Avalanche - page 282
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Да, это ордер, который при СloseBy поглощён ордером противоположного направления с большим лотом.
Okay. Well, that's kind of a non-issue, isn't it? It's not a big deal.
The real point is how to ensure that the lot does not reach the limit. That is, how to get the EA to work with a small number of turns? Simply increasing the distance between trades will not solve this problem, we can only delay its occurrence.
I'm still thinking about it. But, frankly, I am at an impasse.
Okay. Well, that's kind of a non-issue, isn't it? It's not a big deal.
The real point is how to ensure that the lot does not reach the limit. That is, how to get the EA to work with a small number of turns? Simply increasing the distance between trades will not solve this problem, we can only delay its occurrence.
I'm still thinking about it. But frankly , it's a dead end.
It really is a dead end...
It is clear that for a Russian person there is nothing more pleasant than another person's failure, but cultured people at least try to hide it. All the more so if they themselves have not a clue about the subject, excuse me, nor a snout. This is addressed to E_mc2. ))
Well, why?
Comrade, it guarantees profits for everyone if you use Laboucher (same as Martin, "same eggs, only side view").
Maybe we should go under his banner. And he will tell us the secret of Laboucher?
........
But seriously....
Allow all of you(rumata1984, galina, khorosh and John himself))) to show my respect, just for the fact that you have conducted this experiment openly for all and against all, so to speak. Exploratory spirit, that's what's important here....
Although the result came as no surprise to me.......
And yes, if no new ideas are forthcoming, I'm ready to put all my work on this topic, including the brand new stuff, here as a conclusion. Maybe someone more capable will bring it to fruition.
Don't despair. We'll figure something out. I will now try to insert a trawl trudge and then try to adapt the parameters of orders to the width and length of the channel or something like that. In short, we need to determine what is common between the areas of history where the avalanche is draining and avoid them instead of geometrically increasing the number of losing orders.
Не отчаиватесь. Чего нибудь прикумекаем. Сейчас попробую вставить трал удавку, а потом нужно попробовать адаптировать параметры ордеров в зависимости от ширины и длины канала или что-то в этом роде. Короче, нужно определить чего общего между участками истории где лавина сливает и их избегать вместо геометрического наращивания убыточных ордеров.
На Альпари микро максимальный лот для всех открытых позиций равен 3. Видимо на демо столько-же. Поэтому и слив.
При определенных настройках советника в течение 10 лет можно торговать без слива (см. вложение)
Initial deposit 1000.00
Maximum drawdown 5781.93
please note, this is a loss
I'm still thinking about it. But frankly, I'm stumped.
And now the main question to all: supporters, opponents, sympathizers and just sitting on the fence.
- Suppose there is a certain TS that gives profit/loss ratio = 50/50 on average per thousand trades.
- This TS works with a fixed lot.
- The average profit trade in this TS is equal to the average loss trade.
Obviously this TS will be losing on spread, i.e. the mathematical expectation of TS will be equal to "minus spread in money terms". OK?
In other words, the profit/loss ratio of this TS will shift to approximately the ratio of ~ 49/51.
========================
Question for everyone:
Who has a real example (demo, real, screenshots, excel, anything, just prove) of the use of similar TS, only using MARTIN (in any of its manifestations) and the positive result (with a statistically reliable volume of transactions) ???
IMHO. If the TS has no positive expectations on a constant lot --- NO MARTIN will DO NOT work.
Convince me of this.... Very much please.........
А вот теперь главный вопрос всем: сторонникам, противникам, сочувствующим и просто сидящим на заборе.
- Допустим есть некая ТС которая в среднем на тысячу сделок дает отношение профитных/убыточных = 50/50.
- ТС работает на постоянном лоте.
- Средняя прибыльная сделка в этой ТС равна средней убыточной.
Очевидно что данная ТС будет убыточна по спреду, т. е. мат. ожидание ТС будет равно "минус спред в денежном эквиваленте" . ОК?
Другими словами отношение профитных/убыточных этой ТС сместится примерно к отношению ~ 49/51.
========================
Вопрос ко всем:
У кого нибудь есть реальный пример (демо, реал, скриншоты, ексель, все что угодно, только доказательно) использования подобной ТС, только с использованием МАРТИНА (в любом его проявлении) и положительным результатом (при статистически достоверном объеме сделок) ???
ИМХО. Нет у ТС положительного мат. ожидания на пост. лоте --- НИКАКОЙ МАРТИН НЕ ПОМОЖЕТ.
Let's assume our strategy produces the following series of trades:
- - - - - - - - + + - - + + +, i.e. consecutive 7 losing trades, 2 profitable trades, 3 losing trades and 3 profitable trades...
Sequence
1,1,2,3,4,5,6,1+6=7.
The 8th trade is profitable... Cross out 1,6,7... Next sequence
1,2,3,4,5,1+5=6
The 9th trade is profitable... Sequence
2,3,4,2+4=6
The 10th,11th,12th trades are losing... Sequence
2,3,4,6,8,10,2+10=12
The 13th trade is profitable... Sequence
3,4,6,8,3+8=11
14th trade is profitable... Sequence
4,6,4+6=10
The 15th trade is profitable... The series ended...
This is an example for the case when SL = TP...
If the TP is larger than the SL, the series of 15 trades will end earlier.
Suppose the TP = 2*SL.We have a series of 7 losing trades, 2 profitable, 3 losing, 3 profitable.
Prior to the 8th trade, we have a loss of (-1-1-2-3-4-5-6)*SL = -22*SL
The 8th trade with the volume of 1+6=7 Profitable. Loss = -22*SL + 7*2*SL = -8 SL.
9th trade with the volume 1+5=6 profitable. -8*SL + 6*2*SL = 4*SL
The series is over... we have a profit of 4*SL...
with 2 trades we offset the loss of 7...
Been wanting thinking people to join in for a long time now. That would be really great. If anything, write in person.
I join in, accept my thanks as well.
On topic (counting without spread a corridor of 40):
In the form of excerpt from the excel Dimitri, I showed you that after 3 flip nothing adds any profit
it only winds up our deposit on the DC stake. i.e. we take from the avalanche only the system up to 3 knees 0,01-0,02-0,03
we have 0 for the first and the third orders, i.e. the real loss from 2 orders is 0.02* 40
if we close 1 and 3, the result will be the same as if we left them in, but if we at the moment of the opening of 2 orders had dragged
a 3 pending order inside half of the corridor, then at the point of the chain start (according to the problem definition, the price has got there (we are considering this yet)
we would have:
1-0
2-0,02*400=-8
3+0,03*200= +6 i.e. we will move to the loss-free zone in 10 points by the old moves (100-5 Day) in the direction we were moving.
The shift was not described earlier, it wasn't mentioned when and how to use it.
For the rest we already wrote.
Для второй версии советника (6.3):
Во-первых, и это не только я заметил, смущает утро 28 апреля, когда масса ордеров была отменена ДЦ с формулировкой "cancelled by dealer" или "deleted [no money]". Видимо, это из-за искусственного ограничения в советнике MaxLot = 2.56?
Во-вторых, ордер № 75018402 от 19 мая в 12:51 также был отменен с формулировкой "cancelled by dealer", в результате чего советник не смог выставить ордер нужного объема (2.56) и благополучно слил весь депозит. Утром 19 мая на счету было 55.000 рублей.
При этом советник иногда умудрялся открывать (судя по отчету) ордера объемом 0.00!
Поэтому еще раз повторю: торговать по "Лавине" нужно только вручную.
If you, Zhenya, had any real experience of real trading, you wouldn't be writing this nonsense.