Casting a net of pending orders and catching fish called profit - page 10

 
OlegTs писал(а) >>
It's practically an avalanche, it's to rumata1984

invited...
 
sever29 >>:

пригласил...
How is it different from the EA I posted in the avalanche thread...?
 
rumata1984 писал(а) >>
How is it different from the Expert Advisor, that I have posted in avalanche branch?


What does avalanche have to do with it? When I invented the TK I didn't even think about it:) I suggested to improve drknn's EA . I thought it would be a logical sequel. I'm posting the beginning:):

1) From the current price set a grid of stop orders, from above - buy stop, from below - sell stop. Where the distance of the first order from the price is Delta 1, the distance between the first order and the second order, the second and the third, the third and .... etc. - Delta2. There is no Take and Loss. We put it into variables - Global Take. When Global Take is reached, everything is reset and a new grid is set immediately (with the same parameters).

 
sever29 >>:


Причем тут лавина? Когда изобретал ТЗ и мысли о ней не было:) Тут гридер (лесенка ордеров бай и сел от текущей цены ) Предложил доработку советника drknn, который тут излагал идею, думал будет логическое продолжение. Выкладываю начало:):

1) От текущей цены выставляем сетку стоповых ордеров, сверху- бай стоп, снизу- сел стоп. Где расстояние первого ордера от цены- Дельта1, расстояние между первым орером и вторым ордером, вторым и третьим, третьим и .... т.д. - дельта2. Тейка и лосса нет. Выносим в переменные- Глобал тейк. При достижении глобального тейка, все сноситься и тут же устанавливается новая сетка (с теми же параметрами)

I see now. I will, if I have time. I won't promise, but I'll try.
 
gip >>:
Олег, назови Грейдером, заведи ветку (можно сразу на нескольких сайтах) и отжигай с супер-скринами :) Предложения о продаже, совместном использовании и прочее прочее будут поступать в большом количестве. Повеселимся :)

Fuck you all!!!

I'm not going to make fantasy number two. My point is that with the right approach you can:

a. put in a buy, wait a couple of months and close with a small profit

b. hook a gridiron and enjoy the process;))))))

i prefer the second option

 
rumata1984 писал(а) >>
I see now. I will, if I have time. I won't promise, but I'll try.

>> ok, but it's a start:)
 
sever29 >>:


Причем тут лавина? Когда изобретал ТЗ и мысли о ней не было:) Тут гридер (лесенка ордеров бай и сел от текущей цены ) Предложил доработку советника drknn, который тут излагал идею, думал будет логическое продолжение. Выкладываю начало:):

1) От текущей цены выставляем сетку стоповых ордеров, сверху- бай стоп, снизу- сел стоп. Где расстояние первого ордера от цены- Дельта1, расстояние между первым орером и вторым ордером, вторым и третьим, третьим и .... т.д. - дельта2. Тейка и лосса нет. Выносим в переменные- Глобал тейк. При достижении глобального тейка, все сноситься и тут же устанавливается новая сетка (с теми же параметрами)

It is unproductive to tear down all orders every time. I set up the grid once when initializing the EA, and later, as the price moves, it is only supplemented. If an order works at profit, it is restored in its place, but I have to change a stop order to a limit order and vice versa - limit order to a stop order.

 
khorosh писал(а) >>

It is unproductive to tear down all orders every time. I set up the grid once when initializing the EA, and later, as the price moves, it is only supplemented. If an order works at profit, it is restored in its place but I have to change a stop order to a limit order and vice versa - limit order to a stop order.


i see your point... >> there's one in the back of the book. But now I propose not to close individual positions by takeout, but to demolish everything only when total takeout reaches the whole grid. And to close all the positions by overlapping.
 
sever29 >>:

я Вас понял... в загажнике есть и такой. Но сейчас предлагаю не закрывать отдельные позы по тейку, а сносить все только по достижении общего тейка по всей сетке. А закрывать все позы перекрытием.

By closing the whole grid on a total profit, you will have to start building the grid all over again...

The grid system is based on the assumption that price movement is finite and occurs within a certain range... Knowing the value of the final range, we can calculate the maximum drawdown by selecting the grid step and unit volume for the order... As long as price is inside the range and has at least 1 pullback to the middle of the range, we get an equity profit... If the price moves out of the range, we get a drawdown that increases exponentially.... the new conditions need to be recalculated....

 
kharko писал(а) >>

By closing the whole grid at a total profit, you would have to start building the grid all over again...

The grid system is based on the assumption that price movement is finite and occurs within a certain range... Knowing the value of the final range, we can calculate the maximum drawdown by selecting the grid step and unit volume for the order... As long as price is inside the range and has at least 1 pullback to the middle of the range, we get an equity profit... If the price moves out of the range, we get a drawdown that increases exponentially.... it is necessary to recalculate according to the new conditions....


Are you referring to the limit order grid? Probably yes, as I have a suggestion on stops, working on a breakdown, and just the exit from the range is a 'profit'.