From theory to practice - page 938

 
vladevgeniy:

Implicit conversions then yes)))) I'm used to writing double n=0.0;

or

int p = 1;

double s=1000.0;

double s1 = s/(double)p;

well, this one does. Maybe they do it in a more elegant way ))))

double s1 = NormalizeDouble(s/NormalizeDouble((double)p,2),1); - I only do this) ahah))

 
vladevgeniy:

Implicit conversions then yes)))) I'm used to writing double n=0.0;

or

int p = 1;

double s=1000.0;

double s1 = s/(double)p;

well, this one does. Maybe they can do it more elegantly, too.)

and for example division by 2 is better to replace *0.5 then you won't have to check for division by zero

With mql I'm never sure if I have it working correctly at all:D
 
The main thing is to get rid of the transformation into an int implicit)))) Here are the pens)))
 

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Martin Cheguevara, 2019.02.09 16:08


Here's a visual - the principle of a grid with mutual overlap of orders.

How do you think it will work? maybe have seen a thread somewhere with the implementation of this method. ?

I have no idea how to use it, but I have to look for bugs in my trading robot.


Implemented this method if anyone is interested,

strategy optimization results

As can be seen with the naked eye with the same testing parameters on the same tool, the risks have fallen by about half, the number of profitable trades has increased

from 80 to 90%, while the number of deals has approximately doubled.

Roughly speaking, the strategy described above has almost doubled the work of the entire system - it has become much safer.

Of course, the analysis of market movements plays a large role, but not the main one.

And the main thing this analysis should be performed on the TF below or equal to M5, because if anybody has read my posts about statistical analysis the real non-random movements are more pronounced on M5 or M1.

Above M30 there is no point in analysing anything at all, where the average movements almost completely cover and "hide" the non-random movements, because the fluctuations are much higher there.

Most traders hope that with the increase of TF the reliability itself will increase. As for currency pairs in practice - this is a completely wrong assumption.

PS: for the gifted people like #testnatsenyhopenneverquotes I have already explained that I programmatically take into account the peculiarities of testing conditions and make it so that the real trade was identical.

 
Martin Cheguevara:

Implemented this method if anyone is interested,

It's a tester...

In practice, this way in simple terms sounds like this: increasing the margin into the counter-trend, accompanied by a decrease in equity.

//martini, with all its consequences on the real
 

Where has Sasha gone? Any thoughts?

So far I can say one thing - you cannot work with increments the way you are doing now, be it ticks, minutes or whatever.

Because this approach completely kills the process memory and no entropy formulas or any other bullshit will help.

But that's my opinion!

 
Renat Akhtyamov:

It's a tester...


Actually, if you take his word for it, he's been trading in the real world for a few years now.

 
Renat Akhtyamov:

It's a tester...

In practice, this path in simple terms sounds like this: increasing the margin into the counter-trend, accompanied by a decrease in equity.

//martini, with all the consequences exactly on the real.
Well...if you read the above...I've written about it before...why I take the test at almost face value.
 
Renat Akhtyamov:

It's a tester...

In practice this way in simple terms sounds like this: increase in margin in counter-trends accompanied by a decrease in equity.

//In other words, I have not yet encountered a real account with all the consequences.
To be honest I haven't seen a stop and profit strategy that is profitable. A consistent plus. So why bother with martin, if it's smart?)
Even with me the system gives 70-80% of the time +- correct price direction. And it still doesn't help without averaging or Martin. And that's why I implemented in my strategy partial closing of orders that are heavy in terms of lots. To partially close plus reduce load, increase margin.

The methods are simple (visually) and effective as an axe, that's why they work.


If there is at least one person who knows how to use one order with stop and profit to make a relatively consistent profit in the correct opening direction, please contact us and I will be very happy to learn from you.

 
Martin Cheguevara:

If there is even one person who knows how to make a constant profit with one order with stop and profit in the right opening direction...

In futures, I mostly play with just one position, no fills or losses, and also no stops or TPs. I wonder how I know in advance where to close a position, at 10 points or 110.

The same goes for exiting a position. We do not need to wait for some SL when it is already clear that the price goes in the wrong direction and is not going to stop.

Imho, you can decide something in the market only by the current situation. When dealing with bees, you can't say anything in advance. (с)

Reason: