Creating a trading robot - page 7

 
Roffild:
And let's predict the bitcoin exchange rate using AI based on couchas layer neural networks. Why use outdated tools? We are all professionals here...

A professional can do it on any instrument and will analyse the chart just by looking... )))

 
Anatolii Zainchkovskii:

Noted, the volatility of a single pair is much higher than the volatility of a portfolio of even 3 currency pairs. I would like to add here the answer concerning 28 pairs, many people say that major is enough. So, sometimes the majors are not trending but the crosses are trending, so why should we slow down in the majors when we are obviously interested only in the trend ones?

How to analyze 28 pairs?

1. at a time?

2. Each pair separately?

 
Uladzimir Izerski:

Which way to analyse the 28 pairs?

1. at one time?

2. Each pair separately?

I think it is possible to check the trend once a day, if you take into consideration that it has been lasting for a week or more, if it is a short trend, then you need to do it more often.

 

Here is a picture for example of a portfolio on the model trend over a period of 120 hour bars, the pink line is the model line, the red trend line. Basically, when the trend line is broken we can open a trade to sell the portfolio. But for a robot, only 120 bars remain visible, i.e. the part that is built. How can a robot analyze the whole chart with at least three more periods of history, so that it would be possible to receive an adequate estimate of where and when to trade by analyzing the whole chart? ....

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Anatolii Zainchkovskii:

Here is a picture for example of a portfolio on the model trend over a period of 120 hour bars, the pink line is the model line, the red trend line. Basically, when the trend line is broken we can open a trade to sell the portfolio. But for a robot, only 120 bars remain visible, i.e. the part that is built. How can a robot analyze the whole chart with the history of at least three more such periods, so that it could analyze the whole chart and receive an adequate estimate of where and when to trade? ....

The program can see and analyse the entire chart. This is ZZ and the structure of waves on it.

You can sequentially run through the pairs and sketch the necessary ones in the portfolio. It is tempting. It's good.

 
Uladzimir Izerski:

The programme can see and analyse the entire chart. This is the ZZ and the wave structure on it.

You can run through the pairs sequentially and sketch the right ones into the portfolio. Tempting. Ok.

But how to attach this ZZ to the portfolio?

 
Anatolii Zainchkovskii:

But how can this ZZ be attached to a portfolio?

No, it won't work with the portfolio. We run through each pair separately and write the result in the file.

Here, I will show you how to analyse each individual pair.

This is a kind of zigzag, the program recognizes the wave structure and displays the result.

In this case Pattern no. 4939. The sequence of characteristics of the last 4 waves is digitized.

This means that the trend is upwards. The last number 9 indicates that wave N1-V1 is impulsive and is not yet complete.

Wave V1-N0 is a pullback.

The wave is essentially a channel. The blue channel is built according to the golden section principle.

I adapt the lower indicator to analyze the completion of the waves. Raw at all)).

A_EUR4.png

 

We need to put the logic into the Expert Advisor class.

In this case, from one EA, let's call it "Master", you can create several EAs on different symbols. And it is convenient to make changes.

 
Uladzimir Izerski:

No to the portfolio will not work. We run through each pair separately and write the result to a file.

Here, I will clearly show you how an individual pair is analysed.

It is a kind of zigzag, the program recognizes the wave structure and outputs the result.

In this case Pattern no. 4939. Digitized sequence of characteristics of the last 4 waves.

This means that the trend is up. The last number 9 indicates that the wave N1-V1 impulsive and not yet completed.

Wave V1-N0 is a rollback.

The wave is essentially a channel. The blue channel is built along the lines of golden section.

I am adapting the lower indicator to analyse the completion of the waves. Raw at all)).

I saw a pullback and I agree, but a question, what is the basis for the assumption that N1-V1 is not yet completed? And about the channel, I understand that it takes 61 levels from V2-N1 ?

 
Vladimir Karputov:

We need to put the logic into the Expert Advisor class.

In this case, from one EA, let's call it "Master", you can create several EAs on different symbols. And it is convenient to make changes.

It would be convenient if only we didn't have to analyze the entire portfolio. I.e., according to your method it is possible to create a multi-currency EA but with analysis of each asset separately, while I suggest analyzing the portfolio and unfortunately the image changes. Those waves that were separate for the assets may disappear in the portfolio.

But on the other side, analyzing the assets according to the picture byUladzimir Izerski, you can build the portfolio differently than I suggested. That is, in my case there were simply 120 bars for each asset, and in the analysis ofUladzimir Izerski there can be a different period for each asset, and we can build a portfolio out of the assets found in this way.

Reason: