Avalanche - page 110

 
Mathemat >>:

Не перевирайте. Я верю Юрию, а вот Вам-то как раз не верю: ни одного собственного доказательства Вы не предоставили. Ни одного. Были только какие-то расчеты, основанные на необоснованных гипотезах о поведении цены. А свою безграмотность по поводу соотношения эквити, залога и баланса Вы уже показали.

Система Юрия, очевидно, имеет с Вашей не очень много общего. Но Вы уже и ее считаете соответствующей своей. Ну-ну...

What is the difference for you between two EAs written using the same algorithm?

The khorosh Expert Advisor trades using the "Avalanche" algorithm - he wrote this several posts ago - read it carefully.

I'm not making hypotheses about price behaviour - in Avalanche it is totally indifferent which way the price will go - you gain profit when the price moves in any direction.

I do not understand what proof you are asking for from me? Detailed calculations, simulated situations with ANY variants of price behaviour - are not proof of that, the running of the Expert Advisor with thousands of transactions on various currency pairs - you're not proof either. You better decide what you want before you write something.

Otherwise it turns out like in the classics: "Bandits who seized the distillery, for the third day can not articulate their demands.

 
JonKatana писал(а) >>

I did not hypothesise about price behaviour - at Avalanche it is completely indifferent where the price goes - you make a profit in whichever direction it chooses.

I don't understand what proof you are asking for? Detailed calculations, simulated situations with ANY variants of price behaviour - are not proof of that, the running of the Expert Advisor with thousands of transactions on various currency pairs - you're not proof either. You better decide what you want before you write something.

Otherwise you will get a classic example: "The criminals who have taken over the distillery have not been able to formulate their demands for three days.

Hello John Katana! It's not a system again it's just a part.....
Let's complete it with the METRO system. Some explanations - Margin is a pledge amount to one side I think the maximum percentage should be taken 30%. This will be the maximum lot of the depo! When you open a counter position the margin will not be visible, but when you further open lots you will not be able to close them, neither profitable nor unprofitable will exceed the limit credit and everything will hang up to the forced closure. (on no-stop, no-lock TC exit may be on MC for example depo 500 suspended depo 1500, MC, the balance of 750).
In reverse order count lots and calculate the maximum width of the corridor between the two lots plus lots inside the corridor that is counted only one side lot1 + lot2 + lot3 + spread = 30-35% of the deposit. How many turns it will be depends on the deposit. When you hit a flat you are not on Magin K. You are not even at a loss not counting the spread. Congratulations, you are in "METRO"! One of the unpleasant situations is wide locks. Work within the corridor .... When the price goes beyond the corridor on the border zero then plus! Good luck!

 
khorosh >>:
Здесь я, пожалуй, ошибся. Дело в том, что после срабатывания 3 ордера расстояние до уровня фиксации прибыли (при выбранной мной схеме наращивания лотов) обычно бывает ближе чем до уровня максимальной просадки. Поэтому вероятность достижения профита выше вероятности слива. Потому то в моём эксперте за 2 слишним года слива при тестировании не наблюдается.

You have an aggressive volume multiplication factor of 8, which means profits start after the price passes only 18 pips from the outer edge of the channel (with a corridor width of 125, as in your test). Maximum drawdown, of course, is much further away.

It would be interesting to test the Expert Advisor with increasing initial volume as I do. If your initial deposit is $500, the initial volume is 0.01 - it is possible to increase it with the same step, i.e. for each $500 to increase it by 0.01. In other words, if the deposit grows up to $1000 - initial lot is increased to 0.02, for $1500 - to 0.03, etc.

 
Stop blaspheming and slandering everyone but the normal traders>>> need to figure out the optimum channel width for martin for each currency
 
mig34 писал(а) >>
Stop blaspheming and slandering everyone but the normal traders >>>> need to find the optimum channel width for a martin for each currency


40pp.
 
khorosh >>:
Начальный лот увеличиваем, а остальные тоже надо менять?

Yes, keeping the multiplication factor. That is 0.01 - 0.08 - 0.64, 0.02 - 0.16 - 1.28, 0.03 - 0.24 - 1.92 etc.

 
khorosh >>:
Это было бы правильно, если бы у нас была только одна позиция.. Тогда бы получалось на каждые 500 прироста депо добавляем 0.01 лот. А в данном случае на каждые 500 мы добавляем...
Посчитайте это нетрудно. Слив будет неизбежный.

I always calculate it before writing anything. See for yourself:

Total volume of first sequence 0.01 + 0.08 + 0.64 = 0.73, second 0.02 + 0.16 + 1.28 = 1.46, third 0.03 + 0.24 + 1.92 = 2.19, fourth 0.04 + 0.32 + 2.56 = 2.92, fifth 0.05 + 0.40 + 3.20 = 3.65...

The capital at each step changes as follows: $500 - $1000 - $1500 - $2000 - $2500...

Now let's see if the ratio of capital to total volume changes at each step: 500 / 0.73 = 685, 1000 / 1.46 = 685, 1500 / 2.19 = 685, 2000 / 2.92 = 685, 2500 / 3.65 = 685...

And why would there suddenly be a drain? The ratio of total orders and capital volume is the same at any given step. The risk does not change at all.

I offered it for a reason, but for real trading - it is stupid to sit on minimum volume, when the deposit has increased several times compared to the initial one.

 
JonKatana писал(а) >>

I always count BEFORE I write something.
Capital at each step changes like this: $500 - $1000 - $1500 - $2000 - $2500...

I offered this for a reason, but for real trading - it is stupid to sit on minimum volume, when the deposit has grown several times more than the initial one.

20 gastarbeits for 20 currency pairs! $2500 * 20 = $50,000 a day!!!

 
JonKatana писал(а) >>

I always count BEFORE I write something. See for yourself:

The total volume of the first sequence is 0.01 + 0.08 + 0.64 = 0.73, the second 0.02 + 0.16 + 1.28 = 1.46, the third 0.03 + 0.24 + 1.92 = 2.19, the fourth 0.04 + 0.32 + 2.56 = 2.92, the fifth 0.05 + 0.40 + 3.20 = 3.65...

The capital at each step changes as follows: $500 - $1000 - $1500 - $2000 - $2500...

Now let's see if the ratio of capital to total volume changes at each step: 500 / 0.73 = 685, 1000 / 1.46 = 685, 1500 / 2.19 = 685, 2000 / 2.92 = 685, 2500 / 3.65 = 685...

And why would there suddenly be a drain? The ratio of total orders and capital volume is the same at any given step. The risk does not change at all.

I offered it for a reason, but for real trading - it is stupid to sit on minimum volume, when your deposit has increased several times compared to the initial one.

I agree. My mistake. I wasn't counting. Intuitively, it seemed that the growth of lots was not commensurate with the growth of the deposit. Still, it's not the best option. If you want to reinvest, it is better to withdraw funds to a new trading account and conduct parallel trading there. In manual trading it is of course a bit cumbersome, but with an Expert Advisor it is no problem.
I showed you that you can start with $500. But this is a risky option. There were no drawdowns only because there were no withdrawals, and the growing deposit gradually reduced the degree of risk.
The maximum drawdown is substantially higher than $500. Therefore we did not have a sinking at this interval only due to the small drawdown in January 2008. If you withdraw regularly or use the reinvestment option that you suggest, the initial deposit must necessarily be larger than the maximal drawdown. I will try to implement your suggestion, but only to satisfy my curiosity.
 
mig34 >>:
надо выеснить оптимальную ширину канала для мартина на каждую валюту

Get started :)