From theory to practice - page 312

 
that's where the plums were until recently! at 100% a month. <br / translate="no">

the Bolsheviks warned about 50 pages ago that sitting on deals ends in a poker)

 
Alexander_K2:

There is, of course. If you want, you can find my signal here on the forum. But I won't brag about it yet. In two weeks it was only +8.6%.

The problem was the following.

I did not want to take chances and decreased the number of currency pairs I was trading to 4. Alas, the number of trades decreased dramatically. An average of 1 trade in 2 days. This is literally depressing and freezing me out... Losing interest... Will be deciding next weekend - either increase number of instruments again or something else. So far I'm disappointed - trading doesn't suit my personality and temperament (probably like most traders :))

I have seen the signal and I confirm, the fact that there was a minus, it's from the dinosaur history by forex standards, where everything burns down like steps from launching, and the new one, was in the plus, everything is OK, the man has not figured it out, you can not execute, have mercy)) And in terms of drawdowns, no one had any?))) Or didn't anyone have any?))

 
Novaja:

I saw the signal and confirm that there was a minus, that's from the history of dinosaurs by forex standards, where everything burns down like steps from the launch, and the new one, was in the plus, everything is ok, the man has not figured it out, you can not execute, have mercy))). And in terms of drawdowns, no one had any?))) Or no one has?)))

Thank you for your support, sweetestNovaja. But still, something's not right. There is a dramatic drop in the number of trades when going from 16 to 4 traded pairs. Trading on 4 is not the same, boring and profitable, while 16 is risky... Something to think about...

 
There is nothing to think about, we need a module common for all trading robots that reduces Sizes when opening deals at the same time. Or it may prohibit simultaneous trades. It is an elementary thing to do.
And trades will often overlap in time because many pairs are correlated, for obvious reasons. Therefore, it is wise to take pairs with minimal correlation, essentially one pair for each currency.
 
basilio:
What to think about? We needa common module for all trading robots that would reduce Sizes when opening trades at the same time. Or it should prohibit simultaneous trades. It is an elementary thing to do.
And trades will often overlap in time because many pairs are correlated, for obvious reasons. It is therefore wise to take pairs with minimal correlation, essentially one pair for each currency.

That's the way it is. I have a ban on simultaneous trades right now. And, indeed, the trades coincide in time (just checked on the model). It turns out that we should work on MM and allow concurrent trades.

 
And yes, gentlemen, double-checked again and again - if I had only worked with ticks, without regard to trading intensity, this week would have been a brutal drain. Remember this.
 
basilio:
What to think about, we need a module common for all trading robots which decreases Sizes when opening deals at the same time. Or prohibit simultaneous trades. It's a simple thing to do.
And trades will often overlap in time because many pairs are correlated, for obvious reasons. That is why it is more reasonable to take pairs with minimal correlation, in fact one pair for each currency.

If I had a good indicator "Orient" but it started calculating with minutes, in the basement of the chart there is a breakdown of currency indexes and if you follow it during the day, then above the balance line there usually were 4 currency indexes and below - the other four. The same correlation was obtained. I.e. those above zero correlated with each other, and those below zero, and consequently those on both sides of the balance line did not correlate. So, speaking of which...

 
xFFFF:

There are some variables like Symbol_1, Symbol_2 etc. I want to loop through them.

Tried the code:

But it doesn't work. s contains the text Symbol_1, Symbol_2 , and I want the value of variable with the name Symbol_1, Symbol_2 etc.

How can I convert a string to a variable with this name?

In the context of your question - no way. Replace it with a loop to search for elements of the array Symbol[i].

 
Alexander_K2:
And yes, gentlemen, double-checked again and again - if I worked only with ticks, without considering the trading intensity, this week would have been a brutal drain. Remember this.

Alexander, have you thought about how to improve the performance of your system? Let's leave out the non-entropy for now. Let's work with what we have.

@Dr. Trader has found the distribution of Erlang and Cauchy in his investigation of time intervals between ticks.

On the seconds intervals there is a logarithmic distribution and an exponential tail. You are sweeping a comb through the entire sample when reading the exponential series. Perhaps to get a better effect leave the tails as they are and exponentially run only up to a certain threshold to get an even sample in the same distribution. The bidding intensity coefficient would probably adjust slightly.

 
Novaja:

Alexander, have you thought about how to improve the performance of your system? Let's leave out the non-entropy for now. Let's work with what we have.

@Dr. Trader has found the distribution of Erlang and Cauchy in his investigation of time intervals between ticks.

On the seconds intervals there is a logarithmic distribution and an exponential tail. You are sweeping a comb through the entire sample when reading the exponential series. Perhaps to get a better effect leave the tails as they are and exponentially run only up to a certain threshold to get an even sample in the same distribution. The bidding intensity coefficient would probably adjust slightly.

Herehttps://www.mql5.com/ru/forum/86386/page836#comment_7062634 I suggested experimenting with Erlang flows. Is this the way you mean?

Машинное обучение в трейдинге: теория и практика (торговля и не только)
Машинное обучение в трейдинге: теория и практика (торговля и не только)
  • 2018.04.10
  • www.mql5.com
Добрый день всем, Знаю, что есть на форуме энтузиасты machine learning и статистики...
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