Grail. The puzzle is an interesting theme. - page 4

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By the way, I worked with 3_Level_ZZ_Semafor_1 and when I tried to write an Expert Advisor using its signals there were problems with it (it seemed to have values in the buffer that don't display or something else - I don't remember, it was long ago). I would recommend ZUP (if you haven't heard of it before - a bunch of Zigzags put together).
Files:
zup_v75.rar  53 kb
 
seifer:
By the way, I worked with 3_Level_ZZ_Semafor_1 and had some problems with it when trying to write an Expert Advisor that uses its signals (it seems that its buffer stores values that are not displayed or something else - I do not remember, it was long ago). I'd recommend ZUP (if you haven't heard of it before - a lot of Zigzags put together).
The semaphore expert, as I see it, should not be written at zero bar, but after 1-2 bars or in aggressive trading we should place orders at 0 bar Sell stop minus 20-30 points from the market (at number 3 from above) and Buy Stop accordingly. When the market moves backward, this order should be pulled up in the manner of a trailing stop, simultaneously removing the previous one. The number "3" at the top/bottom can be written through the moving aids, e.g. sell EMA5>EMA21. I apologize for the sloppy code. If a stop above the resulting hai/low, put a stop and, when the order triggers in profit, sharply place the stop at the breakeven point. Exit by the opposite number "3" or by trailing.

I have problems with zip, though. Maybe you can send me the usual mql code?

 

Personally, I used to use ZigZag taubera in ZUP. Although lately I was disappointed in it - it re-draws a lot at the moment of strong movements (at news releases etc), so there are some nuances here too. I am currently working on my own Zigzag, which would not re-draw. In general, I liked the idea proposed by Kharko .

Files:
czigzag.mq4  5 kb
dt_zz_nen.mq4  5 kb
swing_zz_1.mq4  13 kb
zigzag_new_nen4.mq4  10 kb
zup_v75.mq4  326 kb
 
seifer:

Personally, I used to use ZigZag taubera in ZUP. Although lately I was disappointed in it - it re-draws a lot at the moment of strong movements (at news releases etc), so there are some nuances here too. I am currently working on my own Zigzag, which would not re-draw. In general, I liked the idea suggested by Kharko .

I like his idea too, he promised to tweak the code today. Thanks for the indies - I will have a look for sure.

 
Code tweaked....

first test results...


ElitejeFibovTraderlv
Alpari-Demo (Build 215)


Symbol GBPJPY (Great Britain Pound vs Japanese Yen)
Period 1 Minute (M1) 2007.01.02 08:00 - 2008.04.04 22:59 (2007.01.01 - 2008.04.06)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters MagicNumber=100; Slippage=4; TradeAgainAfterProfit=true; LevelOffset=100; LevelDistance=100; StopLoss=150; MoneyTakeProfit=2000; Lots_Level_1=1; Lots_Level_2=1; Lots_Level_3=2; Lots_Level_4=3; Lots_Level_5=5; Lots_Level_6=8; Lots_Level_7=13; Lots_Level_8=21; Lots_Level_9=34; Lots_Level_10=55; Lots_Level_11=89; Lots_Level_12=144; Lots_Level_13=233; Lots_Level_14=377;
Bars in history 452626 Modelled ticks 5636390 Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 100000.00
Net profit 89624.47 Total profit 366261.86 Total loss -276637.39
Profitability 1.32 Expected payoff 155.60
Absolute drawdown 2381.36 Maximum drawdown 21553.31 (10.96%) Relative drawdown 10.96% (21553.31)
Total trades 576 Short positions (% win) 306 (62.75%) Long positions (% win) 270 (62.22%)
Profitable trades (% of all) 360 (62.50%) Loss trades (% of all) 216 (37.50%)
Largest profitable trade 2274.92 losing transaction -1631.64
Average profitable deal 1017.39 losing deal -1280.73
Maximum number continuous wins (profit) 12 (12370.70) Continuous losses (loss) 9 (-11331.60)
Maximum continuous profits (number of wins) 12370.70 (12) Continuous loss (number of losses) -11331.60 (9)
Average continuous winnings 4 continuous loss 3

Files:
elitejefibovtraderlv.mq4  22 kb
 
kharko:

first test results...

To understand something, it would be good to recalculate expectation in pips per 1 lot. My inner voice tells me that 155 with such an aggressive lot build up - it will be less than spread. What are we talking about then?
 
timbo писал (а):
To understand something, it would be good to calculate expectation in pips per 1 lot. My gut tells me that 155 with such an aggressive lot increase will be less than the spread. What are we talking about then?
These are the first test results.... I put in the first values of Stooplos and distance...

I assure you your inner voice is cheating... I've now put it on optimisation with a constant lot... Preliminary results are even higher... so far the maximum mate expectation is 295...

Opening positions with a constantly increasing lot only hurts ... Closing positions happens on a pullback and therefore the maximum lot will always give a drawdown....

The program has a lot of potential... You could call it the Holy Grail...
 
kharko:

opening positions with a constantly increasing lot only hurts ... Positions are closed on a pullback and therefore the maximum lot will always give rise to a drawdown....

О! Finally there is some good thinking in the thread. Compare with the first post and "feel the difference".

Good luck!

 
kharko:
timbo wrote (a):
To understand something, it would be good to recalculate expectation in pips per 1 lot. My inner voice tells me that 155 with such an aggressive lot build-up, it will be less than the spread. What are we talking about then?
These are the first test results.... I put the first available values of Staples and distance...

I assure you your inner voice is lying... I put it on optimization now with constant lot... Preliminary results are even higher... so far the maximum mate expectation is 295...

Opening positions with a constantly increasing lot only hurts ... Closing positions happens on a pullback, and therefore the maximum lot will always give a drawdown....

The program has a lot of potential... You could call it the Holy Grail...
the parameters for testing are slightly wrong. Of course, the step of lots must be more than the stop loss, if anyone has noticed, I've done in stop/step ratio - 0.6, ie, 40 * 0.6 = 24 or 50 * 0.6 = 30 This is optimal, otherwise the large stop closes. To avoid stops (if possible) and talked about the need for indices, not only for entry points, but also for exit points. And another thing - we open positions with one lot, while the profit limit is 2000 quid for this potential! Ridiculous, gentlemen. Increase it to 100000.
 
ElitejeFibovTraderlv
MetaQuotes-Demo (Build 215)

Symbol GBPJPY (Great Britain Pound vs Japanese Yen)
Period 1 Minute (M1) 2005.01.03 00:07 - 2008.03.26 23:59 (2005.01.03 - 2008.03.27)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters MagicNumber=100; Slippage=4; TradeAgainAfterProfit=true; LevelOffset=100; LevelDistance=100; StopLoss=150; MoneyTakeProfit=2000; Lots_Level_1=1; Lots_Level_2=1; Lots_Level_3=2; Lots_Level_4=3; Lots_Level_5=5; Lots_Level_6=8; Lots_Level_7=13; Lots_Level_8=21; Lots_Level_9=34; Lots_Level_10=55; Lots_Level_11=89; Lots_Level_12=144; Lots_Level_13=233; Lots_Level_14=377;
Bars in history 1176567 Modelled ticks 11829584 Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 100000.00
Net profit -20764.34 Total profit 443695.56 Total loss -464459.90
Profitability 0.96 Expected payoff -26.02
Absolute drawdown 32073.36 Maximum drawdown 36873.46 (35.18%) Relative drawdown 35.18% (36873.46)
Total trades 798 Short positions (% win) 405 (52.35%) Long positions (% win) 393 (55.98%)
Profitable trades (% of all) 432 (54.14%) Loss trades (% of all) 366 (45.86%)
Largest profitable trade 2644.34 losing deal -1761.52
Average profitable deal 1027.07 losing transaction -1269.02
Maximum number continuous wins (profit) 10 (10395.19) continuous losses (loss) 11 (-14331.34)
Maximum Continuous Profit (number of wins) 10400.64 (9) Continuous loss (number of losses) -14331.34 (11)
Average continuous winnings 4 continuous loss 3


And this is what the test I did looks like, seems to be the same parameters.
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