Breaking through the morning flat - page 3

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I wrote code for automatic transition

I have not yet built it in but it's a work in progress

for now I put the start of the European session SUMMER and WINTER in the parameters

 
YuraZ:
I wrote code for automatic transition

I have not yet built it in but it's a work in progress

for now I put the start of the European session SUMMER and WINTER in the parameters

And what about the beginning of the Asian session? Or everything from 00:00 to the beginning of the European is the Asian session?
 
by looking up the history
Lemyx:
YuraZ:
I wrote the code for the automatic transition

I have not yet built it in but it's a work in progress

For now, I put the start of the European session SUMMER and WINTER in the parameters

What about the beginning of Asian session? Or is everything from 00:00 to the start of the European session the Asian session?

Good afternoon!



You are partly right. Of course, the session does not start exactly at 00 hours according to terminal time


Well, you must agree that a session "at me" does not start at 00 hours and "at YOU" at 1


i can't tell you the exact start time? it's hard to judge the start time, i don't rush to the keyboard when i come to work in the first minutes

i take my clothes off, i drink my tea, i share my first news with my colleagues

i think most people in the world don't start at 0700 hours or 0800 hours sharp.

so the starting hour of the session is hard to determine.


looking at the history ... determined that the European momentum is statistically very strong

the Asian session is statistically sluggish,

the momentum starts when the European offices open


The exact start of the Asian session is not important to me - it's more important to give a clearer start to the European



GMT= Tokyo = TERMINAL (every terminal has a different value, I chose LITE)

22 = 07 = 00 (of course I think it is unlikely that 07 hours is the start of the session)

23 = 08 = 01

00 = 09 = 03

01 = 10 = 04

02 = 11 = 05

 
paukas:
KimIV:
paukas wrote (a):
And another important question. What was the start of the movement measured from?
From nothing. I investigated sequences (combinations) of daily and hourly bars.
What do you mean by nothing? The inertia of a movement can be detected only by setting the starting point of the movement. For example, if the price has passed x points from the open bar, then the bar will close at y points. It is approximately like this. Or from not from an open bar, but from the extremum of the previous one, etc.

I agree with paukas, the eura is the most inert. When the movement exceeds a certain threshold at certain times of the day it keeps moving and it has been working for a long time. And this threshold is saved in points, despite the fact that in % it was changed a lot. And putting out the right statistics is similar to putting out a system.

 

Morning

XXXUSD USDXXX pair analysis



entry criteria

1 at the beginning and at the end of the Asian session the USDXXX moves upwards XXXUSD moves downwards

2 Euro breaks through a downwards flat

3 CHF blows flat upwards

4 gold breaks through a down flat

5 pound breaks through the flat downwards

6 nzdusd breaks through flat upwards

7 audusd lowers through flat

8 usdcad goes to flat upper boundary



there are enough criteria for a buy CHF sat EUR stronger entry

take half of the trade guaranteed 161% move it into boo and move the take


similar on EUR






 
KimIV:
Nonsense, Yura! I have tested this on different combinations of pairs. There are profits, but deep drawdowns. For me it is unacceptable.

Igor, the method works... But it requires additional analytics

which is difficult to implement in an automated system.

Automatically I see the possibility of simultaneous breakthrough of EUR and CHF

Entries of course not every day


It's partly realistic, it's even possible to create a semi-automatic machine.


i use the method for about 2 years ... as one of the short intraday entry options

i learnt it here at the forex-master v


i practiced it on the real account in 2007 for 8 months, 140 trades, 3 craps, 400% p.a.

risk was Lot = (EQUITY/CONSTANT1) / 2 ) sometimes Lot = (EQUITY/CONSTANT1) )

constant1 = 12000-15000

there were quite a few such entries



 
Avals:
paukas:
KimIV:
paukas wrote (a):
And another important question. What was the start of the movement measured from?
Not from anything. I investigated sequences (combinations) of daily and hourly bars.
Like from nothing? The inertia of a movement can be detected only by setting the starting point of the movement. For example, if the price has passed x pips from the open bar, then the bar will be closed at y pips. It is approximately like this. Or from not from an open bar, but from the extremum of the previous one, etc.

I agree with paukas, the eura is the most inert. When the movement exceeds a certain threshold at certain times of the day it keeps moving and it has been working for a long time. And this threshold is saved in points, despite the fact that in % it was changed a lot. And posting the right statistics is similar to posting a system.

That's not surprising. People are guided by pips, not %%. As they put a stop at 100 pips from the entry, for example, they still do.
 
YuraZ:
KimIV:
Nonsense, Yura! I tested it on different combinations of pairs. Profits are there, but deep drawdowns. Unacceptable for me.

Igor, the method works...

Of course it works... I agree with you... Only I failed to reduce the drawdown to an acceptable level for me. And I tested full auto on the interval from 2001 to 2006.

 
KimIV:
YuraZ:
KimIV:
Nonsense, Yura! I checked it on different combinations of pairs. There are profits, but deep drawdowns. Unacceptable for me.

Igor, the method works...

Of course it works... I agree with you... Only I failed to reduce the drawdown to an acceptable level for me. And I tested full auto on the interval from 2001 to 2006.

I also tested it - I would say the goal was not to create an Expert Advisor, but to check the pattern for manual or semi-automatic trading

if you want to create an automated or semi-automated robot

it should work on one or two pairs

With the analysis of at least 2 pairs such as CHF EUR + read a few more pairs, by JPY and EURJPY you can catch the beginning of the movement.

If the signals come from a group of pairs, the entrance can be harder in terms of MM

i see what happened today ! broke through the flat of the group. it means almost 100% entry, at least for short and medium term targets


 

YuraZ писал (а):

I also checked - I would say the goal was not to create an Expert Advisor, but to test a pattern for manual or semi-automatic trading

If you write an automated or semi-automated

it should work with one or two pairs

It is possible to use analysis of at least 2 pairs such as CHF EUR + read a few more pairs, by JPY and EURJPY you can catch the start of the movement.

If the signals come from a group of pairs, the entrance can be harder in terms of money management.

this is how it was today! broken through the flat, entry is practically 100%, at least for the short and medium term



I have worked hard here and created an EA that enters in the manner described by YuraZ.

It meansit does nothing during the flat when the time comes, it calculates its levels.

Two pairs are analyzed simultaneously: euro-usd and usd-chief. If there are breakdowns of their levels in different directions (the number of pips to be passed after the breakdown is set using a parameter), this is a signal to open orders.

Orders are opened only for EUR-USD. Two orders are opened simultaneously. When the price reaches 161% of the flat range, one is closed, and the second is transferred into the Buy.

The second order is secured by trailing stop-loss. At the end of day, all open orders are closed.
.

This is what we have here:


morning_flat_v1.1
Alpari-Demo (Build 211)


SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.02.01 00:00 - 2007.09.28 22:45 (2007.02.01 - 2007.10.01)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersMorningHours=9; DeltaPips=8; Pair1MaxMorningD=40; Pair2MaxMorningD=40; RiskPercent=5; GlobalBuyStopLoss=60; GlobalSellStopLoss=60; BuyTakeProfit=100; SellTakeProfit=100; TrailingStep=5; Slippage=1; UseMyMinLot=0.02;
Bars in history17336Modelled ticks716204Modeling quality90.00%
Chart mismatch errors0
Initial deposit1000.00
Net profit231.00Total profit1158.00Total loss-927.00
Profitability1.25Expected payoff1.52
Absolute drawdown60.00Maximum drawdown415.00 (28.68%)Relative drawdown28.68% (415.00)
Total trades152Short positions (% win)70 (51.43%)Long positions (% win)82 (62.20%)
Profitable trades (% of all)87 (57.24%)Loss trades (% of all)65 (42.76%)
Largestprofitable trade126.00losing transaction-82.00
Averageprofitable deal13.31losing trade-14.26
Maximum numbercontinuous wins (profit)12 (75.00)Continuous losses (loss)10 (-69.00)
MaximumContinuous Profit (number of wins)152.00 (2)continuous loss (number of losses)-199.00 (8)
Averagecontinuous winnings4Continuous loss

3





What are your ideas?




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