Adviser to the whole world - page 77

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sllawa3: You have to try and adjust the settings... as well as the KB and KS coefficients
you have to recalculate it before each trade :) coefficient...
 
sllawa3:
In the settings: margin - main order lot's share from free margin...kb and kc - coefficients of 2nd instrument's lot in case of buy and sell...trawl - size of equity drawdown from max... at which all positions are closed... profit - money of profit at which the trawl starts to work
Try it :) just for an experiment... when the trall starts working - add more volume to the positive position :) just a little... :)
 
here is the test in mt for a couple of days on eur usd with eur gbp pair ( no trades on which there is no possibility in the mt tester at the same time with the main ones )
Chart mismatch errors 0
Initial deposit 1000.00
Net profit 590.50
Total Profit 590.50
Total Loss 0.00
Profitability
Winning Expectation 13.73
Absolute Drawdown 160.90
Maximum Drawdown 361.50 (24.68%)
Relative Drawdown 28.91% (353.60)
Total trades 43
Short Positions (% win) 24 (100.00%)
Long Positions (% won) 19 (100.00%)
Profitable trades (% of all) 43 (100.00%)
Losing trades (% of all) 0 (0.00%)
Largest
profitable trade 49.50
losing trade 0.00
Average
profitable trade 13.73
losing trade 0.00
Maximum
continuous wins (profit) 43 (590.50)
continuous losses (loss) 0 (0.00)
Maximum
continuous gains (number of wins) 590.50 (43)
continuous losses (number of losses) 0.00 (0)
Average
continuous wins 43
continuous losses 0
 
Aleksander:
you have to recalculate it before each transaction :) coefficient...
If you want to re-calculate the coefficient, you have to recalculate it before every deal... The deal is counter and will not close until the equity is higher than the balance but partially compensate for each other's losses...
 
Aleksander:

Here is a video clip of trading with an arbitrage advisor :) - Although it is a stock trading robot - but if you abstract it and replace stocks with some currency pairs quotes

- you can visualize - Principle of Trading ... Mmmm... 96 megabytes... a little bit big :) - i'll find something Small....

http://finlabportal.ru/wp-content/uploads/2010/03/ProfitArbitragTrade.mp4
 
sllawa3: Not every day at all... it's possible to define once a day
the coefficient varies a little bit at different times :) in the morning, and more in the afternoon, after the findies come in a little less... decreasing every hour :)
 
Aleksander:
The coefficient varies a little bit at different times :) in the morning, and more in the afternoon, and less after the fdi come in... it decreases with each passing hour :)

Alexander, try to use the same strategy in the tester, only EURGBP and GBPUSD. You have everything. The result is interesting. EURUSD will be removed for the time being
 
sllawa3: the last couple of days mt test on eur usd with same pair of eur gbp (no trades in it as they are not available in the mt tester at the same time with the main ones)

why euroloops? try just gbpusd.... - and add a block of virtual deals to the Expert Advisor :) opening at the beginning of a minute - running positions on the same principle :) just store them (virtual deals) in variables, and recalculate every minute - if the EA has quotes, you can get the data...

OpenBar = iOpen (simbol,0,i);

CloseBar = iClose(simbol,0,i);

 
Aleksander:
the coefficient varies a little bit at different times :) in the morning, and more in the afternoon, after the findies come in less... decreasing every hour :)

Right. Of course. Why didn't you say anything about the night?
 
Aleksander:

why eurolbp? try just gbpusd.... - and add a block of virtual deals to the Expert Advisor :) opening at the beginning of a minute - running positions on the same principle :) just store them (virtual deals) in variables, and recalculate every minute - if the EA has quotes, you can get the data...

OpenBar = iOpen (simbol,0,i);

CloseBar = iClose(simbol,0,i);




And the lot size? Or do you only count pips?
1...707172737475767778798081828384...107
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