Avalanche - page 65
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Здесь многое ещё зависит от способа выхода из рынка. У меня используется простой, я его описал выше. Можно сделать по варианту предложенному JonKatana или сделать расчётный ТП с использованием фибо уровней. Есть ещё над чем поработать. Возможно результат будет совсем другой. Ваша кривая мне не очень понравилась из-за большой неравномерности прибыли по времени.По сути львиная доля прибыли получена в результате нескольких входов.
Well, if the price passes 500 points within a trading session, and the lot is relatively big, why should I cut at the first pullback if I can take it all?
Well, if the price passes 500 points within a trading session, and the lot is relatively big, why should I cut at the first pullback if I can take it all?
>> I agree. Do you have an exit by trailing?I wrote such an advisor and started such a thread https://www.mql5.com/ru/forum/112104
It's been a year and a half...
What are the results, impressions?
Полтора года минуло ...
Каковы результаты, впечатления?
Of course, if you are lucky, you can make a fortune, all it takes is one unsuitable market condition and there will be nothing left of the deposit. Of course it is possible to make some stops to limit the growth of lots, etc. etc., but this is not a break-even system and a normal system (i.e. opening one order with stops) is much more attractive in this case
Согласен. У вас выход по трейлингу?
No, all trades are closed after 24 hours, in principle you can play with the exits, in general the Expert Advisor was written to test the article https://www.mql5.com/ru/articles/1575:) Now I just added an avalanche))))1) For example, you have placed an order at a distance of 40 pips (z), and you want to take a profit after the price has passed 5 pips (w) beyond the boundary of the band:
y = 40 / 5 + 1 = 8 + 1 = 9 (if the initial volume was 0.1, then you need to place an opposing order of volume 0.1 x y = 0.1 x 9 = 0.9)
2) If you want to estimate the distance the price will have to go from the border of the channel to the breakeven point, the same formula applies: w = z / (y - 1).
For example, volume multiplier y = 3, distance between orders z = 40:
w = 40 / (3 - 1) = 40 / 2 = 20 (price has to travel 20 pips from the corridor boundary before starting to take profit)
3) If you need to calculate the distance between the orders with the chosen multiplier of volumes and distance to breakeven, the formula looks like this: z = w x (y - 1).
For example, y = 5, distance to breakeven w = 20, then:
z = 20 x (5 - 1) = 20 x 4 = 80 pips.
To avoid this, we should enter not in the centre of the channel, but on its border. The algorithm is simple: we place the same two orders from the current price, but multiplied by the zoom factor (in the classical case, 2), at a distance of the entire width of the channel each (in the example, 40 points up from the price and 40 points down from the price). And two more orders of initial (not increased) volume - Buy and Sell at the current price are opened. When the price passes 40 points in any direction and activates an order (for example, Buy Stop), the profitable order is closed (in this case Buy) - and a classic avalanche is left (the triggered order (in the example Buy Stop) becomes one boundary, while the uncovered initial volume (Sell in the example) becomes the second boundary).
But at the same time you have already made a profit of 40 pips! This compacts and speeds up trading, allowing you to avoid idle price passes - you are in the game all the time, and collecting the maximum number of pips.
mig34 has come up with a very useful way of removing the idle move when entering the market. Usually the Avalanche entry is made in the centre of the future channel. For example, if the channel width is 40 pips, two orders are placed, Buy Stop and Sell Stop, at a distance of 20 pips up and 20 pips down from the price. One of the orders is expected to be activated. In this case, the price passes idle for the first 20 points.
To avoid this, we should enter not in the centre of the channel, but on its border. The algorithm is simple: we place the same two orders from the current price, but multiplied by the zoom factor (in the classical case 2), and at a distance of the whole width of the channel (in the example, 40 points). And at the same time we open two more orders, Buy and Sell, at the current price of the initial volume. When the price passes in any direction and activates an order (for example, Buy Stop), the profitable order is closed (in our case Buy) - and a classic avalanche is left (the triggered order (in the example Buy Stop) becomes one boundary, and the uncovered order of the initial volume (Sell in the example) becomes the second boundary).
But at the same time you have already made a profit of 40 pips!
The flexibility of thinking is good. Only, unfortunately, it's the same eggs only from the side. You have not made a profit. It's 0. It's because you covered one position with Takei, but not the other, equal in number of pips, only losing one. Moreover, on the contrary, artificially, you have added to your troubles, like a "second knee of martin" on nothing. Compare the same situation, only with one buy or sell order. For example, you have guessed, and there is no need to roll over, and calmly close at take. Suppose not, then the knee. What is the difference between the first and the second variant? When in the second option you take a profit of 50%, and in your ( the first option) you always get into martin?
Гибкость мышления добротная. Только, к сожалению, это те же яйца только с боку. Прибыль Вы не получили. Это 0. Так как одну позу прикрыли с тейком, а другую, равную по количеству пипсов, только убыточную- нет. Более того с этим, Вы наоборот, исскуственным образом, прибавили себе хлопот, виде "второго колена мартина" на ровном месте. Сравните ту же ситуацию, только с одним ордером бай или сел. Например Вы угадали, и не надо переворачиваться, спокойно закрываетесь по тейку. Предположим нет, тогда колено... В чем отличие первого варианта от второго? Когда во втором берете профит в 50%, а Вашем ( в первом варианте) Вы всегда ввязываетесь в мартин?
The idea is not mine, but you are right - in this way the Avalanche is always entered. But the Avalanche is harmonic, and automatically reacts to the market in proportion to its impact. The stronger the opposition of the market (or AC), the greater will be its loss.
If the first (initial volume) order triggers and the price obediently moves in the same direction when trading in a simple mode (entering the corridor), you calmly close your profit and move your orders to new positions. The profit is not large due to the small volume of the initial order.
If the price turns around, then another one, and then another one, trying to resist you - then the market gets itself into an even worse situation. "With every turn the avalanche grows the volume of orders exponentially, and when the price finally chooses a direction and breaks-even - you will take money from the market with a much larger volume, perhaps ten times the size of the first order.
Figuratively speaking, as long as the market is being obedient, you are collecting a small tribute from it, and if it decides to be unyielding, you are punishing it severely by taking away larger amounts of money. That's the harmony of Avalanche - its action equals its counteraction.