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This one has a clinic, don't even try, it's a waste of time.
So is it just the timeframe that is different for you? Or is the code for day/night also different?
As a rule, at night it is not flat, but just lower volatility and optimization will give you the difference not in TF, but rather an increased period, as it usually happens with lower volatility.
Here is an example of an Expert Advisor from one oscillator, but for night and day its TF
Testing on auto-optimizer by volking-forward method. Two months testing - one check. Net profit - by forwards, i.e. check.
As you can see - Tamara and I go as a pair, the TF is almost the same.So is it just the timeframe that's different? Or is the code for day/night different as well?
At night, as a rule, it is not flat, but just lower volatility and optimisation will give you a difference not in TF, but rather a higher period, as it usually happens with lower volatility.
I used to have 2 different systems, a flat working in a channel and a trend working. I optimized the periods of the day in which the sisters perform best. This is how I obtained the previously announced working hours for the systems. After that I combined both systems in one EA that switches systems depending on time of day. The results have really inspired me to study more deeply the nature of t/f, to apply similar differences in the behaviour of these two systems, not only according to the time of day, but depending on the detection of t/f throughout the day.
I would not have been able to get such an improvement in the performance of the systems if I had used TFs above H1, because during the day on large TFs it would not have been possible to apply time filters. Of course, there are t/fs on longer TFs than H1, but they can be successfully detected only by means of series analysis (by such methods, which are presented in this branch), for them time filters are not applicable for obvious reasons. That's why this thread was born - to expand the sensitivity range of my systems and not to be limited to intraday trading.
So there is a difference in the code after all. What is it?
So there is a difference in the code after all. What is it?
We have focused a bit more on the flat and the trend topic has been left in the background. Shall we pay a little more attention to this part of the chart for completeness of the topic?
Yes, of course, I don't mind. In terms of being interesting to study, both the flat and the trend are probably worthy of study in equal measure.
Different principles for determining the entry signal, different principles for maintaining positions, and closing is also based on different signals. Different systems - different code. But this is, of course, an intermediate stage. The plan is to unite the systems into one - to allow maintaining positions opened by another system if it does not contradict the current system, thus it is possible to reduce costs of reopening positions by different systems.