From theory to practice - page 74

 
Vladimir:

Interested in the question you raised. Actually, the fact that there is no overlap.

....

Tell me, Yuri, what kind of self-similarity were you looking for? Not the one I got?

I reread it, it's really crooked. It's like I'm trying to emphasize what I got and you didn't get. I'm sorry if that's what you thought. I didn't have that in mind, I really want to know how such an auto-model could help.

I myself only use the square root law to narrow down my search, to find out "where to look". For example, the places where the theoretical maximum possible profit is greatest (where one spread-adjusted profit comes out per trade). This often allows you to practically reduce the dimensionality of the search space.
От теории к практике
От теории к практике
  • 2017.12.12
  • www.mql5.com
Добрый вечер, уважаемые трейдеры! Решил было на какое-то время покинуть форум, и сразу как-то скучно стало:)))) А просто читать, увы - неинтересно...
 
Alexander_K2:

By the way, those calculations that Vladimir gave are very useful for finding the OPTIMAL timeframe (well, for me - sample size), at which the profit will reach the maximum value.

He gives the most awesome calculations, probably without realizing how awesome and useful they are in practice. I also worked in this direction, only in a slightly different way.


veni vidit et abierunt.

I came, I saw and I left.

 
Alexander_K2:

I need results, RESULT now, Nikolai. I'm working on it now with all my senile strength. Theory is enough. Everything is clear enough. The tales of idiotic forex will be shattered, and it's us physicists who will do it.


What are you stumped on? if you can't write an EA in mql, then order it as a freelancer. don't want to "sink the grail"?

everyone thinks that way when placing an order, but then it turns out that 99% of such EAs are not profitable.

but it takes you 3 months to study mql. if the EA does not show results - you will regret the time spent.

especially if your intentions are not serious, and you sometimes write "maybe I will leave your forex".


If you want to make an order so as not to crash the grail, change the parameters in the job, timeframe, averaging period, type of averaging, sampling periods, etc. and let the proger make them changeable in the EA (external variable).



unlikely the proger will test your EA with different parameters. they have plenty of orders and no time to test customer programs.


 
Максим Дмитриев:

But what are you stuck on? you cannot write an EA in mql? then order it from a freelancer.

everybody thinks that way when placing an order, but then it turns out that 99% of such EAs are not profitable.

If your EA doesn't produce results, you will regret the time you wasted.

The more so if your intentions are not serious, and you sometimes write "maybe I'll leave your forex".


If you want to make an order without losing the grail, change the parameters in the job, timeframe, averaging period, type of averaging, sampling periods, etc. and let the proger make them changeable in the EA (external variable).



The programmer is unlikely to test your EA with different parameters. They have a lot of orders and they have no time to test programs of their customers.



I once gave codes to a customer without even running them in a terminal to check whether they worked or not. I was so sure that it worked, and the time was short.

Sometimes I just wrote in notepad, but in ME, of course, it is more convenient, layout and everything, search for variables, debugger, profiler.

 
Alexander_K2:


How do I know how many positions are open on a specific currency pair, something like OrdersEURUSD() :)))))


you need to write this script. with knowledge of MQL it takes 1 minute.

That's why it takes you so long - you want to do everything yourself.


 
Alexander_K2:

As I said before, if you work on 1 pair it's about 1 trade a week on my algorithms. It's not enough for me and it's BORING! Not enough statistics on trades. I want to connect at least 18 pairs. But, it takes a lot of time to statistically analyse the data, to calculate the optimal sample size for a particular currency pair, etc. etc. It's not that simple, of course. A lot of heavy preparatory work.

And also, of course, not very good knowledge of MQL. For example, I cannot understand - OrdersTotal() shows the number of open positions of ALL pairs, but how to know how many positions are opened for a certain pair, something like OrdersEURUSD() :))))) Well, I am just saying.

I will do it myself, because I know that I won't have time for the New Year otherwise. I am on a tight deadline!

If you need 18 pairs, you have to write it in mql5. There's multicurrency testing there.
mql5 is more complicated than mql4.

So, it will take you six months just to test the idea.

 
Here, order from Demko, he doesn't test anything)
 
Максим Дмитриев:

If you need 18 pairs, you need to write it in mql5. There's multicurrency testing.
And mql5 is more complicated than mql4. It will take you even longer to learn it.

In short, it would take you six months just to test an idea.


But half a year is enough, you can learn MQL in a fortnight. And for those who know C, C++, C# and only a specific part of the language is needed, they can learn it in a day.

Although I agree that in order to write an EA you need experience, first of all, as a trader in order to understand all nuances.

 
Максим Дмитриев:
Here, order from Demko, he doesn't test anything)

I don't have time today, maybe by the evening if I get it, and the man needs it urgently.

 
Alexander_K2:

:))))))))))) Nikolai can manage on his own. I think he has it all figured out, he's just afraid to admit it :)))))))))))


I'm not afraid of anything, I just don't have a quiet minute to sit down and figure it all out.

Reason: