From theory to practice - page 433

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Fletch s hour.....

The states are celebrating

 
Renat Akhtyamov:

Flicky now.....

States celebrate


Yes I know, if anything. I've turned it off for now, I need to fine tune the entry conditions.



EURUSD

2018 July 4, 19:10
Closed Transactions:
TicketOpen TimeTypeSizeItem PriceS / LT / PClose Time PriceCommissionTaxesSwapProfit
1968810022018.07.04 13:18:29balanceDeposit1 000.00
1968822672018.07.04 13:33:48sell0.10eurusd.e1.163861.164850.000002018.07.04 13:48:061.16374-0.470.000.001.20
1968839982018.07.04 13:59:17sell0.10eurusd.e1.164251.165230.000002018.07.04 14:05:271.16385-0.470.000.004.00
1968853152018.07.04 14:13:00buy0.10eurusd.e1.163701.162700.000002018.07.04 14:24:581.16382-0.470.000.001.20
1968863322018.07.04 14:27:19buy0.10eurusd.e1.163771.162770.000002018.07.04 14:30:451.16389-0.470.000.001.20
1968891962018.07.04 15:06:04buy0.10eurusd.e1.163711.162710.000002018.07.04 15:06:241.16390-0.470.000.001.90
1968902562018.07.04 15:20:00sell0.10eurusd.e1.164211.165280.000002018.07.04 15:59:401.16419-0.470.000.000.20
1968955172018.07.04 16:40:34buy0.10eurusd.e1.163761.162750.000002018.07.04 16:44:161.16400-0.470.000.002.40
1968963662018.07.04 16:56:43sell0.10eurusd.e1.164761.165760.000002018.07.04 17:33:021.16462-0.470.000.001.40
1969006892018.07.04 17:57:56buy0.10eurusd.e1.164331.163280.000002018.07.04 17:59:101.16451-0.470.000.001.80
1969015552018.07.04 18:04:58buy0.10eurusd.e1.164141.163120.000002018.07.04 18:30:011.16423-0.470.000.000.90
-4.70 0.00 0.00 16.20
Closed P/L: 11.50
Open Trades:
TicketOpen TimeTypeSizeItem PriceS / LT / P PriceCommissionTaxesSwapProfit
No transactions
0.00 0.00 0.00 0.00
Floating P/L: 0.00
Working Orders:
TicketOpen TimeTypeSizeItem PriceS / LT / PMarket Price
No transactions
Summary:
Deposit/Withdrawal: 1 000.00 Credit Facility: 0.00
Closed Trade P/L: 11.50 Floating P/L: 0.00 Margin: 0.00
Balance: 1 011.50 Equity: 1 011.50 Free Margin: 1 011.50
Details:

Gross Profit: 11.77 Gross Loss: 0.27 Total Net Profit: 11.50
Profit Factor: 43.59 Expected Payoff: 1.15
Absolute Drawdown: 0.00 Maximal Drawdown: 0.27 (0.03%) Relative Drawdown: 0.03% (0.27)
Total Trades: 10 Short Positions (won %): 4 (75.00%) Long Positions (won %): 6 (100.00%)
Profit Trades (% of total): 9 (90.00%) Loss trades (% of total): 1 (10.00%)
Largest profit trade: 3.53 loss trade: -0.27
Average profit trade: 1.31 loss trade: -0.27
Maximum consecutive wins ($): 5 (7.15) consecutive losses ($): 1 (-0.27)
Maximal consecutive profit (count): 7.15 (5) consecutive loss (count): -0.27 (1)
Average consecutive wins: 5 consecutive losses: 1



 


The last candle is on the left, in position zero. i.e. time movement from right to left. Due to stupid restrictions in the online service I cannot make the history longer. Also, I don't know how to synchronise the charts. I also wanted to add a price chart.

 

Just looked at a recent story, there was a good signal last night. I wonder what's going on with Alexander. I wish he would have written something.

Let me explain, the buy signal at the opening of the next candle.



Judging by those indicators at the moment, the deal would have been so.



And it would be good to wait, if some positive news for the pair appeared later, and then we may close the deal.



 
Evgeniy Chumakov:

Just looked at a recent story, there was a good signal last night. I wonder what's going on with Alexander, I wish he'd write something.


As always, I do more research than trade :)) The trades' report will be available in a month, as promised.

I'm reading everything, Eugene, don't worry. You're not alone in the unrestrained pursuit of the Grail.

The basic theme, which I'm investigating now, is the method of ticks receiving in the sliding time window.

I've used exponent and logarithm and Erlang, but the best results are shown by uniform reading. How so? It amazes me and throws me off balance. I'm the father of all simple flows in Forex, and yet the lousy even reading is better. I don't get it.

Well, whatever.

 

Here's how I do it.

I take 3 FIFO buffers of size 7200 and write quotes into them:

1. uniformly every 2 seconds.

2. exponentially with p=0.5 and q=0.5 (on average, after 2 seconds)

3. logarithmic with р=0.7 (on average in 2 sec.).

I.e. I'm typing in 4 hours' worth of data.

So the REAL tick quotes in this sliding data set are ALWAYS greater when read evenly. The rest are non-existent pseudo-quotes.

 
khorosh:

Already cheaper than Prival. He has a free webinar tomorrow.Almost every day in the market. Standard position on the RTS futures is 120 lots (1.5-2.5 million rubles), 2-3 transactions a day. Not bad!

I have this course. I can't bring myself to watch it for two weeks now. I'm lazy.
 
Evgeniy Chumakov:


I know, if anything. I've turned it off for now, I need to refine the entry conditions.

Well, why turn it off? All works well on a flat on a wave, now all that's left is to cut off the trend...
 
Alexander_K2:

I am, as always, more researching than trading :)) The trades report will be in a month, as promised.

I read everything, Eugene, don't worry. You're not alone in the unrestrained race to the Grail.

The basic theme, which I'm investigating now, is the method of ticks receiving in the sliding time window.

I've used exponent and logarithm and Erlang, but the best results are shown by uniform reading. How so? It amazes me and throws me off balance. I'm the father of all simple flows in Forex, and yet the lousy even reading is better. I don't get it.

Well, whatever.

It's just that a uniform one has a smaller lag.
 
Andrei:
Well, why turn it off? Everything is working fine on the flat, all that's left is to cut off the trend...


I didn't use the flapper.

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