From theory to practice - page 157

 
Alexander_K2:
The blocks are linked - they send a signal at the same time. And MQL did everything right, as it were. It's just unexpected - I didn't think such a situation is possible at all.

It also comes down to the management of surplus funds. If you had read what you are told at https://www.mql5.com/ru/forum/221552/page77#comment_6209401, you would have thought about it. Switch to a demo account. You may have $100,000 on it, and you will trade with 0.1 lot per trade. You may forget about these questions, because you have not yet solved any. In particular, it concerns the question of whether your algorithm will be profitable on average.

You have not yet stumbled upon the fact that even on one currency pair the required trade may continue, and at this moment a situation occurs, when you have to open one more trade on the same pair. You do not have to skip them all. It is an experiment so far. And first of all, we do not have enough statistics about executed trades.

And you don't have to build anything special in terms of money management, it's not the stage of work yet. The solution is a demo account and fixed lot trading.


If you have MT4 terminal you can send in parallel up to 8 trade orders to the server from 8 different Expert Advisors; if MT5, I don't know about the limits, but sending orders should be done asynchronously, using OrderSendAsinc function.

Please, let me know which 4 pairs opened at the same time.

 
Vladimir:

It also comes down to the management of surplus funds. If you had read what you are told at https://www.mql5.com/ru/forum/221552/page77#comment_6209401, you would have thought about it. Switch to a demo account. You may have $100,000 on it, and you will trade with 0.1 lot per trade. You may forget about these questions, because you have not yet solved any. In particular, it concerns the question of whether your algorithm will be profitable on average.

You have not yet come across the fact that even on one currency pair the desired trade may be in progress, and at that moment a situation will arise when you need to open another one, on the same pair. You do not have to skip them all. It is an experiment so far. And first of all, we do not have enough statistics about executed trades.

And you don't have to build anything special in terms of money management, it's not the stage of work yet. The solution is a demo account and fixed lot trading.


If you have MT4 terminal you can send in parallel up to 8 trade orders to the server from 8 different Expert Advisors; if MT5, I don't know about limitations, but order sending should be done asynchronously using OrderSendAsinc function.

Please, let me know which 4 pairs opened at the same time.


there are fewer ticks on the demo account.

 

The trend started, and it got quiet.

 
Vitali Kadel:

The trend started, and it got quiet.

Ha! You're right. After getting +10% yesterday, today on USDJPY I'm sitting in a drawdown. SanSanych and bas were right - it is the trend that is not processing well. However, the algorithm is still awesome and fully justified. I specifically did some additional research - this algorithm actually describes the movement of the centre of distribution of pair increments relative to 0. But, it's not enough - I agree.
 
Alexander_K2:
Ha! You're right. After getting +10% yesterday, I'm sitting in a drawdown today on USDJPY. SanSanych and bas were right - it is the trend that is not processing well. However, the algorithm is still awesome and fully justified. I specifically did some additional research - this algorithm actually describes the movement of the centre of distribution of pair increments relative to 0. But, it's not enough - I agree.

Set a Stop Loss and everything will be fine. Flat will start again sooner or later. The currency market, more of the time, is flat than trending.

 
Vitali Kadel:

Set a Stop Loss and all will be well. A flat will start again sooner or later. The currency market, more of the time, is flat than trending.

Yes, that's what we should do, obviously.

In the meantime, here is the solution to the Fokker-Planck equation we observe for the movement of the incremental probability density function:


 

And yes - I won't give up the above algorithm, even under torture. It just needs a little work...

 
Alexander_K2:

And yes - I won't give up the above algorithm, even under torture. It just needs a little work...

Does it look like it?


 
Sergey Chalyshev:

Does it look like it?


Yes, very similar. I mean, that's the way it should be. But there's still somewhere I haven't worked it out. I'm in a hurry, and my father-in-law is in the way, not allowing me to concentrate...
 
Sergey Chalyshev:

Does it look like it?


Have you done this yet? Genius!
Reason: