Buy stop Sell stop Grid advisor as a class - page 7

 
Vladimir Karputov:

Maybe you should read it again:


In simple terms, using the example of opening three consecutive BUYs:

1. You put a Buy stop and a Sell stop.

2. Buy stop has triggered - we set Buy stop and Sell stop again, but Sell stop has increased the lot.

3. When Buy stop has triggered they again set Buy stop and Sell stop, but Sell stop increased the lot.


I told you, did you read?

Andrey F. Zelinsky:

You obviously have no experience in grid trading.

The longer is the no-trend, the higher is the probability of its continuation.

That's why increasing your total lot size will wipe out any balance you may have.


The growth rate of the buy profit does not outweigh the growth rate of the sell loss.

In a flat trend, the loss in the sell will cover all of your balance.

 
Andrey F. Zelinsky:

I told you -- did you read it?


The growth rate of the buy profit does not outweigh the growth rate of the sell loss.

In a non-trend, a loss on the sell side will cover any of your balances.


So in a no-squeeze trend (even though in this case we are gaining Buy positions) we have no Sell positions at all.

 
Vladimir Karputov:

So in a flat trend (even if in this case we are gaining a Buy position) we have no Sell position at all.


As there isn't if you put it up.

A flat trend is a slight fluctuation, which does not disrupt the trend.

These insignificant fluctuations will constantly hit your ever-increasing sell stop.

Unlike your hopes for a pullback, a SellStop will close at a negative price.

And by that simple method, your balance will end, much to the delight of the broker and me, because my interpretation will be correct.

 

look at the top 1 signal (former, now out in 900th place).

there was a style of trading there -- buying against the trend with only a 10 point target.

and with such a paltry target -- he accumulated a lot that he wiped out millions of his subscribers' balances in a couple of months.

trends like this are guaranteed to happen once every three months.

p.s. by the way, he also opened with a sell-stop -- and he did not build up his lot -- and you are about to.

 
Andrey F. Zelinsky:

how not, if you are putting it out there.

A flat trend is a small fluctuation that does not disrupt the trend itself.

These minor fluctuations will always hit your ever-increasing sell stop.

Unlike your hopes for a pullback, a SellStop will close at a negative price.

And by that simple method, your balance will end, to the delight of the broker and me, because my interpretations will be correct.


Do you understand the difference between "opened sell" position and put a pending sell stop? With a set of positions in one direction there are simply no opposite positions.


I am more interested in the most popular phenomenon: one by one Sell stop and one Buy stop of pending orders. This is a sort of wobble. In my statistics I label such duration of a position set as "1":

Forum on trading, automated trading systems and trading strategy testing

Buy stop Sell stop Grid Expert Advisor as a class

Vladimir Karputov, 2017.09.30 19:11

When the Expert Advisor is running, data is written to an array in OnTradeTransaction. The format of recording is the following: if a Buy position was opened, we record '+1'; if a Sell position was opened, we record '-1'.

For instance:

  • Buy - we record "+1".
  • Buy - we record "+1".
  • Buy - we record "+1".
  • Sell - we record "-1".

When testing is completed, the array data is processed in OnTester and written to the csv file. The file is created ina shared folder of all client terminals \Terminal\Common\Files. The name of the file is formed as follows:

   string file_name="Direction_of_trades"+"_"+m_symbol.Name()+"_"+IntegerToString(StepGrid());

then the extension "csv" is added to the file name:

   int filehandle=FileOpen(file_name+".csv",FILE_WRITE|FILE_CSV|FILE_COMMON);

Algorithm of array processing: if current record is the same direction as previous one (it corresponds to opening several positions of one direction in a row) - then we increase counter by one, if current record is opposite to previous one (it corresponds to reversal of position direction) - then we assign counter value "1" to it.

The resulting csv file is easy to process in Excel:

step one: left click on the column with the data

left-click

step two: insert recommended chart

insert recommended chart


These are the statistics (for step "35" and step "65"):

direction_of_trades_EURUSD_35_65


As you can see (picture below "Here are the statistics (for step "35" and step "65"):") the cases with a trend duration of "1" are the majority. So, we often have approximately the same picture:

Constant chatter

And these very cases with the trend duration "1" are the most unpleasant for pending orders.

 
Vladimir Karputov:

Do you understand the difference between "opening a Sell" position and placing a pending sell stop? ...



 
Vladimir Karputov:

I'm more interested in ...

Once we have the results of the statistics - especially the drainage areas and the analysis of the reasons for the drainage - then we will come back to the discussion.
 
Andrey F. Zelinsky:
Once we have the results of the statistics - especially the drainage areas and the analysis of the reasons for the drainage - then we will come back to the discussion.

How can you give statistics if you don't have access to the project?

 
Vladimir Karputov:

How can you give statistics if you don't have access to the project?


You wrote that you were discussing here in the thread -- I will wait for the results.

And I don't need the project -- you are using SB -- I am a principled opponent of SB.

I know the behaviour of nets and all their manifestations -- I am well aware of it from rich personal practical experience.

I do not need to test your project personally.

 

yes, test on the euro from the summer of 2014 -- you can do so up to the summer of 2015.

there's a remarkable no-holds-barred trend going on in that period.

Reason: