Breaking through the morning flat - which pairs? - page 18

 
lasso писал(а) >>

For all Martin's seemingly limitless power, you can only use it if you understand its entire mechanism down to the last comma.
How many people have died......
.................................
By the way, here is an example with pictures how spread (zero) is undervalued and Martin is overvalued in the absence of positive expected payoff.

Das,sss curious, the systematic approach has brought down the top of the illusion :)

 
Reworked the EA, using a function from Kim.
Added comments, and fixed the code a bit.
Now I will optimise it and look at it in general.
Files:
 
Dserg писал(а) >>
Reworked the EA, using the function from Kim.
Added comments, and fixed the code a bit.
Now I will optimize it and look at it in general.
OK, I will report the results here


//Start time at which the EA starts and at which pending orders are closed
I have always considered that all the time variables should be calculated from GMT (timezone)
Since the terminal time varies for all users and the optimization results
will not be actual.
 
OK, that's it guys, the games are over, the work has begun.
Optimised by eurobax from 2000 to 2006, ran from 2000 to 2011 and got:


I.e. the Expert Advisor successfully passed the forward test.
Profitability 1.7 Recovery factor 13.9!
 

Test


Winning trades are 2 times more than losing ones. There is no order of the week days as losing trades
They are: Mon-1, Fri-3, Wed-4, Thu-5, Fri-8 .
During this period (there were different trades, I do not remember them, so just use calendar): Mon, Tues, Wed, Thurs, -16, PT-15.

In total we cut out only trading on Fridays and get: we get rid of 38% of losing trades and lose 33% of profitable ones.
But since Average Profitable and Average Loss: is 82.2 and -133.8 .... it means that loss-making one is worth 62% more (in $) than profitable one.
Generally, in monetary terms our losses from not trading on PT 82.2*7 = 575.4 and reduce losses 133.8*8 = 1070.4

 

I cannot build the same channel as the indicator builds, i.e. the one the EA takes
I don't think I can ever make such a channel.




From the data like this.

 





I think if we take the signal from another indicator, the situation will improve
Maybe the code of the indicator can be inserted in the EA ... //thoughtsaloud

At the stage of construction we use
https://www.mql5.com/ru/code/8417 i-Regr.mq4

https://www.mql5.com/en/code/8016!LinRegrBuf.mq4

 
baltik писал(а) >>

I cannot build the same channel as the indicator builds, i.e. the one the EA takes
Idon't think I canever make such a channel


From data like this.

If we try hard, we can do it.... )))


 
baltik писал(а) >>
Winning trades are 2 times more than losing ones, there is no order by days of week as losing trades
There are: Mon-1, Fri-3, Wed-4, Thu-5, Fri-8 .


On the same topic.
I noticed that the EA tires very much (it's a real typo) at the end of the year. It would be better to prohibit the EA to work on Christmas holidays or disable the Martin during this period.
In real life you wouldn't increase the lot on the fifth of January at flat, would you?

 
lasso писал(а) >>

If we try hard, we can do it.... )))




I agree that any donkey can be pulled by the ears :)
here's the next joint