Adviser Ivan - the best of ilan - page 6

[Vladimir Karputov]

-Aleks-:

Also, before opening a fill-in, it should be checked to ensure that the fill-in will not result in a loss when the overall position is closed at stop loss.

Similar thoughts(#41) - see comment about Stop Loss. But I haven't made up my mind yet.

[Vladimir Karputov]

Version 1.002 can be optimised in "OHLC" mode - and the result you like can already be run in a single pass in either "All ticks" or"Every tick based on real ticks" mode.

[Aleksey Vyazmikin]

Vladimir Karputov:
Similar thoughts were(#41) - see comment about Stop Loss. But haven't decided exactly yet.

Didn't read that thought there, that's why I wrote.

Vladimir Karputov:
I can optimize version 1.002 in "OHLC" mode - and the result you like may be run in a single pass in "All ticks" mode or in"Every tick based on real ticks".

CCI, as far as I know, is interesting when trading on the current bar - people usually catch signals there...

[Vladimir Karputov]

-Aleks-:

Didn't read that thought there, that's why I wrote.

CCI, as far as I know, is interesting when trading on the current bar - people usually catch signals there...

But you should try it in the tester. To avoid going too far, take the same pair USDJPY H4, from 2016.01.01 to today. I give for- 10% risk, stop loss 350.

[Vladimir Karputov]

-Aleks-:

...

CCI, as far as I know, is interesting when trading on the current bar - people usually catch signals there...

And this parameter will appear later - which bar to choose - zero or the first one.

[Vladimir Karputov]

-Aleks-:

Also, before opening a fill, I need to check if the fill will cause a loss when closing the overall position at stop loss.

I will do it like this for now:Ivan version "1.003":

• Logic for setting Stop Loss level:
• there is a minimum indentation - 50 old-style pips.
• Stopp Loss takes the value of iMA(36) MODE_SMMA on a zero bar (the averaging period is written in the input parameters).
• if the Stop Loss level is closer to the current price than the minimum slope, the position opening will not take place
• Virtual Stop Loss has been replaced by Trailing Stop.

[Alexey Volchanskiy]

Vladimir Karputov:

I'll make it like this for now:Ivan version "1.003":

• Logic to set Stop Loss level:
• there is a minimum indentation - 50 old mode points.
• Stopp Loss takes the value of iMA(36) MODE_SMMA on zero bar (the averaging period is written in the input parameters).
• if the Stop Loss level is closer to the current price than the minimum slope, the position opening will not take place
• Virtual Stop Loss has been replaced by trailing positions.

Vladimir, I have tried this project in the optimizer and tester, no deals, what am I doing wrong? Attached are the settings and test reports.

[Vladimir Karputov]

Alexey Volchanskiy:

Vladimir, tried this project in the tester and optimizer, not a single transaction, what am I doing wrong? Attached are the settings and test reports.

The interval of CCI values should be taken from "0" to "150". Time frame must be at least M15. This is not a scalper. It is not only EURUSD that needs to be tested.

[Alexey Volchanskiy]

Vladimir Karputov:
The range of CCI values should be from "0" to "150". The timeframe is at least M15. This is not a scalper. And it is not only EURUSD that should be checked.

Ok, it would be good to attach a settings file to the zip for faster verification. Not everyone will be able to read the whole branch.

[Vladimir Karputov]

Alexey Volchanskiy:
Ok, it would be nice to include a settings file in a zip, to speed up check. Because not everyone can read the whole branch.

No, I don't think that's a good approach: there are a lot of people, everyone likes different pairs and different timeframes. I'd rather prescribe it directly in the input parameters:

Ivan version "1.004":

• entered variables
• "Minimum distance from the price to stop loss (in pips)" - the minimum distance between the price and the Stop Loss level - if this distance is less, no position will be opened
• "Trailing Step(in pips)- the step for trailing
• protection at position opening:
• for BUY - if one of the already opened BUY positions has an opening price lower than the current price - the BUY position will not be opened
• for SELL position - if one of SELL position has an opening price higher than the current price - then SELL position will not be opened