From theory to practice - page 870
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On bullish candlesticks, it beats out bearish stops. (On bearish candlesticks it is the other way round.) People tried to sell hard, but they had to buy. Yes, the market is all upside down, but once you understand it, you can adjust to it and dance this bizarre dance together with it.
That's because most people try to chase the price. With all the consequences described above.
There are all kinds of jars. What if it's from a cord blood bank?)
Okay, if it's even blood...
Hello Good people!
Please help me to write a script for MT4 to generate a TXT file with the following data:
Date (dd. mm. yyyy)
Day of the week
Time bar open
closing time
bar
Price Closing Bar
opening price
bar
Maximum Price per day(MODE_HIGH)
Minimum Price during the day (MODE_LOW)
Spread in pips(MODE_SPREAD)
Freezing level of orders in pips (MODE_FREEZELEVEL)
Minimum allowable Stop Loss/Stake Profit level in pips (MODE_STOPLEVEL)
for the period from 1990 to today. 4 hour time frame
If you can email me at bahtbank@mail.ru
Or write in forum
at least give me a price.
or better yet, write here: https://www.mql5.com/ru/job
To the Great Physicists on the correct application of the formulas of the Great Physicists with a big 'C' to FX:
I'll tell you one thing - the most sensible thing that helped me was the mechanism of the ultra-sensitive trawl + order system + recognition of a liquid area. all three of these components will give :
1) ultra-sensitive trawling - close maximum profits as safely and quickly as possible
2) The order system - do not lose using strict laws of probability theory, which even a schoolboy understands
3) Recognizing a liquid area - the time when the market is dominated by sharp spikes, without which you are sure to earn nothing good, and more likely to lose.
4) The most important thing - experience, a great comprehensive experience with bitter tears, false joys and so on. Without it you just don't understand what would work and what wouldn't and would finally get bogged down in theories, suppositions, etc. I believe that such experience can only be gained by writing a whole armada of EAs and testing them over a very long period of time.
That's all...
However, a practical description of the implementation will probably take 50-80 pages...
so...Alexander_K is gone somewhere...
are there no people here who can do this titanic task?
Basically, all the councillors here
1. either showing an "ideal profit curve" at the cost of infinite risks
2. or, by reducing and fixing the losses (part of the losses), they show a positive result in a certain area, but inevitably fail in reality, as the areas where the robot is tested, affect the parameters of the Expert Advisor for this particular area.
You essentially have :
(Profit) / (Loss) and that's it.
1. PROFIT -> const => LOSS -> infinity; or LOSS / PROFIT >= 2
The higher the ratio, the lower the value of the profit, the more often you will chop the dough, though in the end all can still most likely drop out.
2. PROFIT -> infinity => LOSS -> either to infinity or to a ratio LOSS / PROFIT < 1 (or better 0.5) then the first option, all depends on time, and the second depends on the emissions
3. with Losses -> const you will always lose money sooner or later anyway. The frequency of profits ifLOSS / PROFIT >= 2 will be higher but sooner or later the losses will close your profits and deposit.
I only one thing I do not understand, why spend so much time trying to disprove simple truths and again stumble upon them and again look for something as an excuse?
It's interesting, of course, but why?)
Why am I writing this here?
- To summarise everything in this thread at all.
- no matter how complex your system may be, it all comes down to one thing - (profits / losses) + the value of the spread, depending on the type of trading strategy.
- If your annual profit is more than 90-100%, the load of commissions on your deposit is growing so (exponentially) that the market won't be able to cover them. So you should not even start trading if the spread is higher than 15 pips on a five-digit spread and the estimated profit is higher than 90-100% per year.
- If you take a close and sober look at your robot or strategy you will see a simple truth - (profit/loss) + (going up/down/in both directions) + (order/single order system)
You may add more to this I'm all for it.
It's been more than 200 pages since I wrote that no one will get anywhere here.
Does it have any effect?
What is the point of all this? - Let us accept simple truths and move from less to more, and not vice versa.
To the Great Physicists on the correct application of the formulas of the Great Physicists with a big "C" to FX:
Here's a feeling that, the authors in the second work are our people, some scribbling with drawings, and then p. "5 Fucking distribution" - woke me up. )
- If you take a close and sober look at your robot or strategy, you will see a simple truth - (profit/loss) + (trend/oppose/reverse/reverse) + (order/single order system)
Chegevara, well, do not judge the intellectual level of your maximum abilities at the moment, and consequently the profitability of TS of others
You may not make more than 90-100% profit per year, so you may not.
I have said it many times and I will keep repeating - the worse is the TS, the lower is the risk and the lower is the profit! //I agree with the fact that it is better not to overestimate the self-image of a TS, including the risk, otherwise it is a loss
Look at the real signals...
for example, for 3 weeks 470%, I don't even mind losing 100% (!!!), right? (the last trade from the balance 57k uncounted, because it ended along with the tester):
Here's a feeling that, the authors in the second work are our people, some writing with drawings, and then the p. "5 Fucking distribution" - I woke up. )
I read a lot of familiar stuff there too, I want to say "Thanks, A_K!" ;)
Chegevara, you should not judge the intellectual level of your maximal abilities at the moment, and thus the profitability of other market participants.
You don't score more than 90-100% a year, so you don't score.
I have said it more than once and I will keep repeating - the worse is the TS, the lower is the risk and the lower is the profit! //I agree with the fact that it is better not to overestimate the self-image of a TS, including the risk, otherwise it is a loss
Look at the real signals...
for example, for 3 weeks 470%, even 100% is not a pity(!!!), right? (the last trade from the balance 57k uncountable, because it ended along with the tester):
You chose endless risks is also true, but my money is not 100 quid...and even if the 1000$, I'm not risking it in real life anyway.
My profit goes up by 100-150% thanks to the system of order tracking. It's just the risks and I prefer to use banks' strategy "slowly but surely", especially as I take a loan, pay interest and have a profit. With my system I can afford it and i dont have to fear that I may lose everything.
But you're right) it's better to use a trending grid system, to implement all that in one week) three weeks ... too many changes can happen ...
Personally, I'm using some clever tricks mainly to chop profits on spikes and not to lose much at the same time.
My current intention is to attach Bayes' theorem to each cog in my trading robot to make these cogs "adapt" to the market at each specific quote based on the outcome.
I've got 1250 lines of interrelated functions that all depend on each other... I can't even change the method a bit and it's crazy to look for mistakes... I had to multiply -1 for a variable that reports losses...
so far i've got it like this... i've reduced the risks, i've added functions to limit the risks and i've got 50-70% profit per year...
It's not much considering 120-150% before... but it's safer and much more relaxed.
But it is safer and much more secure.
You're right) it's better to do it all in a week) otherwise three weeks ... too many changes can happen ...
Personally, I use some clever tricks mainly to chop up profits on my outliers without losing too much.
I am currently trying to apply Bayes theorem to every screw in my trading robot to "adjust" these screws to the market for each specific quote based on the outcome.
I've got 1250 lines of code with interrelated functions that all depend on each other... I can't even change the method a bit and it's crazy to look for mistakes. Just today I searched for five hours and found one - the variable that reports losses should have been multiplied by -1...
The problem is that something goes wrong once a year and you get a buy (sell) signal when there can't be any (according to TS's logic). Since an error can creep in, we need a separate and major entry barrier in the direction, and under it all the rest of the strategy.