Help make the robot profitable - page 2

 
Vladimir Karputov:

No. You take the first losing piece from the tester (means/balance sheet). Remember the start and end dates. Look on the chart (which is left after the run) for that piece. See what's wrong.

Balance sheet graph

Balance

The first long losing streak

01.03.16 - 01.04.16

It's a bigger one:

Clear sideways, but ADX doesn't help to weed it out.

What options do you have for filtering the sidewall?

 
Евгений Панин:

Balance chart

The first long losing streak

It's a bigger one:

Clear sideways, but ADX does not help to sift it out.

What options do you have to filter out the sideways?


Take two bars with close and sufficiently long periods, if the distance between them is less than X, it can be considered a sideways cycle. Of course this design will lag both on entering and exiting a sidewall.

In general, sideways is a tasty time to trade in the channel.

 
Евгений Панин:

Balance chart

The first long losing streak

It's a bigger one:

Clear sideways, but ADX doesn't help to filter it out.

What sideways filter options can you suggest?

I cannot speak for the filter, but according to the screenshot it is worth taking only the first signal after crossing a fast and a slow MA. All other signals are loss-making.
 
Евгений Панин:


OK, what exactly should I post?

I make the robot in Wizard MQL5.

The main signal is Larry Williams volatility breakout, when the distance from High to Close changes sharply up or down.

The problem is sideways. I try to sift them out, they do not work.

I added filter by averages - to buy when fast is higher than slow and vice versa. It did not help.

I added an ADX filter - to buy/sell when ADX is rising - did not help.

I still get long losing series.

I am sure there is a way to fix it - I would like to know it.


Is the signal module standard or self-written?
 
Vladimir Karputov:

Is the signal module standard or self written?
The main signal is mine and the MA and ADX are standard
 
Евгений Панин:
The main signal is mine and the MA and ADX are standard

Make MA profitable?

It's an averaging device...

Make a channel out of it and try trading

 
Renat Akhtyamov:

Make MA profitable?

It's an averaging device...

Make a channel out of it and try trading

I do not really understand. Can you elaborate on that?
 
Renat Akhtyamov:

Make the MA profitable?It's an averaging tool...

MA is the best indicator. Monuments should be put up. Just don't be stupid - crossing 2 MAs, etc.

And there are different MAs).

 
Евгений Панин:
I don't really understand. Can you elaborate on that?

make three of them.

The middle one is the main one and 2 clones - one at the top and one at the bottom.

 
Renat Akhtyamov:

make three of them.

The middle one is the main one and 2 clones - one at the top and one at the bottom.


Mention that it will lag - show what happened, after the fact...
Reason: