EA N7S_AO_772012 - page 60

 
mpeugep писал(а) >>

SHOOTER777, did you not like what I wrote in the letter in my personal letter, or is there no time?

sorry! just noticed, haven't read it yet. Write here, or just point out here that there's a message in private. Not much noticeable there.

 
Sorry, everyone. nord, mpeugep, TarasBY, Axmed etc. I didn't see your e-mails, so I didn't reply. I will reply.
 

In the meantime, this week's report. Why so early? See below...

This week's trading ended early again, on Thursday morning. As soon as equities exceeded $500, positions one after another (5 out of 8 instruments were opened) have closed on $537 profit. This week all the instruments were profitable, though EUR/JPY and Aussie did not make any profit. EUR/GBP was excluded due to poor optimization results. There were some more nuances - set wrong slip settings at the beginning (first trades were lost because of it), terminal freezing (three times, I don't know how to fight it(), PC freezing (two times), sets reset to zero - I was always there and quickly fixed it.

 

Attaching the transaction report, if interested

 

nord, mpeugep, TarasBY, Axmed etc.

While I'm at it, I'm asking for permission to reply not in person, but as usual here, maybe others will be interested as well.

 
SHOOTER777 >> :

nord, mpeugep, TarasBY, Axmed and others.

I ask permission to answer not in private but here as usual, it may be interesting for others.

Yeah, sure, you can do it here. >> I don't mind.

 
mpeugep писал(а) >>
mpeugep wrote >>

I have a suggestion for upgrading your EA, if you are interested, of course. I am just not particularly good at programming and I cannot do what I want myself.

I would like to add to my EA the possibility to enable/disable the use of martingale. I noticed that the Expert Advisor chooses entry points after optimization quite well, but it often rolls back...

Could we make an open position with a pullback to an unwanted side and in n points open a position in the direction of the previous one, but p-times bigger in volume than the first one, and still have a limit on the number of open positions?

I also noticed, that if I open a second (opposite) position with a new signal, it won't be opened until the first one is winning or closing, is there any way to fix it?

I tried to do it myself but it does not work correctly.

Now I am using the old version of your EA. I've replaced AO with two averages, for which periods are also optimized on the history, added trawl and changed the time domain for CFD.

If I wanted to use martingale, I would optimize my Expert Advisor with it turned off and would need to turn it on when adding it to a chart.

There is an old version of your EA and there are a couple of examples of such martingale, if you are interested and if you have time, could you help with this implementation?

Very much looking forward to hearing from you.

Ok. I have no problems with programming, not AS Pushkin, of course, I don't do custom coding, but I'm good with MQL4. There are only two problems, the first is to build the task accurately. My own ideas are well structured first in my head, then on paper, then in my code, and I often skip this stage. Other people's ideas require a more thorough digestion. And, the second is time, a certain amount of it. And another small problem is Martingale itself and my attitude to it is not the best.

Firstly, which version is used. What external parameters to add, what rollback there is, etc. I don't see any major difficulties.

 
mpeugep писал(а) >>

А еще я заметил, что если открывается вторая позиция(противоположная) по новому сигналу, то она не тралится до тех пор пока первая поза не выйдет в плюс или не закроется, можно как либо это исправить?

This bug has been fixed since some version, I don't remember.

Remove unnecessary return(0) operator in trl() function and everything will be OK.

I recommend that you try to use version M5.

It is not yet perfect and still contains logical errors, but it gives good results.

I don't make corrections for the sake of purity of the experiment.

 
SHOOTER777 >> :

Ok. I don't have any problems with programming, I'm not an AC Pushkin, of course, I don't write for custom orders, but I am good with MQL4. There are only two problems, the first is a clear problem. My own ideas are well structured first in my head, then on paper, then in my code, and I often skip this stage. Other people's ideas require a more thorough digestion. And, the second is time, a certain amount of it. And another small problem is Martingale itself and my attitude to it is not the best.

Firstly, which version is used. What external parameters to add, what rollback there is, etc. I don't see any big difficulties.

I'll write up clear rules and post them here for review. Martin isn't much of a fan either, but sometimes it helps, so I think it's worth a try.

 

As I understand z and z parameters are peculiar filters for input (i.e. from current TF, who has m1...m15)

so here is a proposal to optimize

do not have 2 groups of parameters but 4, i.e. for each x and y

but optimize a half by the script and a half by the Expert Advisor

The article "Statistical Analysis of Market Prices and Market Forecasts" practically has it all.

the script gathers bars satisfying the following condition

.... from the article

Mathematically we can denote P(t) as a green line and L(t) as a red line where t is the bar number from the initial bar (upwards in time). Then for a fixed Take Profit (TP) and Stop Loss (SL) we can write condition of reaching Take Profit tP<tL (condition of Buy Entry). And it means that P(tP)=TP, L(tP)<SL (at the moment tP the take profit has already been reached, but the stop loss has not been reached yet).

... the stop loss has already been reached (during the optimization of x and y parameters)

we need to find the bars with the higher probability of reaching the profit (at the specified Stop Loss)

bar numbers (their times) are then written to the file and (another) Expert Advisor retrieves this file and stores it in its memory

this is followed by optimization of z parameters using the algorithm of the EA the branch is devoted to

but here is how

it sets the profit 5-10 times less than the stop

then we select z parameters for x and y separately, since according to the article terminology the arrays M1 are different (for buying and for selling)

if there is a signal to enter (permission) then open a position

then check the time of the signal with the time in the M1 array (according to the strategy terminology)

if the time is in the array then leave the deal until we reach profit

if there is no time, then close (do everything in one tick), then we get a loss equal to the spread

to optimize the maximum number of profitable deals

we finally get "reasonable" parameters

I have not yet found time to implement it, but I think it is a worthy idea