Once again, about the lokas. - page 20

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getch >>:

Понимаю. Интерпретация полученных результатов, видимо, ошибочная.

The interpretation will be correct if you open strictly on the tops of the zigzag.
// If I had known, I would have lived in Yalta. :)
 
Cool! Looks like the whole branch is urgently ducking into a tester. Fixing the start of a new era on the forum. Martin and the lokas are resting. Stop management (c) rules.
Bravo Getch! That's the way to chop up rotten branches! Now an avalanche of zigzags is expected in the codebase doubling every week.
It's time for the metaquotes to worry about disk space.
;)
 
moluskor писал(а) >>

In general, who fishes with a spinning rod, who fishes with a rod, who fishes with a net. Whoever needs the lock needs it, is welcome to it. Although purely mathematically it doesn't make sense, but we're not computers with vista in our heads, are we?

Totally agree there's also a shifter (trend) fishing tackle...
here are my short observations and applications (lots, reverse positions) post above I repeat-

there is no margin (entry in several symbols simultaneously - small deposit, time savings)
Entry with a lot at the reversal, in a short flat, in general in an undefined pattern with subsequent closure of negative positions and the presence of the lot at the start of a new (continuing) trend
- In a long position in a trend, playing on a pullback...

 
MetaDriver >>:
Круто! Похоже вся ветка срочно уткнулась в тестер. Фиксирую начало новой эпохи на форуме. Мартин с локами отдыхают. Стоп-менеджмент (с) рулит.
Браво Getch! Вот так и нужно рубить тухлые ветки! Теперь в кодебейзе ожидается лавина зигзагов удваивающаяся каждую неделю.
Метаквотам пора побеспокоиться о дисковом пространстве.
;)


From Bashorg

I go to the head accountant in the morning:

Me: Hello, Inna Pavlovna! I have bills to pay, would you sign them?
The chief accountant: Yes, of course, Seryozh. And from .....
And then there's a voice from the computer: GET OUT OF THERE WITH YOUR HUNDRED!!! A TRIPPING MURDER!!! and a slap on the table.
General Accountant: What, Leshenka, the new program still doesn't want to work?
 
avatara писал(а) >>

And assuming in a certain sense that the market is 70% flat and only 30% trending.

I do not agree with this statement... The whole America vs Europe is in a trend between them they are European currencies or different dollars are in a bit of a flat...
If you work all the time with only one currency pair EURUSD, there was a small flat...(now it's slightly down and reversing...)

 
Bashorg rests
 
Test results of averaging both ways....

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2009.01.02 06:01 - 2010.03.26 22:00 (2009.01.01 - 2010.03.28)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersMagic_¹=0; Lot=0.01; Step=20; OpenHour=8; CloseHour=8; All.Close=false;

Bars in history451500Modelled ticks14483269Modeling quality25.00%
Chart mismatch errors0




Initial deposit100000.00



Net profit5478.85Total profit17334.51Total loss-11855.66
Profitability1.46Expectation of winning0.61

Absolute drawdown6158.09Maximum drawdown11424.67 (10.85%)Relative drawdown10.85% (11424.67)

Total trades9050Short positions (% win)4535 (97.22%)Long positions (% win)4515 (97.67%)

Profitable trades (% of all)8819 (97.45%)Loss trades (% of all)231 (2.55%)
Largestprofitable trade2.05losing deal-173.76
Averageprofitable deal1.97Deal loss-51.32
Maximum numbercontinuous wins (profit)4496 (8852.68)continuous losses (loss)145 (-11379.96)
Maximumcontinuous profits (number of wins)8852.68 (4496)continuous loss (number of losses)-11379.96 (145)
Averagecontinuous winnings188continuous loss5


Slight changes in the code and here's the result...

SymbolEURUSD (Euro vs US Dollar)
Period1 Minute (M1) 2009.01.02 06:01 - 2010.03.26 22:00 (2009.01.01 - 2010.03.28)
ModelAll ticks (most accurate method based on all smallest available timeframes)
ParametersMagic_¹=0; Lot=0.01; Step=20; OpenHour=8; CloseHour=8; save=true; All.Close=false;

Bars in history451500Modelled ticks14483269Modeling quality25.00%
Chart mismatch errors0




Initial deposit100000.00



Net profit1017.46Total profit1705.20Total loss-687.74
Profitability2.48Expected payoff1.16

Absolute drawdown329.55Maximum drawdown365.78 (0.37%)Relative drawdown0.37% (365.78)

Total trades877Short positions (% win)439 (99.32%)Long positions (% win)438 (97.72%)

Profitable trades (% of all)864 (98.52%)Loss trades (% of all)13 (1.48%)
Largestprofitable trade2.04losing deal-173.76
Averageprofitable deal1.97Deal loss-52.90
Maximum numbercontinuous wins (profit)448 (883.61)Continuous losses (loss)7 (-684.97)
MaximumContinuous Profit (number of wins)883.61 (448)Continuous loss (number of losses)-684.97 (7)
Averagecontinuous winnings173Continuous loss3
Files:
strategytester.rar  409 kb
  
extern int       tp=25;
extern int       sl=25;
extern int       mins=60;
int init(){
   return(0);
}
int deinit(){
   return(0);
}
static int r=0;
static datetime st;
int start()
{
   if ( Time[0] != st ){
      st=Time[0];
      
      r--;
      
      if ( r <= 0 ){
         double d = MathRand()/32767.;
         r = d * mins*60;
         
         if (  MathRand() > 32767/2 ) 
            OrderSend(Symbol(),OP_SELL, 0.1, Bid, 0, Ask+sl*Point, Ask-tp*Point );
         else
            OrderSend(Symbol(),OP_BUY, 0.1, Ask, 0, Bid-sl*Point, Bid+tp*Point );
      }
   }
}
Here is an Expert Advisor - mega intellect - on M1 EURUSD on the history of 2007 - 2008 year (there is no other data on the machine) :) sometimes gives a profit - well, the results ohhhh with TP = 30 and SL = 60 and more often was MINS = 60, gives as much as 72% of profitable trades.... on 28% losing trades that is 72/28 = 2.6 ....
Check if anyone is worried about it. :)
 
I see people here know a lot about lokas. I, unfortunately, have little idea what it is.
My TS has to open a position on every bar. All positions have TP and SL, which may or may not be equal. The position volume may be equal or may not.
Can this TS have lots?
 
joo писал(а) >>
I see people here know a lot about lokas. Unfortunately, I have little idea what it is.
My TS has to open a position on every bar. All positions have TP and SL, which may or may not be equal. The position volume may be equal or may not.
Can this TS have lots?


No one can answer this question without knowing the TS.
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