The market is always wrong - page 4

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Reshetov:

In other words, when we have a chance, we look at the equity. If it has exceeded the previous level, then:
  1. We stop the work of all Expert Advisors.
  2. Close opposite positions on all symbols using "close overlapped orders" so as not to lose on spreads.
  3. Increase magic points to advisors by 1 and set their initialPrice at the current Bid, i.e. start a new game.
  4. Remember the current equity level
    5. .
  5. For example, write it down on a piece of paper or in some file.
  6. Restart the Expert Advisors with new settings.
  7. Go to work, run some business or attend some events
    8. .

  9. Once we have another opportunity to look at equity and change the settings, we look at it and if the previous level is exceeded, we proceed to step 1. If it is not exceeded, we proceed to step 5
    10. .
Why do we go to step 5? What new settings are we talking about in step 5, if the Expert Advisor has already been launched and is already working?
Maybe it would be better to go to step 6? I like it better :)
 

I have not heard anything, but maybe this will be more interesting.
My Expert Advisor is still version 1.1 (it's time to quit it and get another version, the more so because Yuri is not boring me), put the calculation of 3 pairs EURUSD EURCHF EURJPY. Moreover, EURJPY went down 100 points all day.
I have considered the same unlucky situation, namely on 15/03/05, since 00 o'clock and 24 hours.
Took depo 1000, BL 1000, BeginPrice -current. If you look at the table _view, you will see in the comment field, at the end of the file - trying to open positions and lack of funds. This is exactly what Yuri said about the small deposit. I have started to output the funds involved at the moment of order opening into the _resources table at the end so that you can see it. Yes, I build the provided chart itself using data from the _resources table.



 
And now, the same parameters, but the depo took 3,000, i.e. everything I wanted was open.
 
arzuma:
Reshetov:

I.e. when there is an opportunity, we look at equity. If it has exceeded the previous level, then:
  1. Stop all EAs.
  2. We close the opposite positions for all symbols using the "close overlapped orders" in order not to lose on the spread.
  3. Increase the magiks by 1 and set their beginPrice at the current Bid, i.e. start a new game.
  4. Remember the current equity level. For example, write it down on a piece of paper or in a file.
  5. Start the EAs with the new settings.
  6. Go to work, business or chicks.
  7. When we have another opportunity to look at equity and change the settings, we look at it and if the previous level is exceeded, proceed to clause 1. If it is not exceeded yet, proceed to clause 5
    .
What new settings are we talking about in point 5 in this case, because the Expert Advisor is already running and working?

If you are visually impaired, ask the people around you and they will confirm aloud that there is also point 1, according to which all EAs must be stopped beforehand.
 
Reshetov:
arzuma:
Reshetov:

In other words, when we have a chance, we look at equity. If it has exceeded the previous level, then:
  1. We stop the work of all Expert Advisors.
  2. Close opposite positions on all symbols using "close overlapped orders" so as not to lose on spreads.
  3. Increase the EAs magic number by 1 and set their initialPrice at the current Bid, i.e. start a new game.
  4. Remember the current equity level
    5. .
  5. For example, write it down on a piece of paper or in some file.
  6. Restart the Expert Advisors with new settings.
  7. Go to work, run some business or attend some events
    8. .

  9. Once we have another opportunity to look at equity and change the settings, we look at it and if the previous level is exceeded, proceed to step 1. If it is not exceeded, proceed to step 5
What new settings, in this case, are we talking about in point 5, since the EA is already running and working?

If you are visually impaired, ask the people around you and they will confirm aloud that there is also point 1, according to which all EAs must be stopped beforehand.

Before you insult, read carefully what you yourself have written:

That is, when there is an opportunity, we look at equity. If it has exceeded the previous level, then:

1. Stop all advisors from working.
.......

When there is an opportunity to look at equity again and change the settings, we look at it and if the previous level is exceeded, we proceed to step 1. If it is not exceeded yet, we proceed to step 5
 5.Start the EA with new settings.

And so:
1. Expert Advisors work.
2. check equity.
3. if the previous equity is exceeded, stop the Expert Advisors and change their settings.
4. If it is not exceeded, launch the existing Expert Advisors with new settings. What settings? What do we change for Magic and beginPrice? Then it turns out that we have to change the settings regardless of the change in equity.

 
arzuma:
Reshetov:

I.e. when there is an opportunity, we look at equity. If it has exceeded the previous level, then:
  1. Stop all EAs.
  2. We close the opposite positions for all symbols using the "close overlapped orders" in order not to lose on the spread.
  3. Increase the magiks by 1 and set their beginPrice at the current Bid, i.e. start a new game.
  4. Remember the current equity level. For example, write it down on a piece of paper or in a file.
  5. Start the EAs with the new settings.
  6. Go to work, business or chicks.
  7. When we have another opportunity to look at equity and change the settings, we look at it and if the previous level is exceeded, proceed to clause 1. If it is not exceeded yet, proceed to clause 5
    .
Why to point 5? What new settings are we talking about in point 5, as the Expert Advisor is already running and working?
Maybe it would be better to go to step 6? I like it better :)
Things can turn bad sometimes. Thanks for the correction! Indeed, if there is no excess in item 7, we should go to item 6 and not to item 6. 6, not item 6. 5.
 

I looked at the change of BeginPrice, well, if you set a different value from the current price at the very beginning. I will make the following general recommendation - in the code of advisor, at the very beginning (init()), it is desirable to insert a check for the obtained difference between the BeginPrice-current price (something like a "foolproof" protection). If this value exceeds 50 points, then throw out the Message, at least to confirm that the man did not make a mistake (not a typo) and knowingly goes for such a difference. The point is that the size of the initial lot and the initial transaction depends on the initial BeginPrice. And if a person accidentally sets a difference of 100p, then about 0.5 lots will be opened initially, depending on which way BeginPrice is pulled. Well, just in case, I think it would not hurt to make such a check.

Here is what I get, if I increase BeginPrice by (-80 pips) in the currency pair EURUSD, and in this group, there are also currency pairs EURCHF and EURJPY and their BeginPrice = current. The Expert Advisor immediately buys 0. 4 lots on EURUSD and then hedges its purchase by selling 0. 2 lots for EURCHF and another 0.1 lot for EURJPY. Distribution of lots by sales is not clear to me. It seems to me that he will sell 0.2 lots at the pair standing first after EURUSD and the remaining volume - at the second one standing next to EURUSD. Well, if you rely on the fact that "God willing", it's all the same. But if I slightly regulate the process and try to sell 0.2 lots at EURJPY, how can I do it without changing the Expert Advisor's code?

So, I have a question to Yuri or MQL Admins, or maybe somebody can give me a link: What does the sequence of processing of EAs located on different currency pairs depend on, if we assume that the "tick" comes simultaneously, say, on EURCHF and EURJPY. Is there some kind of order in which EAs trigger? I think that either the quotes will come in some sort of sorting by currency pairs (and something will stand first) or the triggering will be performed according to the order in which the Expert Advisors run on these currency pairs. Well, I would like to hear the truth from the experts.

I am attaching a tiny file (see comment at the tail). Maybe, it will make my question clearer. At the beginning I did not sort pairs myself, believing that everyone is equal in one currency pair, but later it became clear that it is important and I have made a forced sorting of currency pairs in my program. That's why I'm asking mql what conditions "some are more equal than others"?

The fact that EIRUSD (in the file) is now the first position in sorting is not important, because the BeginPrice for it has been postponed and the first movement will happen exactly at EURUSD (everything is normal and clear there), but what currency pair should I use next?

Sincerely, Fed

P.S. Yes, everything I say here may not be true, I am wrong more often than others. That's why I'm chatting on this forum, to get Yuri to correct me.

Files:
order.zip  4 kb
 
Fed:

I looked at the change of BeginPrice, well, if you set a different value from the current price at the very beginning. I will make the following general recommendation - in the code of advisor, at the very beginning (init()), it is desirable to insert a check for the obtained difference between the BeginPrice-current price (something like a "foolproof" protection). If this value exceeds 50 points, then throw out the Message, at least to confirm that the man did not make a mistake (not a typo) and knowingly goes for such a difference. The point is that the size of the initial lot and the initial transaction depends on the initial BeginPrice. And if a person accidentally sets a difference of 100p, then about 0.5 lots will be opened initially, depending on which way BeginPrice is pulled. Well, just in case, I think it would not hurt to make such a check.

Here is what I get, if I increase BeginPrice by (-80 pips) in the currency pair EURUSD, and in this group, there are also currency pairs EURCHF and EURJPY and their BeginPrice = current. The Expert Advisor immediately buys 0. 4 lots on EURUSD and then hedges its purchase by selling 0. 2 lots for EURCHF and another 0.1 lot for EURJPY. Distribution of lots by sales is not clear to me. It seems to me that he will sell 0.2 lots at the pair standing first after EURUSD and the remaining volume - at the second one standing next to EURUSD. Well, if you rely on the fact that "God willing", it's all the same. But if I slightly regulate the process and try to sell 0.2 lots at EURJPY, how can I do it without changing the Expert Advisor's code?

So, I have a question to Yuri or MQL Admins, or maybe somebody can give me a link: What does the sequence of processing of EAs located on different currency pairs depend on, if we assume that the "tick" comes simultaneously, say, on EURCHF and EURJPY. Is there some kind of order in which EAs trigger? I think that either the quotes will come in some sort of sorting by currency pairs (and something will stand first) or the triggering will be performed according to the order in which the Expert Advisors run on these currency pairs. Well, I would like to hear the truth from the experts.

I attached a tiny file (see comment at the tail). Maybe, it will make my question clearer. At the beginning I did not sort pairs myself, believing that everyone is equal in one currency pair, but later it became clear that it is important and I have made a forced sorting of currency pairs in my program. That's why I'm asking mql what conditions "some are more equal than others"?

The fact that EIRUSD (in the file) is now the first position in the sorting is not important, because the BeginPrice for it has been postponed and the first movement will happen exactly at EURUSD (everything is normal and clear there), but what currency pair should I use next?

Sincerely, Fed

P.S. Yes, everything I say here may not be true, I am wrong more often than others. That's why I'm chatting on this forum, to get Yuri to correct me.

Ticks rarely come at the same time. But, even if they did come at the same time, the Expert Advisors will trigger the trade depending on the value of Fair Value (fair price, which is calculated and displayed on the chart as a comment in the Swaper Expert Advisor).

The initial Fair Value is always equal to the beginPrice value. After the price has changed, the Expert Advisors act as follows:
  • If the current price has gone considerably below the fair price, then you will close a short position or open a long position by the calculated volume or by the volume of the short one if the calculated one is higher than it is
  • If the current price has moved significantly above the fair market price, then the long position will be closed or a short position will be opened by the volume calculated, or by the volume of the long position if it is larger than the calculated volume
The fair price is shifted as follows:
  • After opening a long position or closing a short position, the fair price moves downwards on the instrument on which the order is executed to the higher side and slightly downwards on the other instruments.
  • After opening a short or closing a long, the fair price moves up on the instrument on which the order is executed to the higher side and on the other instruments a little less
Thus, the fair price moves after the current quote with a slight lag. But a misalignment can occur, i.e., the fair price starts to move opposite to the current one for some reason, for example, the lack of money. In this case, Expert Advisors (if there is more than one) that have increasing skewness need to be temporarily disabled until other Expert Advisors start to correct the skew.
 
I just keep looking at version 1.1 and everything I write applies to it. To be honest - I like it. And it is possible to play on it, and it seems to me that even not so huge depo can be managed, if you calculate everything competently and understand the reaction of the settings well, and if you change the Expert Advisor a little or observe its work.
For now I'll try this version, and after the holidays (in July) I will change the code and look closely to Swaper (if Mr. Reshetov will not show me something newer).
Regards, Fed.
 
Fed:
I just keep looking at version 1.1 and everything I write applies to it. To be honest - I like it. And it is possible to play on it, and it seems to me that you can get by with not so huge a deposit, if you calculate everything competently and understand the reaction of the settings well, and if you change the EA or observe its work a little bit.

For now I also deal with version 1.1, I like it, I have something to experiment with.

I have very good results in less than two weeks with my modest depo of 3000.
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