Avalanche - page 365
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Avalanche is a win-win trading system that allows you to enter the market at any time on any instrument. Description:
Two orders - BuyStop and SellStop of equal volume are placed at equal distance from the current price. When one of them triggers, the other one is removed and the same order is placed in its place but the volume is equal to double (can be tripled, quadrupled, etc.) the initial rate.
When the price reverses and the second order triggers, a third order is added to the price of the first order. Its volume in sum with the volume of the first order must be twice as large as the second (minus) order. At a consecutive U-turn, a fourth order is added to the second one. Its volume should also be two times larger than the sum of negative first and third orders. And so on. For example, for the initial volume of 0.0
The difference is that when one of two orders triggers, the second order is removed completely and we should either close it with a stop loss or profit.
But how does this work? You did not write it?
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Then the price reaches any of these levels, an order is opened.
When one of these FIRST orders triggers, the second order is deleted! In its place the similar but with a lot in 0.02* is established.
Further, if the price reaches a take profit all orders are deleted and the adviser does not trade till next day.
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WHERE IS SOMETHING SIMILAR TO WHAT I SUGGESTED?
<DIV class=fquote><STRONG><SPAN style="COLOR: #42639c" title=Vitali>lasso</SPAN> :</STRONG><BR>
Did I miss something important again???
What's with the bullshit colon? And where is the link to the quoted post???
Sometimes in life you have to make up your mind... ) )What about this? You didn't write it?
The other systems I cited were not mine. They tell me that there are already such experts and give me links, but the strategies are not like that.
I wrote this. The essence of the system. If something is not clear, I should clarify it more clearly.
1) We set 2 orders and SellStop with equal lots (0.1). We set it on
a) a certain number of points from the current price or (to make a choice in the EA settings)
b) on the level of high and low of the last N bars (to include in settings).
2) When one of the orders triggers, delete the other one. We wait for the result, if they have reached a profit, if not, the position will be closed using a stop loss.
3) If it was closed at the stop-loss, we proceed to point 1, but with double lot (0.2; 0.4, etc., it is better to check settings as in Cheburashka).
4) Profit position is trailing stop with a standard trailing stop.
5) If we have closed in profit, we start again with a single lot (0.1)
Put the stop, take-profit and trailing stop parameters in the settings.I see. It's still a martin, just the side view. With the associated risks.
The other systems I cited were not mine. They tell me that there are already experts like this and give me links, but the strategies are not the same.
I wrote this. The gist of the system. Clarifying further, if anything is not clear
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..........................I am sure there are a lot of such experts.
If you've tried more than a dozen of similar expos and analyzed their work, then choose the one closest to your TS and adjust it to your needs.
Or post it here (or better yet, in a new thread), with a full and clear description of the improvements. Perhaps someone will respond to your request.
I can say that you can make variant that has no losses in a current of 0.5-1 year, but not with such profitability and not with such amount of transactions per month. And before on such variants I laid out the results. Now I am working to reach optimal relations between profitability, drawdown volume and stability in the interval of at least half a year.
Illustration. The drawdown is big, so I keep working. Since the number of deals in the initial (previous) variant is rather large, there is a chance to find a filter to decrease the drawdown, having filtered cycles with big drawdown.
Maximum drawdown 310.77 (57.63%)
continuous losses (loss)1 (-41.11)
??? How so, there was no drawdown at the beginning, according to the chart, i.e. it was after the 80th trade
How is it that the drawdown is big and only one trade was losing in a row ?
Illustration. The drawdown is big, so I continue my work. Since the number of deals in the initial (previous) variant is large enough, there is a chance to find a filter to reduce the drawdown, filtering out cycles that lead to a large drawdown.
Yuri, thank you for the work you've done. But a few questions at once:
1) Let's compare that picture for 1 month, and this one for 1 year. Number of trades approximately the same, i.e. decreased by ~ 12 times. Profits (relative) - reduced by 2 times. MO = 3.05 with max. lot = 6.4 lots! (if I have deciphered the picture correctly).
What does this prove? That you maximally and masterfully adjusted parameters of your TS for this period? Even the absolute drawdown is at the very limit.
Everything has been crimped to the limit. Who needs it? ( Kombat's post, third from bottom)
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2) Throughout the existence of this thread, it has been voiced many times by both you and Katana, roughly the following:
" -- Yes, plums are legitimate. But in between draining one depo, we manage to make several depos. --"
So let's check this statement using "normal" period of history (at least from 01.01.2007 up to now).
---- You have the Expert Advisor, on the basis of which the 1-month picture was made.
---- How to improve it, without changing the logic of the Expert Advisor, was explained to you.
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So what is the problem?
Let's test this hypothesis and if we prove it to be true, all the "morons" will automatically shut up.
And you will get a lifetime of respect and respect!
Vitaly, who do you think are the morons here? And most importantly, who should shut up? Overkill clearly, that last one was clearly off-topic...
Oh, my God! The baltik has surfaced.)) Greetings, sailor! So is the Andreev flag.
To answer your angry question: if it can be proven, I'll be the first to shut up.
Accordingly, it follows that .... )))