I didn't look at it that way. I don't need to compare strategies, I have only one = "get the most out of the market" :) That's why there is a built-in tester. It allows not only to evaluate the profitability and quality of work, but also to make step-by-step debugging, picking at the guts of algorithms :) I've posted the code here to bring it together to execute the specified "strategy".
There are subsystems to determine the trend edge (by the way, once again, only it is now included in the work), the three loops, patterns, trade in the trend, the definition of sideways movement that does not give profit, but only to drain, the determiner of market activity (when the market is passive does not trade), determiner super activity (usually the beginning of the American session) when also sustained pause, the system closes on the market state, and much more ... Each algorithm requires improvement and refinement, and you have to trade to make a living and further research... such is the story. I hope you will get into it and everything will go faster... :)
I didn't look at it that way. I don't need to compare strategies - I have one = "get the most out of the market" :) That's why there is a built-in tester. It allows not only to evaluate the profitability and quality of work, but also to debug in a step-by-step mode, picking at the guts of algorithms :) I've posted the code here to bring it together to execute the specified "strategy".
There are subsystems to determine the trend edge (by the way, once again, only it is now included in the work), the three loops, patterns, trade in the trend, the definition of sideways movement that does not give profit, but only to drain, the determiner of market activity (when the market is passive does not trade), determiner super activity (usually the beginning of the American session) when also sustained pause, the system closes on the market state, and much more ... Each algorithm requires improvement and refinement, and you have to trade to make a living and further research... such is the story. I hope you will get into it and everything will go faster... :)
yes! there's still some work to be done in it, you can already approximate its performance. So the Expert is great it doesn't give out any test errors, you just need to find the tuning vein for it.
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
If you come to the end of the test, we can discuss what I did wrong.
- With the settings as they are now, he is stomping around.
yes! there's still some work to be done on it, you can already get a rough idea of how it works. So the Expert is great, it doesn't make any test errors, you just need to find the tuning vein for it.
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
If you come to the end of the test, we can discuss what I did wrong.
- I don't know what SETTINGS are wrong with it, it stalls.
I don't know what settings you're talking about? All the settings are embedded in the code. It adjusts for the market "by itself", taking into account amplitudes, volatility, noise, flat and trend movements (trends), in addition, there are several day statistics (there are 7 days set) for maximum, minimum and average of these indicators, which allows you to build on the history and not too "adapt" to a dead market or afraid of too active. How and what are you testing?
Here is the result - as I understand it, you won't be able to withdraw, but you may also make some money, but not much.
Let's go over the "parameters"
//Trade: CAPITAL ON POST in % ! (I highlighted it! as a percentage) of capital. This is a piece of capital management that hasn't been worked out yet. BUT here 0=minlot, 0.01=from capital is taken 0.01 PERCENTAGE and a LOT is calculated on this AMOUNT. The default value for capital is set to 1%. My default setting is 0=minlot, as I'm testing on a real account, not a demo.
//TESTING: TakePROFIT at 3000 which you set = exorbitant stop and take, but this is not important, because they are later set as required by the closing system.
STOPLOSS in PUNKs //TRADE: StopLOSS in PUNKs
//-------------------------- рыночная визиулизация ситуаций //=ЭТО только отображение на графике разной информации из кишочков алгоритмов.inputbool showNeedAlerts = false; //РЫНОК: Алерты РЫНОЧНЫЕinputbool ONblinkTrink = true; //РЫНОК: Вкл моргатель-бренчательinputbool SoundCandles = true; //РЫНОК: Звук бренчателя=ТИКАЕТ когда открывает позу.inputbool OnViewLabel = true; //РЫНОК: Вкл ЛЕЙБЛЫinputbool OnViewAnalyz = true; //РЫНОК: ВИДЕТЬ АНАЛИЗАТОР
======================ЭТО ВАЖНО, нужно убрать чтобы случайно не установили falseinputbool UseSignalFiltering = true; //РЫНОК: ФИЛЬТР: ВКЛЮЧИТЬ =ФОРМИРОВАТЕЛЬ СИГНАЛОВinputbool OnCloseSystem = true; //РЫНОК: ЗАКРЫТИЕ: ВКЛЮЧИТЬ =СИСТЕМА ЗАКРЫТИЯ//-------------------------- ЗАКРЫТИЕ --------------------------
= false; //ЗАКРЫТИЕ: ДАННЫЕ ВИДЕТЬ=ЭТО ТОЛЬКО ДЛЯ ОБЗОРА НА ГРАФИКЕ
= false; //ЗАКРЫТИЕ: ВЫВОД в принт =ЭТО ТОЛЬКО ДЛЯ ОБЗОРА В "ЭКСПЕРТАХ"//-------------------------- ФИЛЬТРАЦИЯ -------------------------- Это не влияет ни на что, только на вывод инфо про работу алгоритмовinputbool ViewPARAM_FLTP = true; //ФИЛЬТР: ДАННЫЕ ВИДЕТЬinputbool OnviewCHNL = true; //ФИЛЬТР: КАНАЛЫ ВИДЕТЬUSEinputbool OnviewTRNdk_FLTR = false; //ФИЛЬТР: ТРЕНДИКИ ВИДЕТЬinputbool OnviewBTR5flt = true; //ФИЛЬТР: BTR5 ВИДЕТЬinputbool OnviewBTR5_MSPD = true; //ФИЛЬТР: BTR5_MSPD ВИДЕТЬinputbool wantseeAllPrints = false; //ФИЛЬТР: ВЫВОД в принтinputbool wantseeEveryoneSignal = false; //ФИЛЬТР: ВСЕ СИГНАЛЫ ВИДЕТЬ//------------- // АДАПТАЦИЯ для всех систем //----------------- Это не влияет ни на что, только на вывод инфо про работу алгоритмовinputbool ViewPARAM_ADPT = true; //АДАПТАЦИЯ: ДАННЫЕ ВИДЕТЬ//--------------------- ИСТОРИЯ паттернов --------------------------
!!! ВАЖНО ИСТОРИЯ:
Вкл Поиск ПАТТЕРНОВ= TRUE включает режим теста по истории!!!
Для работы и внешнего тестера нужно ставить falseinputbool ONpttrHistory = true; //ИСТОРИЯ: Вкл Поиск ПАТТЕРНОВinputint ArrPttrTime = 0; //ИСТОРИЯ: Массив ПОИСКА (в часах)inputint ONpointSTOP = 0; //ИСТОРИЯ: Шаг в БАРАХ 0=ВСЯinputstring PttrCanlesTime = "2021.03.04 01:00"; //ИСТОРИЯ: ВРЕМЯ начала ОСМОТРАinputstring PttrENDTime = "2021.03.05 23:00"; //ИСТОРИЯ: ВРЕМЯ КРАЙ сессии//--------------------- АНАЛИЗАТОР СИСТЕМ ANLZ--------------------------
НА РАБОТУ НЕ ВЛИЯЕТ, ТОЛЬКО НА ВЫВОД РЕЗУЛЬТАТОВ И ПОЗВОЛЯЕТ ПРИ АНАЛИЗЕ ОБСАСЫВАТЬ КАЖДУЮ ПОЗОЧКУ
inputcolor kljhuh123 = clrBlack; //=== АНАЛИЗАТОР ===inputbool OnANALYZER = true; //АНАЛИЗАТОР: ВИДЕТЬ все сделкиinputbool OnANALYZERprint = false; //АНАЛИЗАТОР: ВЫВОД в принтinputbool comparisonVs = false; //АНАЛИЗАТОР: Вкл СРАВНЕНИЕinputbool OnViewPttrnAnalyz = false; //АНАЛИЗАТОР: Вкл ОСМОТР поз и "линий жизни"inputbool OnPRKviewing = false; //АНАЛИЗАТОР: Вкл ОСМОТР с ПРК "жизни позы"inputint NnPattern = 0; //АНАЛИЗАТОР: НОМЕР паттерна на ОСМОТР//input int TMPovajaInta = 13; //АНАЛИЗАТОР: ВСЕГО ПОЗ НА ОСМОТРinputbool OnlyBADpos = false; //АНАЛИЗАТОР: УБЫТОЧНЫЕ ПОЗЫinputbool CalcPttrTimes = false; //АНАЛИЗАТОР: Вкл ОСМОТР Свечи по ВРЕМЕНИ//--------------------------- ВКЛЮЧЕНИЕ ПАТТЕРНОВ --------------------------НА РАБОТУ НЕ ВЛИЯЕТinputbool ONViewPATTRN = true; //ПАТТЕРН: Вкл окраскуinputbool OnLYSUYpttrn = true; //1: ЛЫСЫЙ: Вклinputbool OnSTRONGpttrn = true; //2: CИЛЬНЫЙ: Вклinputbool On2HAMMpttrn = true; //3: 2й МОЛОТ: Вклinputbool On3HAMMpttrn = true; //4: 3й МОЛОТ: Вклinputbool OnHAMMERpttrn = true; //5: МОЛОТ: Вклinputbool OnACCELERpttrn = true; //6: УСКОРЕНИЕ: Вклinputbool OnABSORPTpttrn = true; //7: ПОГЛОЩЕНИЕ: Вклinputbool On2BALDSpttrn = true; //8: 2ЛЫСЫХ: Вклinputbool OnREVERSpttrn = true; //9: РЕВЕРС: Вклinputbool showTuningAlerts = false; //НАСТРОЙКА: Алерты НАСТРОЙКИinputbool showAlerts1 = false; //НАСТРОЙКА: Алерты SENDERa
Статья написана на основе книги Р.Винса "Математика управления капиталом". В ней рассматриваются эмпирические и параметрические методы нахождения оптимального размера торгового лота, на основе которых написаны торговые модули управления капиталом для мастера MLQ5.
The code is not to run the robot on the tester. To do so, it is enough to put an exeshnik.
There are a total of 2 approaches to robots:
1. The evaluative, or you could call it the "staffer's approach", or the consumer's approach. You take an executable, run it, and hire the one you like. This is the consumer approach to product selection.
You create a product that will then be evaluated by someone using the approach1. This approach is picking at IDEAS and their implementation.
The code is posted to gather "fans" of the second approach :)
Клиентский терминал MetaTrader идеально подходит для автоматизации торговых стратегий. Для разработчиков торговых роботов в нем есть всё ‒ мощный язык программирования MQL4/MQL5 на основе C++, удобная среда разработки MetaEditor, многопоточный тестер стратегий с поддержкой распределенных вычислений в MQL5 Cloud Network. В этой статье вы узнаете, как перенести свой клиентский терминал со всеми разработками в виртуальную среду.
The code is not to run the robot on the tester. To do that, it is enough to put an excerpt.
There are a total of 2 approaches to robots:
1. The evaluative, or you could call it the "staffer's approach", or the consumer approach. You take an executable, run it, and hire the one you like. This is the consumer approach to product selection.
You create a product that will then be evaluated by someone using the approach1. This approach is picking at IDEAS and their implementation.
The code is posted to gather "lovers" of the second approach :)
Good health to us.
so to get into it - i want to understand the meaning of the strategy in the tester. to improve it, you need to understand what it does and what you need to add or subtract in functions.
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
when i don't understand what it does - it turns out to be a hollow thought
It's working.
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
swapped -----------
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
It's looking good so far.
I didn't look at it that way. I don't need to compare strategies, I have only one = "get the most out of the market" :) That's why there is a built-in tester. It allows not only to evaluate the profitability and quality of work, but also to make step-by-step debugging, picking at the guts of algorithms :) I've posted the code here to bring it together to execute the specified "strategy".
There are subsystems to determine the trend edge (by the way, once again, only it is now included in the work), the three loops, patterns, trade in the trend, the definition of sideways movement that does not give profit, but only to drain, the determiner of market activity (when the market is passive does not trade), determiner super activity (usually the beginning of the American session) when also sustained pause, the system closes on the market state, and much more ... Each algorithm requires improvement and refinement, and you have to trade to make a living and further research... such is the story. I hope you will get into it and everything will go faster... :)
I didn't look at it that way. I don't need to compare strategies - I have one = "get the most out of the market" :) That's why there is a built-in tester. It allows not only to evaluate the profitability and quality of work, but also to debug in a step-by-step mode, picking at the guts of algorithms :) I've posted the code here to bring it together to execute the specified "strategy".
There are subsystems to determine the trend edge (by the way, once again, only it is now included in the work), the three loops, patterns, trade in the trend, the definition of sideways movement that does not give profit, but only to drain, the determiner of market activity (when the market is passive does not trade), determiner super activity (usually the beginning of the American session) when also sustained pause, the system closes on the market state, and much more ... Each algorithm requires improvement and refinement, and you have to trade to make a living and further research... such is the story. I hope you will get into it and everything will go faster... :)
yes! there's still some work to be done in it, you can already approximate its performance. So the Expert is great it doesn't give out any test errors, you just need to find the tuning vein for it.
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
If you come to the end of the test, we can discuss what I did wrong.
- With the settings as they are now, he is stomping around.
yes! there's still some work to be done on it, you can already get a rough idea of how it works. So the Expert is great, it doesn't make any test errors, you just need to find the tuning vein for it.
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
If you come to the end of the test, we can discuss what I did wrong.
- I don't know what SETTINGS are wrong with it, it stalls.
I don't know what settings you're talking about? All the settings are embedded in the code. It adjusts for the market "by itself", taking into account amplitudes, volatility, noise, flat and trend movements (trends), in addition, there are several day statistics (there are 7 days set) for maximum, minimum and average of these indicators, which allows you to build on the history and not too "adapt" to a dead market or afraid of too active. How and what are you testing?
Here is the result - as I understand it, you won't be able to withdraw, but you may also make some money, but not much.
Here's the result - I understand you can't lose, but you can also make money, but not much.
Bet on 10-12 pairs and go for it.
Bet on 10-12 pairs and go for it.
I'll check more on the 5 minute and ruble account
Here is the result - as I understand it, you won't be able to withdraw, but you may also make some money, but not much.
Let's go over the "parameters"
//Trade: CAPITAL ON POST in % ! (I highlighted it! as a percentage) of capital. This is a piece of capital management that hasn't been worked out yet. BUT here 0=minlot, 0.01=from capital is taken 0.01 PERCENTAGE and a LOT is calculated on this AMOUNT. The default value for capital is set to 1%. My default setting is 0=minlot, as I'm testing on a real account, not a demo.
//TESTING: TakePROFIT at 3000 which you set = exorbitant stop and take, but this is not important, because they are later set as required by the closing system.
STOPLOSS in PUNKs //TRADE: StopLOSS in PUNKs
Let's go over the "parameters"
I'm going to try again with the settings as you described
Here is the result - as I understand it, you won't be able to withdraw, but you will also be able to make some money, but not much.
=============================================================================
The code is not to run the robot on the tester. To do so, it is enough to put an exeshnik.
There are a total of 2 approaches to robots:
1. The evaluative, or you could call it the "staffer's approach", or the consumer's approach. You take an executable, run it, and hire the one you like. This is the consumer approach to product selection.
You create a product that will then be evaluated by someone using the approach1. This approach is picking at IDEAS and their implementation.
The code is posted to gather "fans" of the second approach :)
Here is the result - as I understand it, you won't be able to withdraw, but you will also be able to make some money, but not much.
=============================================================================
The code is not to run the robot on the tester. To do that, it is enough to put an excerpt.
There are a total of 2 approaches to robots:
1. The evaluative, or you could call it the "staffer's approach", or the consumer approach. You take an executable, run it, and hire the one you like. This is the consumer approach to product selection.
You create a product that will then be evaluated by someone using the approach1. This approach is picking at IDEAS and their implementation.
The code is posted to gather "lovers" of the second approach :)
Good health to us.
so to get into it - i want to understand the meaning of the strategy in the tester. to improve it, you need to understand what it does and what you need to add or subtract in functions.
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
when i don't understand what it does - it turns out to be a hollow thought
\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\\
When you create something yourself - I understand what I need from each function.