Shall we play an interesting game? - page 10

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Avals писал(а) >>

Attempts depending on the day of the week:

Net profit: 11260

Profitability: 3.64

Deals: 251

Optimal values:

Interestingly, the optimal period rises linearly from Monday to Wednesday (86,126,166) and then falls sharply on Thursday and even lower on Friday

You can consider not just the day of the week, but also depending on the 4 o'clock. The optimal periods look something like this

on the abscissa axis, the hour of the day from Monday at 0:00 to Friday at 20:00.

Profit rises to about 18t and PF>4, but this is a clear memory

There you go. And my idea has been reached.

 
Avals писал(а) >>

Attempts depending on the day of the week:

Net profit: 11260

Profitability: 3.64

Deals: 251

Optimal values:

Odd. One order, a fixed lot and a block strictly from the first post?

I have a total of 127 trades

For

      int DayWeek = TimeDayOfWeek(Time[1]);
      switch( DayWeek)
      {
       case 1: Per = 86; break;
       case 2: Per = 126; break;
       case 3: Per = 166; break;
       case 4: Per = 20; break;
       case 5: Per = 10; break;
       default: Per = 0; break;
      }
 
Avals >> :

Attempts depending on the day of the week:

Net profit: 11260

Profitability: 3.64

Deals: 251

Optimal values:

Interestingly, the optimal period rises linearly from Monday to Wednesday (86,126,166) and then falls sharply on Thursday and even lower on Friday

You can consider not just the day of the week, but also depending on the 4 o'clock. The optimal periods look something like this

on the abscissa axis, the hour of the day from Monday at 0:00 to Friday at 20:00.

Profit increases up to ca. 18t and PF>4, but this is a clear memory

Finally some interesting ideas are coming up. I'll have to think in that direction too, as I've wanted to dozens of times but never got around to it. Thank you.

 
SergNF писал(а) >>

Strange. One order, a fixed lot and a block strictly from the first post?

I have a total of 127 trades.

For

yes, sorry... those were the results of a slightly modified strategy: at some time of day the period is my own, and at other times the default depending on the day of the week (86,126,166,21,11). It's all the same - fitting :)

 
Avals писал(а) >>

It's all one thing - fitting :)

For me, in 2007 (I have such a database at hand that from 1999 to late 2008 everything from minutes to H4 and a bunch of characters) the results weren't bad.

Well that's the game, albeit with a degree of "no joke".

 
SergNF писал(а) >>

For me, in 2007 (I have such a database at hand that from 1999 to the end of 2008, everything from Minutes to H4 and a bunch of characters) the results were not bad.

Well, it's a game, albeit with a degree of "no joke".

Where is your base?

Who's the DC?

 
Domynus писал(а) >>

Where is the base from?

Who's the VC?

- Basic minutiae from the Alpari website + long time ago I was scouring the internet for earlier data (including selective, semi-manual, paging from Histories) + conversion. Ended up at 90% for all TF.

Now 'dabbling' with these files without mixing

- Alpari

 
How did it end?
 
Vinin >> :
And how did it end?

>> We've had enough!

 

There is a suggestion to do it again. Only with the tipsters posted. I liked it.

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