Full-featured robot for MT5 - page 6

 
SanAlex:

It's working.

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swapped -----------

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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... :)

 
ElenaFxPro4:

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.

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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.

 
SanAlex:

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.

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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.

settings

options

backtest

Timetable

 
SanAlex:

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.

 
Vitaly Muzichenko:

Bet on 10-12 pairs and go for it.

I'll check more on the 5 minute and ruble account

rouble

ruble backtest

ruble schedule

 
SanAlex:

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.
   input bool     showNeedAlerts          = false; //РЫНОК: Алерты РЫНОЧНЫЕ
   input bool     ONblinkTrink            = true;  //РЫНОК: Вкл моргатель-бренчатель
   input bool     SoundCandles            = true;  //РЫНОК: Звук бренчателя=ТИКАЕТ когда открывает позу.
   input bool     OnViewLabel             = true;  //РЫНОК: Вкл ЛЕЙБЛЫ
   input bool     OnViewAnalyz            = true;  //РЫНОК: ВИДЕТЬ АНАЛИЗАТОР
   ======================ЭТО ВАЖНО, нужно убрать чтобы случайно не установили  false
   input bool     UseSignalFiltering      = true;  //РЫНОК: ФИЛЬТР: ВКЛЮЧИТЬ  =ФОРМИРОВАТЕЛЬ СИГНАЛОВ
   input bool     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 алгоритмов
   input bool     ViewPARAM_FLTP          = true;  //ФИЛЬТР: ДАННЫЕ ВИДЕТЬ
   input bool     OnviewCHNL              = true;  //ФИЛЬТР: КАНАЛЫ ВИДЕТЬUSE
   input bool     OnviewTRNdk_FLTR        = false; //ФИЛЬТР: ТРЕНДИКИ ВИДЕТЬ
   input bool     OnviewBTR5flt           = true;  //ФИЛЬТР: BTR5 ВИДЕТЬ
   input bool     OnviewBTR5_MSPD         = true;  //ФИЛЬТР: BTR5_MSPD ВИДЕТЬ
   input bool     wantseeAllPrints        = false; //ФИЛЬТР: ВЫВОД в принт
   input bool     wantseeEveryoneSignal   = false; //ФИЛЬТР: ВСЕ СИГНАЛЫ ВИДЕТЬ
//-------------         // АДАПТАЦИЯ для всех систем //----------------- Это не влияет ни на что, только на вывод инфо про работу алгоритмов
   input bool     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 false
                                         input bool     ONpttrHistory        = true;                 //ИСТОРИЯ: Вкл Поиск ПАТТЕРНОВ
   input int      ArrPttrTime          = 0;                    //ИСТОРИЯ: Массив ПОИСКА (в часах)
   input int      ONpointSTOP          = 0;                    //ИСТОРИЯ: Шаг в БАРАХ 0=ВСЯ
   input string   PttrCanlesTime       = "2021.03.04 01:00";   //ИСТОРИЯ: ВРЕМЯ начала ОСМОТРА
   input string   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
   input color kljhuh123 = clrBlack; //===  АНАЛИЗАТОР ===
   input bool     OnANALYZER           = true;     //АНАЛИЗАТОР: ВИДЕТЬ все сделки
   input bool     OnANALYZERprint      = false;    //АНАЛИЗАТОР: ВЫВОД в принт
   input bool     comparisonVs         = false;    //АНАЛИЗАТОР: Вкл СРАВНЕНИЕ
   input bool     OnViewPttrnAnalyz    = false;    //АНАЛИЗАТОР: Вкл ОСМОТР поз и "линий жизни"
   input bool     OnPRKviewing         = false;    //АНАЛИЗАТОР: Вкл ОСМОТР с ПРК "жизни позы"
   input int      NnPattern            = 0;        //АНАЛИЗАТОР: НОМЕР паттерна на ОСМОТР
//input int      TMPovajaInta         = 13;       //АНАЛИЗАТОР: ВСЕГО ПОЗ НА ОСМОТР
   input bool     OnlyBADpos           = false;    //АНАЛИЗАТОР: УБЫТОЧНЫЕ ПОЗЫ
   input bool     CalcPttrTimes        = false;    //АНАЛИЗАТОР: Вкл ОСМОТР Свечи по ВРЕМЕНИ
//--------------------------- ВКЛЮЧЕНИЕ ПАТТЕРНОВ --------------------------НА РАБОТУ НЕ ВЛИЯЕТ
   input bool     ONViewPATTRN      = true;  //ПАТТЕРН: Вкл окраску
   input bool     OnLYSUYpttrn      = true;  //1: ЛЫСЫЙ: Вкл
   input bool     OnSTRONGpttrn     = true;  //2: CИЛЬНЫЙ: Вкл
   input bool     On2HAMMpttrn      = true;  //3: 2й МОЛОТ: Вкл
   input bool     On3HAMMpttrn      = true;  //4: 3й МОЛОТ: Вкл
   input bool     OnHAMMERpttrn     = true;  //5: МОЛОТ: Вкл
   input bool     OnACCELERpttrn    = true;  //6: УСКОРЕНИЕ: Вкл
   input bool     OnABSORPTpttrn    = true;  //7: ПОГЛОЩЕНИЕ: Вкл
   input bool     On2BALDSpttrn     = true;  //8: 2ЛЫСЫХ: Вкл
   input bool     OnREVERSpttrn     = true;  //9: РЕВЕРС: Вкл
   input bool     showTuningAlerts        = false; //НАСТРОЙКА: Алерты НАСТРОЙКИ
   input bool     showAlerts1             = false; //НАСТРОЙКА: Алерты SENDERa
Управление капиталом по Винсу. Реализация в виде модуля Мастера MQL5
Управление капиталом по Винсу. Реализация в виде модуля Мастера MQL5
  • www.mql5.com
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.
 
ElenaFxPro4:

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 :)

Подготовка торгового счета к миграции на виртуальный хостинг
Подготовка торгового счета к миграции на виртуальный хостинг
  • www.mql5.com
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.
 
ElenaFxPro4:

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.

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when i don't understand what it does - it turns out to be a hollow thought

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When you create something yourself - I understand what I need from each function.

Reason: