Discussion of article "Controlling the Slope of Balance Curve During Work of an Expert Advisor"

 

New article Controlling the Slope of Balance Curve During Work of an Expert Advisor is published:

Finding rules for a trade system and programming them in an Expert Advisor is a half of the job. Somehow, you need to correct the operation of the Expert Advisor as it accumulates the results of trading. This article describes one of approaches, which allows improving performance of an Expert Advisor through creation of a feedback that measures slope of the balance curve.

Author: Dima

 

The article stated: "This method returns the closest value of volume from the bottom."

Method TradeSymbol:: NormalizeLots () in the case

"// Lower limit of volume:     
  if( lots < min_trade_volume )
  {
    lots = min_trade_volume;
  }
"

returns the closest value of volume from the top.

It looks like a bug in either article, or in the method. 

 

 
That's a truly great and inspiring article, definitely one of the best so far on MQL5.com. Thanks to the Author for sharing such valuable knowledge with the rest of the community.
 
Enigma71fx:
That's a truly great and inspiring article, definitely one of the best so far on MQL5.com. Thanks to the Author for sharing such valuable knowledge with the rest of the community.
Thanks!
 

Could someone help clarify the last comment in the article that stated a possible improvement would be, "Using virtual trading when the Expert Advisor enters an unfavorable period of working. Then the normal work volume won't matter anymore. It will allow decreasing the drawdown." Does this mean that by using virtual trading one could "rebound" from a drawdown more quickly since the diminished volume of trading used during negative periods will no longer affect the balance curve?


Thanks


 
ALtrend:

Could someone help clarify the last comment in the article that stated a possible improvement would be, "Using virtual trading when the Expert Advisor enters an unfavorable period of working. Then the normal work volume won't matter anymore. It will allow decreasing the drawdown." Does this mean that by using virtual trading one could "rebound" from a drawdown more quickly since the diminished volume of trading used during negative periods will no longer affect the balance curve?


Thanks


Not more quickly, but with less losses.
 
Dmitriy Skub #:
Not more quickly, but with less losses.
Did you think about equity curve instead of balance curve? I thought about this independently about a year ago but dont have the coding skills...
I wanted to run a parallel virtual trading equity curve with a moving average, switching off live trading when crossing down and vice versa