Stochastic indicator. A curious observation. - page 15

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mox писал(а) >>

VBAG wrote(a) >>
Unipolarity of indicator - can be fixed:
- The default indicator uses High and Close formed by Bid - that's the whole point. This is a gross mistake!!! Especially for stochastics!!! And especially on small periods!!!
I'm not a programmer, don't judge severely, I improved the standard stochastic for myself. It works properly:

stochastic-stochastic I can't figure out how to trade at all, already going nuts!!!!!

the answer has already been given in this thread, but it's worth repeating

In this case the unevenness is much bigger: for envirops the difference between 0 and 100 is many times more significant than the difference between Haii and Low - which causes disproportion:

solved this way ( MTF_Stoch_Env_v1.mq4):

ExtMapBuffer1[i] = iStochastic(NULL, 0, Stochastic_Kperiod, Stochastic_Dperiod, Stochastic_Slowing,MODE_SMA,0,MODE_MAIN, y)+Stochastic_PlusUP;

i.e. if Stochastic_PlusUP is set to say 10000, the difference between 10100 and 10000 = 1%, which compared to the difference between 100 and 1 (99% or a hundred times more?) has practically no effect on the uniformity of envelopes and eliminates the problem

[Mox]

help

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Galaxy >>:
Ну и сет файл в догонку

(I changed it to ST in the code so when you save it, you have to change it so that the expert works)

FOR JANUARY :

Symbol		EURUSD (Euro vs US Dollar)
Period		5 Minutes (M5) 2009.01.02 06:00 - 2009.02.05 10:25 (2009.01.01 - 2009.02.06)
Model		All ticks (most accurate method based on all smallest available timeframes)
Parameters		MAGICMA=1960; LOT="LOTS:"; Lots=3; MaximumRisk=10; Leverage=500; DEP=0.65; DecreaseFactor=2; TakeProfit=17; StopLoss=150; taimtrend=5; INJUNCTIONS="PMA MACHINE K D P STOCHASTIC :"; K=15; D=3; P=3; J=3; PMA=30; OTHERS="; TrailingStop=5; UB=10; US=90; BUI=1; SELL=1; CloseB=1; CloseS=1; PRICE=0; PRICETREND=1; CODA=0; start=1;

Bars in history 7858
Modelled ticks 506847
Modeling quality 90.00%
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 184706.84
Total profit 184706.84
Total loss 0.00
Profitability
Expected payoff 3078.45
Absolute drawdown 799.20
Maximum drawdown 73000.00 (46.58%)
Relative drawdown 91.50% (2160.60)
Total trades 60
Short positions (% wins) 23 (100.00%)
Long positions (% win) 37 (100.00%)
Profitable trades (% of all) 60 (100.00%)
Loss trades (% of all) 0 (0.00%)
Largest
profitable trade 13000.00
Deal Deal loss 0.00
Average
Deal 3078.45 is a profit
losing trade 0.00
Maximum number
Continuous wins (profit) 60 (184706.84)
Continuous losses (loss) 0 (0.00)
Maximum
Continuous Profit (number of wins) 184706.84 (60)
Continuous loss (number of losses) 0.00 (0)
Average
continuous winnings 60
Continuous loss 0

PARAMETERS TO THE MAXIMUM !!!

(SORRY, FOUND A MISTAKE IN THE CODE SO NOW CORRECTED AND REPLACED THE EXPERT )

[Roman Kutemov]

sllawa3 >> :

NICE TURNTABLE ...( I RENAMED IT TO ST IN THE CODE SO WHEN YOU SAVE IT, RENAME IT TO MAKE THE EXPERT WORK)

FOR JANUARY :

Symbol		EURUSD (Euro vs US Dollar)
Period		5 Minutes (M5) 2009.01.02 06:00 - 2009.02.05 10:25 (2009.01.01 - 2009.02.06)
Model		All ticks (most accurate method based on all smallest available timeframes)
Parameters		MAGICMA=1960; LOT="LOTS:"; Lots=3; MaximumRisk=10; Leverage=500; DEP=0.65; DecreaseFactor=2; TakeProfit=17; StopLoss=150; taimtrend=5; INJUNCTIONS="PMA MACHINE K D P STOCHASTIC :"; K=15; D=3; P=3; J=3; PMA=30; OTHER="; TrailingStop=5; UB=10; US=90; BUI=1; SELL=1; CloseB=1; CloseS=1; PRICE=0; PRICETREND=1; CODA=0; start=1;

Slava, please write down what the following variables mean: CloseB=1; CloseS=1; PRICE=0; PRICETREND=1; CODA=0; start=1; .

Your ideas are good but you have to study the code to understand the idea completely.

[[Deleted]]

Stells >> :

Slava, please write down what the following variables mean: CloseB=1; CloseS=1; PRICE=0; PRICETREND=1; CODA=0; start=1; .

Your ideas are good, but to understand the idea completely I have to study the code.

KLOSE - CLOSE BUY AND SELL ( WHEN THE SIGNAL CHANGES TO THE OPPOSITE ) . PRICE ( 1 OR 0 ) MOD MINE LINE AND MOD SIGNAL LINE ( TREND LINE OR SIGNAL LINE ) . PRICE - CHOICE OF TREND LINE (TREND LINE OR SIGNAL LINE) ( CODE - CLOSING FORCED DAILY ( AT THE END OF EVERY DAY 1 OR 0 ) START - INITIALIZATION OF ADVISOR

[Paha]

Sllawa! Take a look at these developments, Superstoch might help! The idea there was to use three bundles of 8 stochastics, but how to use it is a question. Or rather, I can understand how to trade using it in manual mode, but an Expert Advisor using it will hardly work! I am interested in your opinion!

[[Deleted]]

mox писал(а) >>

post (edit) was disappearing somewhere - typed again - above on this page

[[Deleted]]

Paha >> :
Sllawa! Have a look at these developments, Superstoch might help! The idea to use three bundles of 8 stochastics, but how to use it is a question. I think I can understand how to trade using it in manual mode, but an Expert Advisor using it will hardly succeed! I am interested in your opinion!

I DON'T UNDERSTAND HOW TO TRADE IN MANUAL MODE ...( AS MANY PEOPLE TALK THE SAME WAY AS YOU DO) I SEE THE DISADVANTAGES IN MY EA ... MY MAIN DRAWBACK IS A LAG IN TREND REVERSAL AND CHANGE OF THE SIGNAL DIRECTION ... (AS I WROTE ABOVE) (AS A CONSEQUENCE, THE DRAWDOWN) AND SKIPPING OPENING POSITIONS WHEN THE STOP LEVEL IS FROM 10 TO 90 ON M1 (OR FROM 20 TO 80, WHICHEVER ONE MAY CHOOSE DURING OPTIMIZATION), BECAUSE OF WHICH TRADES ARE NOT AS FREQUENT AS I'D LIKE THEM TO BE... MAYBE THIS CAN BE CORRECTED BY OPENING SEVERAL POSITIONS (UNIDIRECTIONAL, WITH THE SAME ENTRY CONDITION, BUT SEPARATED BY LEVELS OR DRAWDOWN VALUES OF THE FIRST OPEN...) I.E., THERE IS A PROBLEM WITH TRAWLING ... (THOUGH SOLVABLE, BUT TOO MUCH FUSS ...)

IN GENERAL, IT'S STILL RAW... ( ALTHOUGH IT SHOWS GOOD RESULTS SOMETIMES AND I THINK IT'S A GOOD BASIS FOR FURTHER IMPROVEMENT ...)

WHEN IT COMES TO SUPERSTOCK, WE NEED A PRECISE DEFINITION OF THE ENTRY (AND EXIT ... PREFERABLY) AND I BELIEVE ANY TRADING SYSTEM CAN BE SUCCESSFULLY EXECUTED BASED ON THESE WELL-DEFINED CONDITIONS...

E.g. one of the rework (opening of long open orders when going down already open) (last week's test (before 18.00 on Friday) as always at its maximum, that is, not for real) at 23 hours, already 103 000.

Bars in the history	2351	Calculated ticks	86037	Modeling quality	90.00%
Chart mismatch errors	0
Initial deposit	1000.00
Net profit	75620.28	Total profit	77659.68	Total loss	-2039.40
Profitability	38.08	Expected payoff	301.28
Absolute drawdown	804.60	Maximum drawdown	30352.50 (51.93%)	Relative drawdown	82.22% (903.60)
Total trades	109	Short positions (% win)	213 (78.40%)	Long positions (% win)	38 (100.00%)
		Profitable trades (% of all)	(81.67%)	Loss trades (% of all)	(18.33%)
Largest		profitable trade	4500.00	losing deal	-478.00
Average		profitable deal	378.83	losing trade	-44.33
Maximum number		continuous wins (profit)	73 (64294.38)	Continuous losses (loss)	25 (-1255.20)
Maximum		Continuous Profit (number of wins)	64294.38 (73)	Continuous loss (number of losses)	-1255.20 (25)
Average		continuous winnings	12	Continuous loss	3

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also a little on the subject from FF

Latest Sexy Indi and Guide http://www.forexfactory.com/showpost.php?p=1778464&postcount=1595

Sexy Stochastic Topic http://www.forexfactory.com/showthread.php?t=13321

Melpheos; My bundle of indicators and expert

Spuds Stochastic Thread Theory http://www.forexfactory.com/showthread.php?t=37111

Spud's Predictive MTF Stochastics http://www.forexfactory.com/showthread.php?t=119483

Spud's Multi Time Frame Strategy Guide http://www.forexfactory.com/showthread.php?t=31790

Trading MTF STochastics Manual http://www.forexfactory.com/showpost.php?p=1484265&postcount=1

Nondisclosure00 MTF Stochastics EAs http://www.forexfactory.com/showthread.php?t=40287

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covered the drawdown (below 20 and above 80 )... but the dead zone (20 - 80 on m1 ) is still there... any thoughts on this ?

LAST WEEK'S TEST WITH THE MOST SUCCESSFUL OPTIMIZATION ON THE HISTORY ( I.E. AS THEY SAY - PULLED BY THE EARS OR FITTED TO THE HISTORY... )

Bars in history 2415
Modelled ticks 89824
Modelling quality 90.00%
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 477699.10
Total profit 477699.10
Total loss 0.00
Profitability
Win expectation 7024.99
Absolute drawdown 805.60
Maximum drawdown 188800.00 (50.01%)
Relative drawdown 90.99% (15527.70)
Total trades 68
Short positions (% winners) 46 (100.00%)
Long positions (% winners) 22 (100.00%)
Profitable trades (% of all) 68 (100.00%)
Losing trades (% of all) 0 (0.00%)
Largest
profitable trade 17100.00
losing trade 0.00
Average
profitable trade 7024.99
losing trade 0.00
Maximum
continuous wins (profit) 68 (477699.10)
continuous losses (loss) 0 (0.00)
Maximum
continuous gains (number of wins) 477699.10 (68)
continuous losses (number of losses) 0.00 (0)
Average
continuous gains 68
continuous losses 0