Avalanche - page 442
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JonKatana 12.03.2010 21:39
By the way, EA writers, instead of almost continuous meaningless messages, we'd better write an auxiliary EA with input parameters "Distance between levels", "Specified profit in pips".
How it works - we create infinite horizontal corridor, for example from the price up +20 points and down -20 points. Then from its borders, profit levels are drawn up and down (in this example, 40+profit, e.g. 40+10). Then the EA, moving sequentially along the timeline, starts counting successive touches of the initial levels. It stops counting when the price has touched a profit level of the same direction. If the price goes immediately in one direction, the Expert Advisor stops counting not after 50 points, but after the profit level, i.e. 10 points - it is a case without any reversals at all. After that the number of reversals is written in the log-file (preferably with indication of date), levels are moved to the time of touching the profit level and the cycle continues.
At the end of the run it is desirable to show statistics. For example, profit at once (without turning) - 600 times, with one turn - 900 times, with two - 700, with three - 200, with four - 30, with five - 3, with six - 1, with seven - 0, etc.
This will allow to choose the most profitable corridor and to find the number of possible turns at this distance. Add "just in case" to zero (ie do not exist in this corridor), the number of turns 3-5 pieces - and you can safely earn.
JonKatana 12.03.2010 21:49
arnautov >>:
I'm not so sure that you're right, you're right.
I'm just following your recommendations on the poundbucks right on the first run has received 11 reversals.
If you have a simple robot, try it on the history and then discuss the probabilities.
I understand you know how to program. Well, shove the critics at their throats with the test from 1999 with a maximum of 4 U-turns.
If you've done a "run-through", it means you already have a "robot". Why would I write it then? Or have you "raced" something else?
I only pay attention to constructive criticism - other posts are ignored.
It makes sense to test on periods close to the present - month, quarter, year. The behavior of the price in 1999 will not tell anything right now. The market is changing too fast - that seems obvious to me to everyone.
JonKatana 12.03.2010 22:01
arnautov >>:
And I thought you knew how to program.....
Sorry, I did not mean to insult you by suspecting you know how to write experts. It is clear - your destiny is to soar in high matter.
You are mistaken. That's not the point at all. I know how the DC works "from the inside", not from the client side. There are several legal ways to disrupt or terminate a maximum error-proof EA. Even if the terminal is on a dedicated server and not on a normal computer. And if one pending order does not trigger after several price reversals, it will rapidly wipe out the entire deposit.
The Avalanche may be traded only manually, with constant control. The Expert Advisor is needed only as I described above - only for calculation of initial volume and distance between levels.
JonKatana 12.03.2010 22:08
arnautov >>:
If the market changes very quickly, you cannot use the history to determine the distance in the future. Everything changes.
But if you can determine it, the test must be effective since 1999.
I've written periods for testing - one month, one quarter, one year. Please read carefully. For the 1999 test we need to calculate the distance between levels for 1998. How - I wrote above, using the Average True Range indicator.
You are trying to run "Avalanche" (if you are testing it - no one has seen your Expert Advisor, so so far all your claims are not proven by anything) by 1999, using the corridor calculated by 2009-2010. "Back to the future"? And if in 2011 the average daily EURUSD move will be 900 pips and therefore the spread between the levels will be 300 pips - will you also claim that "it should work in 1999"? That is not correct.
JonKatana 12.03.2010 22:15
Roger >>:
And here, if I may elaborate a bit more (and I think colleagues will support me), it's a very hot topic.
It's irrelevant to the Avalanche discussion - already there's 80% of the thread's rubbish. In addition, since you and "colleagues" find the topic "burning", it means that you have already encountered it in practice and understand that I am right. The specific methods are not that important - there are probably more of them than I know, and new ones are being invented all the time. The important thing is that you can only trade on Avalanche manually.
JonKatana 13.03.2010 12:59
arnautov >>:
I don't have uninterrupted history of minutes. That's why testing with 20 pips makes no sense, because it will be inaccurate.
My Expert Advisor triples lots, while your version doubles them.
Since there is no continuous history of one-minute periods, what are you testing? One-hour candlestick reversals? And who needs them?
When the volume is tripled, it is unclear how you have gathered 10 or even 11 reversals. At threefolds, it is enough for the price to pass by HALF of the distance between the levels in order to break-even. Moreover, you can take the opposite volume to exit the "Avalanche" faster, and break-even starts at 14 pips (for an initial distance of 40 pips). Want even faster? Increase volume fivefold - break-even starts from 10 points (with the same initial 40). And so on. And you must have very negative luck to allow the price to fail to pass 10 points, turn around and go in the opposite direction. If desired, you may set such a volume that a breakeven point is opened after ONE point has been passed. What do you mean by 10 reversals?
And I am sure your EA does not consider the simplest and most natural variant - when the price has touched the first level, goes further in the same direction, making profit IMMEDIATELY. In this case, you don't have to wait for the distance between the levels, because you are not at a disadvantage. And the order may be closed after 5 points after the level - they are profitable.
"Avalanche" is designed for extreme cases - when the price, touching the order, immediately goes in the opposite direction - only then do you switch my algorithm on. And in the vast majority of cases, the price will pass some distance after the level, bringing you profit without a single reversal.
Shit, I'm in the flooders too...
what does Gogi himself suggest?
JonKatana 13.03.2010 13:11
Mathemat >>:
Your assertion is completely unsubstantiated. That your "overwhelming majority" is exactly 50% (if there is no other idea in the original entry).
Prove it, otherwise I'll quote your own: "Your assertion is totally unsubstantiated".
JonKatana 13.03.2010 13:37
Mathemat >>:
What's there to prove. The probability that the price, having reached a level not justified technically or fundamentally, will be higher after a certain period of time, is simply equal to the probability of being lower.
The price will not look at this level set by JonKatana himself to go where you want.
I am not going to get into your system of orders and bets, I do not want to waste my time and attention.
Your best proof is the profitable system "Avalanche".
From your words it follows that by randomly placing an order at a random distance from the current price (in the example 20 points) you will, with a 50% chance (these are your words), hit the level, for which the price does not pass 5 points immediately or between orders (in the example 40 points), but instead turns around, bouncing from the randomly placed level and passes at least 40 points (in the example) in the opposite direction. Why would you need trading systems then? If you are lucky to guess with 50% probability the level, after which the price is guaranteed to pass through 40 points, then we just set BuyLimit or SellLimit with known TakeProfit (40 points) and for safety (in case you didn't guess - it is 50% probability) StopLosses in 20 points. After 20 triggered orders, you will have 10 (50% of total) profitable orders of 40 points (400 points in total) and 10 losing orders of 20 points (-200 in total). The result is a constant profit. Is that what you think? It is not correct.
JonKatana 13.03.2010 13:44
kharko >>:
You need more than 11000 quid for a deposit to survive 10 extreme reversals with 40 pips distance between levels. It's a piece of cake to get caught in a prolonged flat. Hi Kolya!
Exactly right. Only no one is forcing you to tolerate 10 reversals. You may limit the number of reversals to three by yourself. If the third U-turn happens, you simply close all orders. All deposits will be returned to you, and you will only lose the slack that is hanging between the levels. Of course, this is unpleasant, but it allows you to have a small deposit and perform trades more dynamically.
JonKatana 13.03.2010 13:51
Mathemat >>:
Once again, your best proof will be a working system with a decent recovery factor. You can theorise ad infinitum (I like it myself sometimes), but the market is much trickier than we are.
The market is actually quite primitive. Despite the tight controls. Proof is my Rabbit indicator, to the levels of which the price is simply "magnetised".
JonKatana 13.03.2010 15:11
Svinozavr >>:
Alexei. Are you a member of the Red Cross or Doctors Without Borders? ))) Well, it can't be cured!
Then, you must have missed that this strategy is exclusively (according to subjmaker) for hand trading.
It looks very touching on the forum "Mechanical Trading Systems" in combination with constant accusations of everyone and everything by subjmaker in flooding.
In short, do you need it? )))
False. Read the title. If you can't, I'll do it for you: "MQL4: a forum for mechanical trading systems and strategy testing". "Avalanche" is a strategy, not a "mechanical trading system". Give me a quote where I called "Avalanche" a "mechanical trading system". If you can't, you're lying.
JonKatana 13.03.2010 17:08
Svinozavr >>:
Are you completely in a mental break-even zone or what? Where, beep beep, is your, beep beep, testing? Where is the MTS to be tested?
Again: cite where I called Avalanche a "mechanical trading system".
The authors created this forum to discuss two global topics:
1. Mechanical trading systems. Aka Expert Advisors.
2. Testing strategies. They are also trading systems.
"Avalanche" is a strategy. I have described its algorithm in full. You are welcome to test it. If you want an Expert Advisor to trade on this strategy for you - order it or write it yourself. And you will get "MTS, which you can test.
That's it now. The basics have been laid out, it's time to give out the masterpieces. I'm very glad I'm a flooder here as well.
goga, we look forward to seeing you.
guys, you answer the question and then keep on flubbing:
let's say I closed the profitable sell orders and at a distance of 10 pips from the price placed a sell stop order for 8+4+2+1=15 lots. The price moves down, picks this order, the order opens, then the price goes up, it turns out that the corridor has even slightly increased by these 10 pips. If you do not have any problem, send me an ICQ or Skype, I would like to ask a few questions privately.
what to do?
guys, you answer the question and then keep on flubbing:
let's say I closed the profitable sell orders and at a distance of 10 pips from the price placed a sell stop order for 8+4+2+1=15 lots. The price moves down, picks this order, the order opens, then the price goes up, it turns out that the corridor has even slightly increased by these 10 pips. If you do not mind, send me a message in ICQ or Skype and I would like to ask a few questions.
What to do?
Aren't you lost?
There is a new star opening on the Hollywood Walk of Fame, John Katana.
I take it it's been over a year. Where is the millionaire JohnKatana?