Light martingale expert - gives good results (expert code attached) - page 3

 
iNatlami:
If you need, I can send you the source code for the victoria.


If there is a source code, could you send it to me: grebenev@ab.ru

I have some ideas on how to improve it, but I don't want to write it from scratch myself. If successful, I promise to share.

 

You can also think about hedge pairs with correlation coefficient -1 and so on...

And as for pending orders, I think it is enough to place the nearest one and in case of triggering another one - this will at least relieve the "tension" for the broker.

Regards, Vyacheslav.

 
Vyacheslav:

You can also think about hedge pairs with correlation coefficient -1 and so on...

And as for pending orders, I think it is enough to place the nearest one and in case of triggering another one - this will at least relieve the "tension" for the broker.

Regards, Vyacheslav.

The second pending order is set up for the case of no connection for a rather long time. After the connection is restored, even if the price has run up to the level of the second pending order triggering and a bit farther (not exceeding the level of the next order in the sequence) , the normal operation of the program is resumed without any losses. If the price has passed the upper limit of a bit , the program will not be able to enter the normal operation mode. Accordingly, due to one pending order, the allowable time of losing connection (depending on the price movement rate, of course) decreases.

Regards - S.D.
 
Sart:
The second pending order, in fact, is set up for a relatively long period of connection absence. After the connection is restored, even if the price has run up to the level of the second pending order triggering and a bit farther (not exceeding the level of the next order in sequence) , the normal operation of the program is resumed without any losses. If the price has run beyond the limit of a bit, the program will not be able to enter the normal operation mode. Respectively, the allowable time of communication absence (depending, of course, on the price movement rate) decreases with a single pending order.

I see, thank you.

Regards, Vyacheslav.

 
Alex-Bugalter писал (а):
Good day.
Even with my meager experience, I can say with 100% confidence - there will be no problems with the DC. The program works very delicately with the trade server - for one tick there is only one request to the trade server (if that request is necessary), all other necessary work is postponed until the next tick. As for pending orders, there are only two. The way I see it, pending orders are placed and deleted on a trade server automatically, without any participation of a broker.

The thing is that some brokerage companies have restrictions on number of orders per day (brokerage companies do not like "graders").
This may be avoided by introduction of "virtual orders" but even with this approach we will have problems. The dependence on the quality of communication, and on the broker how he executes these orders, at the moment of transition from virtual to real state for the order sharply increases.

I actually started this thread hoping someone would give me a hint. But since my rating
But since my rating as a newbie is still zero, none of the old guard has shown any interest in my topic....

The matter is not in the rating but in the fact that we are a little tired of martingale. There is no more or less practical way out of a situation with a set of orders with negative balance...
Nevertheless, I find the topic interesting, as using this technique in a more complex system looks very tempting.
+ possibility to go further and try Portfolio Trading to reduce risks.

Regards, Alexander.

If you know, could you please tell me what are the conditions for the "number of orders per day" in Alpari ? I don't know what to do with them, I don't have a good connection with them online.


Regards - S.D.
 
Vyacheslav:
Sart:
The second pending order is set for a relatively long period of lost communication. After the connection is restored, even if the price reached the trigger level of the second pending order and a little farther (not exceeding the level of the next order) , the normal operation of the program is resumed without any losses. If the price has run beyond the limit of a bit, the program will not be able to enter the normal operation mode. Accordingly, the allowable out-of-order time (depending, of course, on the price movement rate) decreases with a single pending order.

I see, thank you.

Regards, Vyacheslav.

Look at the slightly tweaked EA - it now does not open a trade cycle if Tencansan == Kijansan. Fulfilment of this condition is considered by Ishimoku to be a good equilibrium condition. Where the price will move further is difficult to say, so it is better to wait until the equilibrium is not broken. Do not pay attention to the other changes for the time being. I am preparing to enter the trading cycle, taking into account the fulfillment of all conditions by Ishimoku.

Regards - S.D.
Files:
ish.mq4  34 kb
 

OK, I will put this variant on the demo on Monday as well.

Sincerely, Vyacheslav.

P.S. Already did it, too much temptation to see it in work on the signal change, on the yen-dependent crosses.

 
Sart 17.08.2007 15:14<br/ translate="no"> If you know, could you please tell me what are the conditions for "number of orders per day" at Alpari ?
I don't know, I just don't know. Not everyone here trades on Alpari.

Vyacheslav 17.08.2007 14:46
You could also think about hedge pairs with correlation coefficient -1 and so on...


I think it is better to take pairs that have more life of their own with correlation coefficient close to 0. This way it is more guaranteed that the EA on several pairs will not go into negative balance phase simultaneously, which will weaken the negative momentum and reduce drawdown.
 
Alex-Bugalter писал (а):

I think it's better to take pairs that live their "Lives" with a correlation coefficient close to 0. This is more reliable, the Expert Advisor on several pairs will not enter the negative balance phase simultaneously, which will weaken the negative momentum and decrease the drawdown.

Yes, I agree with you, but I was just too lazy to fix it.

I have been working for 24 hours and yen-crosses have shown good results, let's see how it will be when the signal changes.

Regards, Vyacheslav.

 

One more thing I wanted to say. If the broker will not allow us to work quietly with this EA on the real account, I think we can consider the option of opening market orders depending on the virtual level at which the current price is located. Anyway, the "centre of attraction" for a group of orders lies in the opening price of the first market order and from it we would already set the conditions for opening all of the others - for the first level, it will already be the opening price of the first market order +40 pips or - 40 pips, depending on the signal, then for the second level it will already be +80 pips and so on ... Well, this is the case when "I cannot do it, but I really want to do it".

Regards, Vyacheslav.