Bill Williams and his strategies... - page 21

 
ZZZEROXXX:

The only question is - what is the necessary final number of such shares? And the main question - isn't it more profitable to enter immediately by a single full position?
no.
 
why not, over what period of time was it analysed?
 
ZZZEROXXX:
why not, over what period of time was it analysed?

And here is an example of Williams trading.

1. Graph, the white line indicates the start time of trading:

2. report:

1 2011.01.03 05:16 sell stop 1 0.10 1.32502 0.00000 0.00000 0.00 1000.00
2 2011.01.03 05:17 sell 1 0.10 1.32728 0.00000 0.00000 0.00 1000.00
3 2011.01.03 08:36 sell 1 0.10 1.32728 0.00000 0.00000 0.00 1000.00
4 2011.01.03 10:22 sell stop 2 0.10 1.32478 0.00000 0.00000 0.00000 1000.00
5 2011.01.03 10:23 sell 2 0.10 1.32466 0.00000 0.00000 0.00000 1000.00
6 2011.01.03 10:25 modify 2 0.10 1.31854 0.00000 0.00000 0.00 1000.00
7 2011.01.03 10:27 modify 2 0.10 1.32453 0.00000 0.00000 0.00 1000.00
8 2011.01.03 14:43 close 1 0.10 1.33530 0.00000 0.00000 -80.20 919.80
9 2011.01.03 14:43 buy 3 0.10 1.33501 0.00000 0.00000 0.00 919.80
10 2011.01.03 14:44 close 3 0.10 1.33508 0.00000 0.00000 0.70 920.50
11 2011.01.03 14:44 buy stop 4 0.10 1.34326 0.00000 0.00000 0.00000 0.00 920.50
12 2011.01.03 14:45 buy stop 4 0.10 1.34262 0.00000 0.00000 0.00 920.50
13 2011.01.03 16:29 modify 4 0.10 1.33676 0.00000 0.00000 0.00 920.50
14 2011.01.03 17:05 buy 4 0.10 1.33676 0.00000 0.00000 0.00 920.50
15 2011.01.03 23:49 buy stop 5 0.10 1.34056 0.00000 0.00000 0.00920.50
16 2011.01.03 23:50 buy 5 0.10 1.33972 0.00000 0.00000 0.00 920.50
17 2011.01.04 02:13 close 4 0.10 1.33385 0.00000 0.00000 -29.03 891.47
18 2011.01.04 02:13 close 5 0.10 1.33972 0.00000 0.00000 0.00 891.47
19 2011.01.04 02:13 delete 2 0.10 1.32453 0.00000 0.00000 0.00 891.47
20 2011.01.04 02:13 sell stop 6 0.10 1.33051 0.00000 0.00000 0.00 891.47
21 2011.01.04 02:13 sell 6 0.10 1.33013 0.00000 0.00000 0.00 891.47
22 2011.01.04 02:14 buy stop 7 0.10 1.34120 0.00000 0.00000 0.00 891.47
23 2011.01.04 02:14 buy 7 0.10 1.33972 0.00000 0.00000 0.00 891.47
24 2011.01.04 03:27 modify 7 0.10 1.33792 0.00000 0.00000 0.00 891.47
25 2011.01.04 05:22 modify 6 0.10 1.33245 0.00000 0.00000 0.00 891.47
26 2011.01.04 07:38 sell 6 0.10 1.33245 0.00000 0.00000 0.00 891.47
27 2011.01.04 10:41 buy 7 0.10 1.33792 0.00000 0.00000 0.00 891.47
28 2011.01.04 10:47 close 6 0.10 1.33935 0.00000 0.00000 0.0069.00 822.47
29 2011.01.04 13:42 buy stop 8 0.10 1.34255 0.00000 0.00000 0.00000 822.47
30 2011.01.04 13:42 buy stop 8 0.10 1.34185 0.00000 0.00000 0.00 822.47
31 2011.01.04 14:05 buy 8 0.10 1.34185 0.00000 0.00000 0.00 822.47
32 2011.01.04 17:08 close 7 0.10 1.32995 0.00000 0.00000 -79.70 742.77
33 2011.01.04 17:08 close 8 0.10 1.32995 0.00000 0.00000 -119.00 623.77
34 2011.01.04 17:08 sell 9 0.10 1.32991 0.00000 0.00000 0.00 623.77
35 2011.01.05 01:27 sell 10 0.10 1.32907 0.00000 0.00000 0.00 623.77
36 2011.01.05 05 01:17 sell stop 11 0.10 1.32574 0.00000 0.00000 0.00 623.77
37 2011.01.05 05 08:17 sell 11 0.10 1.32594 0.00000 0.00000 0.00 623.77
38 2011.01.05 08:06 sell 11 0.10 1.32594 0.00000 0.00000 0.00 623.77
39 2011.01.05 11:10 sell stop 12 0.10 1.32218 0.00000 0.00000 0.00 623.77
40 2011.01.05 11:11:10 sell stop 12 0.10 1.32323 0.00000 0.00000 0.00 623.77
41 2011.01.05 11:56 modify 12 0.10 1.32323 0.00000 0.00000 0.00 623.77
42 2011.01.05 18:20 sell stop 13 0.10 1.31216 0.00000 0.00000 0.00 623.77
43 2011.01.05 23:09 sell 13 0.10 1.31306 0.00000 0.00000 0.00 623.77
44 2011.01.06 03:56 modify 13 0.10 1.31306 0.00000 0.00000 0.00 623.77
45 2011.01.06 10:15 sell stop 14 0.10 1.31030 0.00000 0.00000 0.00 623.77
46 2011.01.06 10:15 sell 14 0.10 1.30948 0.00000 0.00000 0.00 623.77
47 2011.01.06 11:36:14 0.10 1.30948 0.00000 0.00000 0.00 623.77
48 2011.01.06 19:24 sell 15 0.10 1.30024 0.00000 0.00000 0.00 623.77
49 2011.01.07 02:23 sell stop 16 0.10 1.29771 0.00000 0.00000 0.00 623.77
50 2011.01.07 02:24 sell 16 0.10 1.29630 0.00000 0.00000 0.00 623.77
51 2011.01.07 09:44 mod 16 0.10 1.29630 0.00000 0.00000 0.00 623.77
52 2011.01.07 12:32 sell stop 17 0.10 1.29587 0.00000 0.00000 0.00 623.77
53 2011.01.07 12:32 sell 17 0.10 1.29519 0.00000 0.00000 0.00 623.77
54 2011.01.07 13:38 mod 17 0.10 1.29519 0.00000 0.00000 0.00 623.77
55 2011.01.07 16:12 sell stop 18 0.10 1.29244 0.00000 0.00000 0.00 623.77
56 2011.01.07 16:12 sell 18 0.10 1.29297 0.00000 0.00000 0.00 623.77
57 2011.01.07 17:38 mod 18 0.10 1.29297 0.00000 0.00000 0.00 623.77
58 2011.01.07 20:43 sell stop 19 0.10 1.29129 0.00000 0.00000 0.00 623.77
59 2011.01.07 20:45 sell 19 0.10 1.28995 0.00000 0.00000 0.00 623.77
60 2011.01.10 00:00 modify 19 0.10 1.28995 0.00000 0.00000 0.00 623.77
61 2011.01.10 03:42 sell stop 20 0.10 1.28656 0.00000 0.00000 0.00 623.77
62 2011.01.10 03:43 sell 20 0.10 1.28742 0.00000 0.00000 0.00 623.77
63 2011.01.10 13:48 mod 20 0.10 1.28742 0.00000 0.00000 0.00 623.77
64 2011.01.10 15:09 close 9 0.10 1.29257 0.00000 0.00000 370.58 994.35
65 2011.01.10 15:09 close 10 0.10 1.29257 0.00000 0.00000 362.65 1357.00
66 2011.01.10 15:09 close 11 0.10 1.29257 0.00000 0.00000 331.35 1688.35
67 2011.01.10 15:09 close 12 0.10 1.29257 0.00000 0.00000 304.25 1992.60
68 2011.01.10 15:09 close 13 0.10 1.29257 0.00000 0.00000 203.96 2196.56
69 2011.01.10 15:09 close 14 0.10 1.29257 0.00000 0.00000 168.16 2364.72
70 2011.01.10 15:09 close 15 0.10 1.29257 0.00000 0.00000 75.76 2440.48
71 2011.01.10 15:09 close 16 0.10 1.29257 0.00000 0.00000 36.83 2477.31
72 2011.01.10 15:09 close 17 0.10 1.29257 0.00000 0.00000 25.73 2503.04
73 2011.01.10 15:09 close 18 0.10 1.29257 0.00000 0.00000 3.53 2506.57
74 2011.01.10 15:09 close 19 0.10 1.29257 0.00000 0.00000 -26.20 2480.37

75 2011.01.10 15:09 close 20 0.10 1.29257 0.00000 0.00000 -51.50 2428.87

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In seven days the deposit has increased from 1000 to 2428.

 
more:


...
I'm waiting for either top fractal with the peak above the red alligator line (Machka with period 8),

Or a bottom fractal with the top below the red Alligator's line (Machka with period 8).

I follow only the last such fractals. As for the Alligator, at this stage we work with the red line only.

....

Williams writes on 53,54 page in the pdf-format of the book, that fractals for buying and selling may be outside the alligator's fold. The main thing is that they must be broken through outside the fold and they are formed in the fold as well as outside it, for example, a buy fractal is below the fold but the price breaks through it above the red alligator line, what do you think about it? I programmed it myself...

 
Roman.:

Williams writes on 53,54 page in the pdf-format of the book, that fractals for buying and selling may be outside the alligator's fold. The main thing is that they must be broken through outside the fold and they are formed in the fold as well as outside it, for example, a buy fractal is below the fold, but the price breaks through it above the red alligator line, what do you think about it? I programmed it myself.

For me, I don't think you should be so pedantic about following a book, but just formulate for yourself certain

rules and stick strictly to them. I understand your example of buying, but I don't even know what to say.

I haven't studied Bill systematically, I strongly disliked his tone: "wonderful oscillator", some "lips", "teeth" and so on.

Today, for example, when trading manually, I strictly followed the following rules:

1. The value of the Fractal on the first buy/sell should always be higher/lower than the value of the red Alligator line,

irrespective of positions of other two lines.

2. I would consider Buy/Sell fractals to be valid if at the moment when the fractal breaks the zero bar, all three Alligator lines are lined up on the same zero bar in the trend,

i.e. green/red/blue for the up trend and blue/red/green for the down trend.

------------------------------------------------------------------------------------------------------------

However, I have to read this Beale more carefully, I liked the shares too much.

If you do not mind, could you send me the book you mentioned at tradertobe@gmail.com?


By the way, I've just noticed that one serious fellow has written an article describing the whole process of developing an Expert Advisor on Bill in MQL5.

Here is the link, just in case: https://www.mql5.com/ru/forum/131677

 
more:

As for me, I don't think you should follow the book too meticulously.

rules and stick strictly to them. I understood your example with purchase, but I don't know what to say.

I did not study Beale systematically, I strongly disliked his tone: "wonderful oscillator", some "lips", "teeth", etc.

Today, for example, when trading manually, I strictly followed the following rules:

1. The value of the Fractal on the first buy/sell should always be higher/lower than the value of the red Alligator line,

irrespective of positions of other two lines.

2. I would consider Buy/Sell fractals to be valid if at the moment when the fractal breaks the zero bar, all three Alligator lines are lined up on the same zero bar in the trend,

i.e. green/red/blue for the up trend and blue/red/green for the down trend.

------------------------------------------------------------------------------------------------------------

However, I have to read this Beale more carefully, I liked the shares too much.

If you do not mind, could you send me the book you mentioned at tradertobe@gmail.com?


By the way, I've just noticed that one serious fellow has written an article describing the whole process of developing an Expert Advisor on Bill in MQL5.

Here is the link just in case: https://www.mql5.com/ru/forum/131677



I have sent you the book. Thank you for the link - I will certainly read it...

I looked it up - notice this line in Signals section: "First dimension: overcoming the fractal outside the Alligator's Mouth".

I myself, when I started writing the owl, used another link - http://www.vedikhin.ru/2006/04/ac-signals-2.html. Then when I have glanced through the book, there were great discrepancies, including this question... In general, I wanted to make 1:1 parts according to the book and only then to change something, maybe to put some other filter in addition, in general, one should look at it...

 
I think the point of fractals is to visualise ascending highs and descending lows.
 
more:

If you ask me, I don't think you should follow the book so pedantically...

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I'll have to read this Beale more carefully though, I liked the refills a lot.

Here's the link, just in case: https://www.mql5.com/ru/forum/131677

As for the link, there are only 2 refill signals from AO and 3 in the book...

I think we should use the book to draw some conclusions and make decisions. Incomplete and wrong (in the author's understanding) interpretation of the strategy leads to its distortions, i.e. conclusions reached by the author. In other words, I want to say that I do everything according to the book, and then some free variations on a free theme ... to define the strategy itself and already (when using variations) to compare with the base ... I consider it a matter of principle.

PS The author of the article himself writes: "The sell signals from the third dimension are mirrored similarly. For a more detailed description and examples it is better to refer to the primary source." - I consider this a reference to the primary source, not only in relation to the 3rd dimension, but to the entire strategy in general...

PPS Please don't think of me as a pedant - just dealing with the issue. I've never used Williams before.

 
Roman.:

I mean, I do everything from book to book and then some variations on a free theme...


+1
 
more:

And here is an example of Williams trading.

1. Graph, the white line indicates the start time of trading:

2. report:

laid out your report. Here is a simplified representation of that stetment including a 2 pt spread on the trade (all in pips):

-0,00822 -0,00822
-0,00013 -0,00835
-0,00311 -0,01146
-0,00817 -0,01963
-0,00710 -0,02673
-0,01210 -0,03883
0,03714 -0,00169
0,03630 0,03461
0,03317 0,06778
0,03046 0,09824
0,02029 0,11853
0,01671 0,13524
0,00747 0,14271
0,00353 0,14624
0,00242 0,14866
0,00020 0,14886
-0,00282 0,14604
-0,00535 0,14069
the first column is the result of the trade, the second column is the total accumulated result. If you take into account that you opened a maximum of 12 positions at a time, and represent the same trades with these 12 positions without any shares, then we have the following, taking into account the 2 pt spread (all in pips):

-0,09644 -0,09644
0,00064 -0,09580
-0,03512 -0,13092
-0,09584 -0,22676
-0,08300 -0,30976
0,44788 0,13812
First column - trade result, second - total cumulative result.

Total: difference - 25pts in favour of the first variant, lower number of trades in favour of the second variant, lower drawdown in favour of the first variant (by 10-10 times approximately). There is much to choose from. Thanks for the article, it has opened my eyes for some things =)