Avalanche - page 77
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1. Compatibility with any (at the algorithm level, of course) platform.
2. The balance curve will be adequate to the real situation of the account.
3. The essence of the approach will dry out. ))) // Nectr. will be shocked.)))
Just don't ask "how to do it"!!! ))) Shit. Well don't open a doubled opposite order, for example, but close the old one and open a new one. With the same lot. And so on. // to school! to the 3rd grade!!! )))
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As long as we are talking about net anyway, then - don't think of it as a flood - I will give you the correspondence of some terms
Sorry to sound like I'm with the faint of heart, but very strong poison, as it turns out, of MT's (and not only) approach and terminology. When I got acquainted with MT for the first time - and before that I've been trading on Forex Market for eight years already - it took some effort to get used to it.) Even tried to look at the lots! Shame on me...))
It's even easier than martin - it's an "ordinary" strategy - if you squeeze out the "dry residue"...
Open no matter which way. And waiting for the achievement of a certain sl / tp - also called in this avalanche "corridor. Upon reaching a TP - rejoice and exult.
When we reach Mil - we again open with the same lot, but in another direction.
And so on in the cycle. The result will be the same, only the drawdown will not be equity, but immediate drawdown on the balance. So, here we have a real dry balance :)))
That's it. That's the essence of this genius, which the market has to adapt to.
Gentlemen, who are still grinding away at the "avalanche" in their brains, turn on logic at last.
I'm just saying... I've already written it all above. Why do I need unnecessary entities? Although I may object that the drive unit to the net position is just an unnecessary entity in the mt-forex kitchen paradigm. And they will be right in their own way. )))
Why the extra entities?
>> Uh-huh. Rewritten. :(
One thing is to check, that number of "stops" has decreased and to reopen remaining one with another lot, and another thing is to catch level crossing ("stop with rewind" - it's a nightmare to look at CloseBy, and also slippage, bar closing and so on.etc.), to calculate a new opposite level (and I'm also compressing a "channel"), and to close the chain on profit - either to run through open positions for profit calculation or to summarize all the closed orders in a chain... brrr.
Taking into account all of the above, Martin attached to the TS must cause a silent horror in every sane person. But all is not so sad, if the lot is fixed and if all positions are liquidated by the end of the day. There is a good way to minimize the "negative dry residue" mentioned by Swinosaurs, or 80% of the time to take a profit by the middle or end of the day. I will not describe it in details, but it is achieved by evening out pending orders each time they are triggered. I have implemented this in practice and it gives good results. But trading on this system longer than 24 hours is simply madness. ))) The point of price non-return will appear without fail and the deposits will start plummeting. Even if the lot size corresponds to MM canons in relation to the deposit. So if I'm in the red, I'm in the red. It's the market's problem, not my problem that it didn't fall into my trap and lock in a profit. The elements, nature - you can call it whatever you want. I close everything an hour before trading ends and wait for good volatility from the next day. )))
Hi all. )))
Угу. Переписал. :(
Одно дело проверить, что уменьшилось количество "стопарей" и переоткрыть оставшиЙся с другим лотом и другое дело - поймать пересечение уровня ("стоп с переоворотом" - смотреть на CloseBy ваааще кошмар, а еще проскальзывание, закрытие бара и т.п.), высчитывать новый противоположный уровень (а я еще и сжимаю "канал"), да и закрывать цепочку по профиту - либо пробежаться по открытым позициям для расчета профита, либо суммировать все закрытые ордера цепочки... бррр.
I wrote: "right in their own way." )))
You don't have to repeat the actions of the net-platform that actually outputs orders to the spot. The main thing is to ALWAYS have only one open order (analog of a position) outside of the beginning and end of a typical net transaction... From this point of view, a flip can also be done with lots inside:
There is an open, say, a long. We need to go short. A double sell order. Then CloseBy. That leaves a net position. What happens on the inside doesn't matter. In the end, make a f-file, say, m-m-m Netto(double lots), the result of which will always be one or zero open orders.
There is one.
Есть такая.
I didn't doubt it! ))) It would even be surprising if there wasn't one.
It's just that the imperative was targeted, to a particular forummember.
khorosh - if everything is so fabulous - it's time to open a real account for 500 grn (at least cents) :))))))) ( No offence )
Continuing to work on improving the Expert Advisor, when I run out of ideas for improvement, I will follow your advice:)))))))))))))
Есть неплохой способ, чтобы минимизировать "отрицательный сухой остаток", о котором говорит Свинозавр или в 80% случаев получить профит к середине или концу дня. Не буду расписывать подробно, но это достигается выравниванием объема отложенных ордеров, при каждом их срабатывании. У меня это реализовано практически и дает неплохие результаты. Но торговать по такой системе дольше 24 часов - просто безумие. ))) Обязательно появится точка невозврата цены и начнется лавинный слив депо. Даже если размер лота соответствует канонам ММ по отношению к депо. Поэтому если я в минусе, то значит в минусе. Это проблема рынка, а не моя проблема, что он не попался в мою ловушку и не зафиксировал профит. Стихия, природа - можно назвать как угодно. За час до конца торгов все закрываю и жду хорошей волатильности от следующего дня. )))
Всем привет. )))
Sorry to intrude, but could you please elaborate a bit more on the bolded point... Personally, I don't know what you mean...