Avalanche - page 516

New comment
 
khorosh:
When entering the market, the direction of price movement is not analysed at all. Two stop orders are placed in both directions. When trading with a fixed lot, the profit is miserable (close to zero). A profit can be formed on any order, it only depends on the price movement.
This study should give an answer as to why the profit appears, whether it is from a fitting on a period or from some kind of pattern.
 
YOUNGA:
This research should give an answer as to why the profit appears - whether it's from fitting on a period or from some kind of regularity.

Essentially we make several attempts to guess the trend direction. If we guessed right and entered the trend which is long enough to make profit for the whole series of orders, the series will finish successfully. If we did not reach the successful finish because of the drawdown bigger than the set one, the series turns out to be unprofitable. For the EUR, the initial lot is 0.05 and the maximum lot on the placed test report interval is 0.75. Coefficient of multiplication is 1.7.

Here we use the pattern - trend is our friend. If the price moved some distance (to be determined during optimization), then with some probability it will move some more in the same direction, which with N tries will be enough to close the series with profit.

 
I can give one piece of advice to all those involved in this kind of trading system - dig in the direction of reducing the maximum drawdown, focusing on the figures in my report. If the drawdown is small, you can limit the losses to an acceptable level. After a losing series, you should optimize the Expert Advisor. With regular optimization of similar TS, there will be few losing streaks and this will give you the opportunity to successfully earn, using the martin, despite the negative feedbacks of many opponents of this trading method. Do not save large sums in your trading account, withdraw them regularly, or use them to open new accounts to trade other instruments.
 

How do you break away? by placing pauses between trades?

if the distance between trades is small, e.g. 3 pips, then at the moment of news the broker often widens the zone where a pending order can be placed.

i'm thinking of rewriting it to trade by market! what do you think? would it be better at news time?

 
bogdan01:

How do you break away? by placing pauses between trades?

if the distance between trades is small, e.g. 3 pips, then at the time of news a broker will often expand the zonewhere a pause can be placed.

I'm thinking of rewriting it to trade by market! What do you think? Would it work better at news time?

My range is larger than StopLevel because I take it into consideration when calculating the price of order placement.

This is correct " where no pending order should be placed".

When using market orders during the news time, the opening can be very delayed and lead to a great slippage. Stop orders in such a situation can also trigger with slippage. Therefore it's better not to trade during news hours.

 
khorosh:

I have a distance greater than the StopLevel, because I take it into account when calculating the price of the order.

Correct " where no pending order should be placed".

When using market orders at news time, the opening may be very delayed and slippage may be high. Stop orders in such a situation can also trigger with slippage. Therefore it's better not to trade during news hours.

If you want to play with the market, you may open a stop position right away, but you won't risk a loss of profit. If you don't like it, you may win!
 
bogdan01:
If you enter the market, will it be worse? I think not, but you will have somewhere to bet! And if news will be released, the price will fly away, immediately open... and not 20 points later (by four-symbols) pending order will bang!
You think there will be no slippage?
 
bogdan01:
If you enter the market, will it be worse? I don't think so, but you'll have somewhere to put it!
The problem is that when the price "flies", wild slippages, requotes and other refusals to open a position at a desired price begin, up to "the market is closed". Also, I rarely manage to close a profitable position immediately without two or three requotes, sometimes I close it only when I am about to make a loss.
 
khorosh:
Do you think there will be no slippage?

But better a slippage than the ability to put a pause after 20 pips (4x sign).

So you switch the EA off before the news and switch it on after the news?

Khorosh, how about the profitability of the current version of the EA on the history? 3 to 5 years?

do you have settings that allow it to work during both normal times and during big trends?

 
bogdan01:

But better a slippage than the ability to put a pause after 20 pips (4x sign).

So you switch the EA off before the news and switch it on after the news?

Khorosh, how about the profitability of the current version of the EA on the history? 3 to 5 years?

do you have settings to make it work during normal times and during big trends?

I don't have an EA that opens orders if I have a large stop loss. My broker does not give such a history, and I do not need it (re-read my post above from12.05.2015 06:58).

There are no special settings. Stability is achieved by frequent optimisation.

1...509510511512513514515516517518519520521522523
New comment