A balance between QUALITY and QUANTITY - page 9

 
Prival:


try levels, try working from them https://www.mql5.com/ru/forum/1004

Then you simply prohibit a sell (buy) to the Expert Advisor. something like this

let's say today only down to the level of 1.2260. It reads very well with the grid.


sps, I was already thinking about levels - this is how I trade with my hands after EA inputs and exit with a trawl near levels

But the issue here is that good entries are then lost - virtually without a drawdown - as I need a confirmation of the level breakdown, and I simply enter from M5 to M15 trend

as for the output, not always the price reaches these levels, but it will always be close to them - a well-chosen terminal trawl always helps a lot

 

How to determine when testing the TS, which it is profitable or unprofitable?

You need to equalize the chances of profit and loss, i.e. hard SL=TP+spread and constant lot... Ratio of profitable and losing trades gives the answer. The maximum series of losing trades determines the maximum risk of the deposit, i.e. we can apply the optimal MM...

Testing of TS with a fixed lot only by the signals doesn't give an answer, as chances of profit and loss are not constant and depend completely on the market. As a result we get the adjustment for the history on a specific time interval...

 
Prival:

This is the EUR index chart, though not in the way many people think, but very close to that notion

I've been thinking about my ticks processing - I calculate the current speed of a pair movement

I will have to try to calculate the EUR index and by its change try to find the market exits

 
kharko:

... when testing ... Equalise the odds of profit and loss, i.e. hard SL=TP+spread and constant lot ... Ratio of profitable to losing trades ...

join
 
lea:

... It [graal mm] exists. It's just that the system must inherently have one hard-to-implement property ;) ...

I'm fidgeting in my chair...
 
IgorM:

.... I calculate the current velocity of the pair

I will have to try to calculate the EUR index and use its variation to try to find market exits

It is good that my thoughts converge. I calculate path, speed, acceleration + I take into account noise (quantization and sampling noise, A/D converter operation). In addition I have understood a simple truth for a long time - we don't know the exchange rate (price, index) of EUR, nobody knows it. We try to construct the EUR index by seeing its projections on EURUSD, EURAUD, EURJPY, etc. and these axes are mobile, they change over time. As an example, often there are situations, when EURUSD stands still (almost does not move), and at the same time EUR can move with a huge speed against the pound, while at the same time USD stands against the pound, and moves against the Canadian and Ausi....

i.e. the EURUSD exchange rate changes at high speed, while the EUR or USD does not change against other currencies... and you sit there like a sheep and realize that it cannot be, you spend weeks to check the code and then you realize that banks are buying (by the way, i found Gurov's statement that banks never sell, they only buy http://www very useful. procapital.ru/showthread.php?p=348850&highlight=%D0%BF%D0%BE%D0%BA%D1%83%D0%BF%D0%B0%D1%8E%D1%82#post348850), i.e. something is now bought in the market and paid for in dollars and euros (but it is not currency). And I opened the gold chart ... and re-do the code again, as there is a new dimension and the movement must now be searched not in N - dimensional space, but in N+1...

 
Prival:

It's good to see that the thinking converges. I calculate path, speed, acceleration + take into account noise (quantization and sampling noise, ADC operation). In addition I have understood for a long time a simple truth - the exchange rate (price) of EUR we don't know, nobody knows it. We try to construct the EUR index by seeing its projections on EURUSD, EURAUD, EURJPY, etc. These axes are mobile and they change over time. As an example, often there are situations, when EURUSD stands still (almost does not move), and at the same time EUR can move with a huge speed against the pound, while at the same time USD stands against the pound, and moves against the Canadian and Ausi....

i.e. the EURUSD exchange rate changes at high speed, while the EUR or USD does not change against other currencies... and you sit there like a sheep and realize that it cannot be, you spend weeks to check the code and then you realize that banks are buying (by the way, i found Gurov's statement that banks never sell, they only buy http://www very useful. procapital.ru/showthread.php?p=348850&highlight=%D0%BF%D0%BE%D0%BA%D1%83%D0%BF%D0%B0%D1%8E%D1%82#post348850), i.e. something is now bought in the market and paid for in dollars and euros (but it is not currency). And I opened the gold chart ... and re-do the code again, as there is a new dimension, and the movement should now be looked for not in N - dimensional space, but in N+1...


I calculated acceleration with the first version of the Expert Advisor - a stupid TP=5.0 pips, it works great on the news, but it doesn't know when to stop working

I learned to filter noises long ago - there are no problems with it, you shouldn't consider each tick the basis of motion - for the motion to start, the ticks should be directed to move

Now I look for the time to make a proper tick multi-indicator, the axes are really moving - and these axes suggest an active trade in currency - often I see that there is no trade as such - just noise and crosses

 
IgorM:


... and from these axes you can make an assumption as to how active currency trading is - I often see that there is no trading as such - just noise and crosses

i use flow intensity for this purpose. it's analogous to tick volume only properly constructed. the number of ticks is not per minute but per last minute
 
Prival:
but for the last minute

imagine - that's how I found tick filtering - not by counting the tick/min rate

but by closing the bar according to server time

:)

 

lea:
.
.. It [graphical mm] exists. It's just that the system must initially have one hard-to-implement property ;) ...

I searched through your posts and got it: this condition is "probability of a profitable trade for TS is greater than 0.5 (grail) and, consequently, positive MO of the system". Yes, with a grail TS and mm with fix lot rolls. But I'm talking about a TS with pf<0.5 ("random entry minus spread"). So is there a graal mm in nature that will pull out the most bumptious cheesy TS (max task) ? Well, who still believes in Father Christmas?