Avalanche - page 42

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khorosh
 Could you please provide more information:
1. The size of the chosen corridor.
2. Number of "flips" in the longest series.

Thank you.
 
And drawdowns... In general it was easier to post a picture not only of the chart, but also of the statistics...
On the chart you can visually see that the first sniff down is very large... The drawdown is clearly over 50%. if not 70. I.e. one or two more flips and Kolya would have come in.
 
Just for fun, ran it in visual mode... corridor 20 p. profit 10.
Depo 1000 lot 0.01. I.e. profit 1 quid.
Didn't have enough margin to open another position already on the second day :)
 
I think improvements can be tried in this methodology:
1. the width of the corridor (a small adjustment).
2. Soften the MM. For example, apply the labouchere principle.
3. To enter no earlier than the formation of the next candle/bar.

So far I have a vague idea of it all, but I have a desire to implement it...
 
Increased the depot to 5,000. Lasted almost a year:)



 
lexandros
Judging by the graph you are using a different algorithm from the proposed one.
The proposed methodology will have one "cliff" at a time. You, on the other hand, have a gradual drain.
In other words, either you have forcibly limited the number of "reversals" or you are using your own algorithm.
 
Of course... I have limited the number of orders.
parameter max_orders
The algorithm is exactly as suggested by the topicstarter. You can run it in the tester in visual mode and verify it.
I have limited max_orders to 10 orders. At the tenth U-turn the lot increases 1024 times!
The topicstarter suggested limiting it to three, four-turns altogether - i.e. it would simply drain much faster.
The way to check the maximal profitability of a forex broker is to check the maximal profitability of a forex broker.
In addition, there is a limit on the maximum possible lot.

In general - the EA of this (toy) I wrote just to stop running around here. namely, the fact to prove that this strategy will kill any depo with a hundred percent probability. how long it will die - depends only on the size of the initial deposit. but the end result will not affect it in any way ...
with an initial deposit of a million and a cent lot, it might last a couple of years... but will make a couple thousand:) which is negligible from a million.
 
goldtrader >>:

Джон, кто Вас зомбировал?
Очень качественная работа.

lexandros wrote about his actual trading. If you think he lied, questions to him, not to me.

 
hmmm... I don't see the connection between my story and the gold trader's post :)
 
lexandros >>:


Так вы минус то посчитайте:)
висящий между ордерами... хехе... помноженный на неоднократно геометрически увеличенный лот... если в данный момент цена находится где то в середине...
то нетрудно прикинуть... залог то вам вернут
но вот убытки вам не вернет никто. 0.1+0.2+0.4+0.8+1.6=3.1 (это пять шагов всего) т.е. вероятность получить такое крайне высока... на любом коридоре в качелях - будет 7-8 а то и 10... даже на месячной статистике. но возьмем идеальный вариант - 5 шагов...
выходим... предполагаем идеальный случай - что выходим именно посередине коридора - минимальный убыток
т.е. при предположении коридора - 40 п. получаем 3.1*20п убытка... т.е. 620 баксов чистого слива...
и это только на 5 шагах
I suggested exiting after three reversals. Five is what you came up with. 0.1+0.2+0.4 = 0.7
In the middle of the corridor is not an ideal case, because the opposite volumes are not equal and not balanced. But even so, 0.7x20 = $140 loss (scale taken from your example). That being said:
lexandros >>:
ZS: while... a good deal will yield only 40*0.1=40 quid profit...

ONE single time with MINIMUM (in your example) volume.

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