Avalanche - page 109

 
goldtrader >>:

- лот у Вас увеличивается на удвоением, а 8-кратным шагом, т.е. 0.01 - 0.08 - 0.64
- кол-во ступеней ограничено тремя,
- прибыль берётся тралом,
.
По сути от исходной ТС у Вас взят только принцип разворота на границе канала. Остальное всё своё.

In Avalanche, the multiplication factor can be anything - it's written in the first post of the thread. Read it more carefully.

The number of steps is probably not artificially limited. I never saw more than two reversals in the tested area - there was always a profit exit after two reversals at the most.

It was in the theme and I repeated it a couple of pages ago in the Avalanche trading strategy - read it carefully.
 
JonKatana писал(а) >>
In the process of solving sever29's problem, the complete process of trading on "Avalanche" has crystallised for the moment. All the pieces of the puzzle are falling into place. So:

Preparation:
...
Trading:
...
Exit:

...

It would be a good idea to say something about the choice of deposit size, at least for example. The deposit size should be larger than the maximum drawdown obtained on the historical interval of 1-2 years of testing. Otherwise, especially if regular withdrawals are made, the loss can happen very quickly.

 
Mathemat >>:
Евгений, с 10 марта, т.е. почти за месяц с начала ветки, Вы уже могли бы набрать статистику торговли руками по этой методе - не менее сотен сделок. Это был бы достойный ответ всем сомневающимся.
I've already written and I'll repeat it for you: give me one reason why I should prove anything to you? You are nothing to me. If you do not want to use "Avalanche", then what are you doing in this thread? In addition, khorosh has already given you statistics (not just one) with thousands of trades. If you do not believe him, why should you believe me? There is enough evidence in the thread.
 
PapaYozh >>:

Да некогда ему торговать, он в перерывах между постингами прибыль выводит.

I trade daily, Monday to Friday.

 
khorosh >>:

Не мешало бы что-нибудь сказать о выборе размера депозита, ну хотя бы к примеру. Величина депозита должна быть больше максимальной просадки, полученной на историческом интервале 1-2 года тестирования. А иначе особенно, если производится регулярный вывод средств, слив может произойти очень быстро.

This is a purely individual matter and depends only on your capabilities. You, for example, can allocate 10,000 roubles from your budget to trade, I can safely trade for several tens of millions of roubles - everyone chooses for themselves.

 
khorosh >>:

У меня максим. кол. ордеров специально ограничено на уровне 3. После срабатывания 3 ордера результат определяется вероятностью 50/50. Либо ограниченный слив на уровне немного ниже максимальной просадки, либо выход в профит.

Is the size of the loss linked to the level of maximum drawdown? What if we try to exit at the border of the channel, preferably at the one with the highest aggregate volume of orders, as I suggested?

 
JonKatana писал(а) >>

This is a purely individual matter and depends only on your capabilities. You, for example, can allocate 10,000 roubles from your budget to trade, I can safely trade for several tens of millions of roubles - everyone chooses for himself.


In any case it is dangerous to use less than the maximum drawdown, no matter how rich or poor you are. Or at least, if the initial deposit is less than the maximum drawdown, you should not withdraw funds until the deposit reaches the value of maximum drawdown + withdrawable amount + delta. And with 10,000 rubles you can only trade on a cent account.

 
JonKatana >>:
Уже писал, для вас повторю: назовите мне хоть одну причину что-то вам доказывать? Вы для меня никто. Если не хотите использовать "Лавину", то что вы делаете в этой теме? К тому же статистику (и не одну) с тысячами сделок уже приводил khorosh. Если вы не верите ему - с чего вдруг вы поверите мне? Доказательств в теме достаточно.

Don't twist it. I believe Yuri, but I don't believe you: you haven't provided any of your own evidence. Not a single one. There were only some calculations based on unsubstantiated hypotheses about price behaviour. And you have already shown your illiteracy about the equity, collateral and balance ratios.

Yury's system obviously does not have much in common with yours. But you already think it corresponds to yours as well. Well, well...

 
JonKatana писал(а) >>

Is the size of the loss linked to the level of maximum drawdown? What if we try to exit on the border of the channel, preferably on the border where the total volume of orders is larger, as I suggested?

In this case as in the case of a small trailing stop, there will be frequent closing. But if we have a small profit with a trailing stop, we will have constant losses in your variant.
 
Mathemat писал(а) >>

Don't twist it. I believe Yuri, but I don't believe you: you haven't provided any of your own evidence. Not a single one. There were only some calculations based on unsubstantiated hypotheses about price behaviour. And you have already shown your illiteracy about the equity, collateral and balance ratios.

Yury's system obviously does not have much in common with yours. But you already think it corresponds to yours as well. Well, well...


The author of the avalanche invention is certainly not the author of the avalanche, if one considers that the main difference from other systems is the use of locking orders with consecutive increase in the lot size. This principle has been known for a long time, but he popularizes the idea and tries to clearly formulate this algorithm during this thread to make it a complete trading system. Regarding the differences between my algorithm and the originator's algorithm, you can see here: https://www.mql5.com/ru/forum/124482/page114, 04.04.2010 15:10