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forex-k писал(а) >>
how do you know where to open?
This is an Expert Advisor for currency pairs. It calculates everything by itself, i.e. where to open and how much lot to trade. It calculates optimum so that either to quickly gain positive spreads and close profitably, or, if something goes wrong, to sit out a drawdown. Drawdowns happen, and sometimes for a long time. The Expert Advisor doesn't use any indicators, everything is calculated only by history.
Initial deposit for the default setting: $10000
Time frame: M1
Pairs should be positively correlated in the long term. The Expert Advisor itself can not check whether the pairs are positively correlated or not.
Pairs must have the same base currency for pips. I.e. EURUSD and GBPUSD will do, since pips are calculated in USD. GBPJPY and CHFJPY are also valid, since pips are counted in JPY. Not valid for EURUSD and USDJPY, because the first pair has its pips in USD, the second in JPY.
It is impossible to install two different Expert Advisors at the same time for which some pairs are the same. The EA does not have magiks. However, if everything is set according to the instructions, there is no need in magicians because almost every brokerage company can select crosses so that the base currency for pips coincides and pairs do not intersect in advisors.
If the default settings, you can select six pairs, which I have at the moment, for testing:
Put the EA on NZDJPY, in the seconds_instrument parameter put AUDJPY
An Expert Advisor for CHFJPY, entering GBPJPY in the seconds_instrument parameter
Put an Expert Advisor on EURUSD, entering GBPUSD in the seconds_instrument parameter
Today in the morning I raised my deposit with these very pairs on the demo +10%.
Сегодня с утра поднял депо этим самыми парами на демо +10%.
Well, that's quite a pisser.) Played crosses, guessed... won +10%. He's gonna lose it all tomorrow.
Ну ни че так писюнчег)) Поиграл кроссами, угадал.. выиграл + 10%. Завтра все сольет.
You'd have to be a complete moron to lose with an advisor like that. I.e. do the opposite. For example, choose pairs with negative correlation or pairs with different base currency in pips. Then the drawdown will not take place until tomorrow, it can occur today.
This EA is not intended for playing with crosses, but for cutting the money or waiting through drawdowns without Validol.
Anyone can check it. The sources are open.
Это советник не для того, чтобы поиграться кроссами, а для того, чтобы рубить бабло или пересиживать просадки без валидола.
Любой желающий может проверить. Исходники открыты.
And you've chopped a lot already??? :)
Чтобы таким советником слить, нужно быть отъявленным дебилом. Т.е. сделать все наоборот. Например, подобрать пары с отрицательной корреляцией или пары с разной базовой валютой по пипсам. Тогда со сливом можно и не ждать до завтра, а получить его уже сегодня.
Это советник не для того, чтобы поиграться кроссами, а для того, чтобы рубить бабло или пересиживать просадки без валидола.
Любой желающий может проверить. Исходники открыты.
I'm fucking nuts... Yuri, you're just out of touch. Figure it out first.
You should set the Expert Advisor on EURUSD, specify GBPUSD in the seconds_instrument parameter
Yuri confidently chops dough and survives drawdowns without Validol by trading EURGBP. But at the same time he manages to overpay for the spread by 2 times.
Cool! ))
Вот советник для валютных пар. Сам все просчитывает, т.е. куда открываться и каким лотом. Расчет оптимальный, таким образом, чтобы либо быстро набрать положительных спредов и закрыться в плюс, либо, если что пойдет не так, спокойно пересидеть просадку. Просадки бывают и иногда подолгу. В советнике не используются никакие индикаторы, все вычисляется только по истории.
Начальный депо для настроек по умолчанию: $10000
Таймфрейм: M1
Пары должны быть положительно коррелированы в долгосрочном периоде. Советник самостоятельно не может проверить, есть имеет место положительная корреляция у пар или нет.
Пары должны иметь одну базовую валюту для пипсов. Т.е. пары EURUSD и GBPUSD подойдут, т.к. пипсы считаются в USD. Подойдут и GBPJPY и CHFJPY т.к. пипсы считаются в JPY. Не подойдут, например, EURUSD и USDJPY, т.к. у первой пары пипсы в USD у второй в JPY.
Нельзя устанавливать одновременно два разных советника у которых единожды какие нибудь пары совпадают. У советника нет магиков. Впрочем, магики, если все ставить по инструкции не нужны, т.к. почти в любом ДЦ, можно подобрать кроссы, так чтобы базовая валюта для пипсов совпадала и при этом у советников пары нигде не пересекались.
Если настройки по умолчанию, то можно выбрать шесть пар которые на данный момент у меня подошли для испытаний:
Ставим советник на NZDJPY, в параметр seconds_instrument прописываем AUDJPY
Ставим советник на CHFJPY, в параметр seconds_instrument прописываем GBPJPY
Ставим советник на EURUSD, в параметр seconds_instrument прописываем GBPUSD
Сегодня с утра поднял депо этими самыми парами на демо +10%.
Thank you for posting this material.
What calculations should be used to select the initial deposit and will there be any differences between the demo and real results?
Alex5757000 писал(а) >>
Reshetov wrote (a) >>
Put the Expert Advisor on EURUSD, put GBPUSD in the seconds_instrument parameter
I`m crazy... Yuriy, you are out of your depth. You have to understand it first.
Yury confidently chops down the dough and has a drawdown without Validol, trading EURGBP. But at the same time he manages to overpay for the spread by a factor of 2.
It is cool! ))
While you were talking, my deposit increased by +2%. So now I'm up +12% since this morning.
Of course, there is some truth in what you're saying. In fact, not to overpay twice for the spread, you should open the main position on EURGBP, and the rest of lots should be closed by crosses on EURUSD and GBPUSD. But it will complicate the Expert Advisor's code. Therefore, I have made a simplified variant with two pairs for the time being.
At the moment the theory is being tested in practice in such a primitive variant where there is an obvious overpayment of spread. And, as you have correctly noticed, it's double because only spreads are used. But if the theory works in such a simplified form, it makes sense for further refinement of the Expert Advisor.
Спасибо что выложили такой материал.
А исходя из каких расчётов нужно выбирать стартовый депозит и будут ли расхождения в результатах демо с реалом?
You're welcome!
According to my estimation, the starting deposit should be taken in such a way that the drawdown was within 5% of the deposit, and of course there was enough margin. But these are preliminary calculations. To specify them, we need to watch the equity curves for a while.
Of course there will be differences between demo and real. I would be very surprised if there were none.
И вы много уже нарубили??? :)
I hate people who like to count money in other people's pockets.
What the fuck do you care how much I've chopped or squandered? Both are mine.
Or are you an I.R.S. Cock? Stopping by, snooping around, asking around?
Yuri, it's not about overpaying the spread, that's just my point.
The point here is that by opening in different directions on GBPUSD and EURUSD (or in the same direction on e.g. EURUSD and USDCHF), even though there is high correlation between them, you are not entering a hedge - you are simply trading a cross. Only through the dollar, overpaying for it. Here, for the sake of interest, open the cross chart and see that all your profitable trades for today were opened in the direction of the cross. Otherwise, there would have been a loss.
Stat Arb with currencies has perfectly implemented and laid out in the sources getch, for which he gets a lot of respect.