.

And in general one can optimize by all input parameters (except for lots) :)

I'm surprised at three things:
1. Naturally, in the fact that there is no plum on the chart.
2. The balance curve is completely different from the usual Ilanian one, which has several views as well. (never mind).
3. mql5???))

I must have forgotten to ask for mt4))

 
Ivan Butko:

I am surprised at three things:
1. Naturally, in the fact that there is no plum on the chart.
2. The balance curve is completely different from the usual Ilan curve, which has several views as well. (never mind).
3. mql5???))

I must have forgotten to ask for mt4))

Forget the old terminal. MetaTrader 5 only.
 
Vladimir Karputov:


  • at crossing, the most losing position is found and an averaging position is opened (in the same direction as the losing position) with an increased volume
  • How do we deal with drawdowns? Simple: we set the percentage of possible drawdown, and when this drawdown is reached, we close all of the positions.


Now I do not understand you.

What do you mean by "looking for the most unprofitable position"? The averaging position is opened only when we lose. And the threshold, when an averaging position is opened, is specified either by a number or by a condition. We can specify the distance in points between open positions or specify conditions that allow opening of an averaging position. This is exactly my condition: until the Mach is crossed back. The additional condition is numerical: the minimum distance from the price to a minus position is 20 points (approximately) to avoid opening 20 trades because of flux.
So I do not understand what it means to look for the most unprofitable one and why look for it at all.

With drawdowns... well, how can I tell you, it's a monkey! When dealing with it, it is as if we are mentally preparing to drawdown beforehand, because we are a priori using the weight of the deposit to increase the probability of getting out of a deep drawdown.
On the other hand, capital preservation is always a sensible approach. We will have to think it over. But, for now, leave it as you suggested,"CloseAllPositions".
 
Vladimir Karputov:
Forget the old terminal. Only MetaTrader 5.
Ooh.... I've never even worked with it.

All right, if you say so.
 
Vladimir Karputov:
Forget the old terminal. Only MetaTrader 5.
In the log:
Core 1 tester stopped because OnInit failed

Can you tell me where I'm going wrong?

By the way, if I just dumped the data from the program to the data folder, I can't see the Expert Advisor. Only if I compile the editor, then he saw
 
In general, the market is not a roulette and martin has the right to exist. In this case, we get a lot of small losing trades, which would be profitable without martin, and sometimes even quite good profitable. However we compensate for this multitude of losing trades with one good market movement, and may be in very good profit - due to a Martin. But in this strategy martin is rather in addition to the trend one. Not any instrument or TF is suitable for it. And in large TFs, where it is most effective, the sum of these "small drawdowns" may be very large.
 
Yuriy Asaulenko:
In general, the market is not a roulette and martin has the right to exist. In this case, we get a lot of small losing trades, which would be profitable without martin, and sometimes even quite good profitable. However we compensate for this multitude of losing trades with one good market movement, and may be in very good profit - due to a Martin. But in this strategy martin is rather in addition to the trend one. Not any instrument or TF is suitable for it. And in case of large TF, where it is most effective, the sum of these "small drawdowns" may be very large.
By the way, yes. The guys from the masterforex academy (as well as their descendants in different parts of the Internet) skilfully use martingale when entering too early, when correction has not yet turned into momentum and the trend has not broken. And then, consider it a double bonus
 
Vladimir Karputov:

I'm about to post a new version of "1.103":

  • In the case of a crossover, we look for the losing position and open an averaging position (in the same direction as the losing one) with an increased volume.
  • How do we deal with drawdowns? Simple: we set the percentage of allowable drawdown and when the drawdown is reached we close all the positions.

Added: But be careful with "CloseAllPositions" - the algorithm is not optimized!

Added. Added.

Percentages (from input parameters) need to be picked up.

Added. Added. Added.

And in general it is possible to optimize by all input parameters (except for lots) :)

I downloaded it with great pleasure.

Really something very new, judging by balance and Equity.

Thank you!

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