Is the advisor suitable for real life? - page 19

 
OnGoing:
I don't know if the system needs optimisation, from the start to be honest, I personally don't have much confidence in it. It's been tested.

So, if the volatility of the pair has doubled, then you won't increase the size of stops? And vice versa.
 
FOReignEXchange:

So if the volatility of the pair has doubled, then you will not increase the size of stops? And vice versa.

Exactly, the trick is to find such a TS )

Otherwise, there's a 50% chance that on the first day of running the EA on the real, it may give the rock master a fat loser.

So you say to yourself "I'll go back to optimizing" )))

Alas, "the market has changed" is an excuse for other people's money. For your own money it will hardly be a sufficient argument.

 
Надо бы сделать паузу и перечитать его ещё разок, может быть, что-нибудь ещё придёт в голову.

It occurred to me to use statistics to improve the system Calculate after how many lots in a row a profitable order is likely and open a larger lot It works



rewrote Kim's function, thanks a lot

//+----------------------------------------------------------------------------------------------------+
//| Description : Returns the number of unprofitable last positions in a row.
//+----------------------------------------------------------------------------------------------------+
//| Parameters: |
//| |
//| sy - name of instrument (" - any symbol, |
//| NULL - current symbol) |
//| op - operation (-1 - any position) |
//| mn - MagicNumber (-1 - any magik) |
//+----------------------------------------------------------------------------------------------------+
int isLossLast2Pos(string sy="", int op=-1, int mn=-1) {
datetime t;
int i, j=-1, k=OrdersHistoryTotal(),flag=0,cnt,limit;
limit=k;
if (sy=="0") sy=Symbol();
for(cnt=0; cnt<limit; cnt++) {
for (i=0; i<k; i++) {
if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) {
if (OrderSymbol()==sy || sy==") {
if (OrderType()==OP_BUY || OrderType()==OP_SELL) {
if (op<0 || OrderType()==op) {
if (mn<0 || OrderMagicNumber()==mn) {
if (t<OrderCloseTime()) {
t=OrderCloseTime();j=i;
}
}
}
}
}
}
}
if (OrderSelect(j, SELECT_BY_POS, MODE_HISTORY))
{
if (OrderProfit()<0){ flag++; t=0;k=j;} //new array pass
else{ cnt=limit;} //order is not unprofitable; close passes
}
}
Message("unprofitable orders in a row "+op+""+flag);
return(flag);
}

 


 
OnGoing:

Exactly, the trick is to find such a TS )

Otherwise, there's a 50% chance that on the first day of running the EA on the real, it may give the rock master a fat loser.

So you say to yourself "I'll go back to optimizing" )))

Alas, "the market has changed" is an excuse for other people's money. It's hardly a sufficient argument for your own money.


No. I will say the opposite. You don't want to optimise the system because you don't want to hear that it needs to be optimised.

You believe in it so much that you practically deify it. And I think the penultimate word is very true, because only God can trade everywhere and always only in profit.

Your mistake and I see it in you. I see your mistake.

 
OnGoing:

Exactly, the trick is to find such a TS )

Otherwise, there's a 50% chance that on the first day of running the EA on the real, it may give the rock master a fat loser.

So you say to yourself "I'll go back to optimizing" )))

Alas, "the market has changed" is an excuse for other people's money. For your own money it will hardly be a sufficient argument.


I used to trade my Wave5 system, which is a counter-trend system. It worked on the euro in the 2000s. I believed in it. It really made a profit.

But here's the trouble. In recent years the market has become volatile and the system has stopped working. I've been running tests for 10 years. There's a profit. Doubled in one year. Ridiculous. September to December 2010 had a profit of 2000 pips. January to May 2001 was also good. And then it's gone.

And why is that? Look at what happened today. The euro moved 150 pips and the pound only 70.

The Euro is probably the most volatile pair at the moment. I haven't done any research on it, but I think it is. Although. Although a couple of years ago on the Euro you could trade using counter-trend systems like my Wave5.

 
As I was taught at the institute, the first thing to do with a number series or other function is to unmeasure it. And that means that all parameters in the EA should be numbers from 0 to 1. No points. That's the basics, if anything.
 
FOReignEXchange:


No. On the contrary. You don't want to optimise the system because you don't want to hear that it needs optimisation.

You believe in it so much that you practically deify it. And I think the penultimate word is very true, because only God can trade everywhere and always only for profit.

Dear Denis, I am afraid that you do not understand this. I do not believe, and certainly do not deify, if only because I simply do not have such a TC (that does not need optimization). But I would very much like to have one))
 
Dserg:
As I was taught at the institute, the first thing to do with a digital series or other function is to de-rate it. And that means that all parameters in the EA should be numbers from 0 to 1. No points. That's the basics, if anything.


Not "unmeasured", but rationed ;)

I have long ago abandoned absolute parameter values in EAs and indicators, replacing them with normalised ones.

 
Dserg:
As I was taught at the institute, the first thing to do with a number series or other function is to unmeasure it. And that means that all parameters in the EA should be numbers from 0 to 1. No points. That's the basics, if anything.
Forget what you were taught at the institute.