a return to the fairy tale - page 6

 
PPC:

What are the "right" ones according to your criteria? Maybe you can share some specific examples? Maybe I missed something... I'd love to hear from you, if you can figure it out :)

https://www.mql5.com/ru/forum/105740/page14#51307 built according to these principles, of course with knowledge of DSP, spectrum, etc...
 
hrenfx:
I think there are people who can explain to you better than I can why your condition is self-defeating.

probably this: http://forum.liteforex.org/showthread.php?t=3911
 

An idea: just use three known ticks... bar open price, close price of the previous one, and the first tick of the current one (above or below the open price)... and a certain threshold between them ( a distance that must be at least)


Chart mismatch errors 0
Initial deposit 1000.00
Net profit 54716.16
Total profit 70172.98
Total loss -15456.82
Profitability 4.54
Win expectancy 138.87
Absolute drawdown 7.40
Maximum drawdown 3049.42 (6.56%)
Relative drawdown 6.56% (3049.42)
Total trades 394
Short positions (% win) 133 (60.90%)
Long positions (% win) 261 (75.10%)
Profitable trades (% of all) 277 (70.30%)
Loss trades (% of all) 117 (29.70%)

double ask = iMA(NULL,1,3, 0, 2,0,0);

double ask1 = iMA(NULL,1,3, 0, 2,0,1);

if((ask1+p<iOpen(NULL,1,0)&&ask-p>iOpen(NULL,1,0))||(ask1-p>iOpen(NULL,1,0)&&ask+p<iOpen(NULL,1,0)))openOrders();
Files:
bars.mq4  6 kb
 
atik:

An idea: just use three known ticks... bar open price, previous close price, and the first tick of the current tick (above or below the open price)... and a certain threshold between them (at least the distance they should be)

This is correct! This is exactly the way you should look for optimal market entry, but you should test it using ticks of your broker / brokerage company with which your code works - quotient filters are different for all brokerage companies.
 

test for the year alpari classic:


Chart mismatch errors 0
Initial deposit 50.00
Net profit 4372655.50
Total profit 5797580.50
Total loss -1424925.00
Profitability 4.07
Win expectation 5205.54
Absolute drawdown 1.50
Maximum drawdown 206000.00 (4.76%)
Relative drawdown 20.87% (658.80)
Total trades 840
Short positions (% win) 302 (60.60%)
Long positions (% win) 538 (78.81%)
Profitable trades (% of all) 607 (72.26%)
Losses (% of all) 233 (27.74%)
Largest
profitable trade 255000.00
losing trade -37000.00
Files:
barsm.mq4  7 kb
 
there is only one synthesised value left - the value of the first tick after the opening price in the current bar
 

i already traded 15% of the deposit on ducas wok account (almost...)

02.03.201116:31:15Order #78539651, Position #17731796SELL7 990 970.00EUR/USDSL bid < 1.38708Average 1.386944FILLED
16:31:15.682Trade #604837571 500 000.001.38698
16:31:15.683Trade #604837581 500 000.001.38696
16:31:15.683Trade #604837591 500 000.001.38695
16:31:15.684Trade #1-604837613 490 970.001.38692
02.03.201116:30:59Order #78539650, Position #17731796.BUY7 990 970.00EUR/USDAverage 1.38706FILLED
16:30:59.443Trade #1-604836847 990 970.001.38706
02.03.201115:36:33Order #78533825, Position #17729862SELL7 601 370.00EUR/USDSL bid < 1.3884Average 1.388384FILLED
15:36:33.481Trade #604789121 500 000.001.38840
15:36:33.482Trade #604789136 101 370.001.38838
02.03.201115:32:19Order #78533824, Position #17729862.BUY7 601 370.00EUR/USDAverage 1.38764FILLED
15:32:19.275Trade #1-604785257 601 370.001.38764
01.03.201120:17:32Order #78386935, Position #17685752.BUY7 657 410.00EUR/USDREJECTED
01.03.201120:17:32Order #78386936, Position #17685752SELL30 000 000.00EUR/USDSL bid < 1.3772CANCELLED
01.03.201119:40:14Order #78382719, Position #17683444BUY7 532 990.00EUR/USDAverage 1.377807FILLED
19:40:14.821Trade #603320011 500 000.001.37779
19:40:14.822Trade #603320021 500 000.001.37780
19:40:14.822Trade #603320032 250 000.001.37781
19:40:14.823Trade #603320042 282 990.001.37782
01.03.201119:40:14Order #78382601, Position #17683444.BUY7 532 990.00EUR/USDTP ask < 1.37722CANCELLED
01.03.201119:39:46Order #78382562, Position #17683444SELL7 532 990.00EUR/USDAverage 1.378074FILLED
19:39:46.820Trade #603318071 560 000.001.37811
19:39:46.821Trade #603318081 320 000.001.37808
19:39:46.821Trade #603318094 652 990.001.37806
01.03.201117:35:45Order #78362670, Position #17680500SELL1 000.00EUR/USDAverage 1.38112FILLED
17:35:45.776Trade #603112991 000.001.38112
01.03.201117:35:13Order #78362591, Position #17680500.BUY1 000.00EUR/USDAverage 1.3812FILLED
17:35:13.686Trade #603112231 000.001.38120
01.03.201115:10:25Order #78317925, Position #17669649.BUY7 311 600.00EUR/USDSL ask > 1.38064Average 1.38067FILLED
15:10:25.466trade #602672674 620 000.001.38066
15:10:25.467Trade #602672681 130 000.001.38068
15:10:25.467Trade #602672691 561 600.001.38069
01.03.201115:08:59Order #78317924, Position #17669649SELL7 311 600.00EUR/USDAverage 1.3811FILLED
15:08:59.023Trade #1-602667897 311 600.001.38110
01.03.201115:01:21Order #78313503, Position #17668492SELL1 500 000.00EUR/USDSL bid < 1.38408Average 1.384059FILLED
15:01:21.115Trade #602634941 380 000.001.38406
15:01:21.116Trade #60263495120 000.001.38405
01.03.201115:01:12Order #78313502, Position #17668492.BUY1 500 000.00EUR/USDAverage 1.38365FILLED
15:01:12.055Trade #602634231 500 000.001.38365
01.03.201113:59:09Order #78294092, Position #17664021.BUY1 000.00EUR/USDAverage 1.38216FILLED
13:59:09.557Trade #602456041 000.001.38216
01.03.201113:58:59Order #78294015, Position #17664021SELL1 000.00EUR/USDAverage 1.38212FILLED
13:58:59.458Trade #602455361 000.001.38212
01.03.201113:48:28Order #78291781, Position #17663597SELL7 210 880.00EUR/USDTP bid > 1.3822Average 1.382238FILLED
13:48:28.942trade #602436586 000 000.001.38224
13:48:28.943Trade #602436591 210 880.001.38223
01.03.201113:47:49Order #78291764, Position #17663597.BUY7 210 880.00EUR/USDAverage 1.382087FILLED
13:47:49.265Trade #602434992 250 000.001.38207
13:47:49.265Trade #602435001 500 000.001.38208
13:47:49.266Trade #602435011 500 000.001.38209
13:47:49.266Trade #602435021 960 880.001.38211
01.03.201113:44:11Order #78291051, Position #17661759.BUY7 065 710.00EUR/USDAverage 1.381505FILLED
13:44:11.434Trade #602413272 250 000.001.38149
13:44:11.434Trade #602413283 580 000.001.38151
13:44:11.435Trade #602413291 235 710.001.38152
01.03.201113:44:11Order #78290237, Position #17661759.BUY7 065 710.00EUR/USDTP ask < 1.3813CANCELLED
01.03.201113:40:27Order #78290208, Position #17661759SELL7 065 710.00EUR/USDAverage 1.381836FILLED
13:40:27.574Trade #602405434 500 000.001.38184
13:40:27.574Trade #602405442 250 000.001.38183
13:40:27.575Trade #60240545315 710.001.38182
01.03.201113:39:50Order #78290102, Position #17661613.BUY7 056 970.00EUR/USDAverage 1.381967FILLED
13:39:50.146Trade #602404431 500 000.001.38194
13:39:50.147Trade #602404443 020 000.001.38197
13:39:50.147Trade #1-602404462 536 970.001.38198
01.03.201113:39:50Order #78289194, Position #17661613.BUY7 056 970.00EUR/USDTP ask < 1.38175CANCELLED
01.03.201113:35:11Order #78289166, Position #17661613SELL7 056 970.00EUR/USDAverage 1.382027FILLED
13:35:11.402Trade #602395381 500 000.001.38204
13:35:11.402Trade #602395391 580 000.001.38203
13:35:11.403Trade #602395403 976 970.001.38202
 
shit... It's impossible to write an expert comparing the previous tick's close, the current tick's open and the next tick on Dukas... the open is almost always equal to the previous tick's close... (and in mt too often... that's why the trades are much smaller)
 
atik:

Well, it's clear that you have to check it on the account in the end, not in the tester... But while there is no working system, just write a test bench with flexible settings for experiments... ...and then to work on the emulator...

it's so nice to believe in the fairy tale :) but the tester in MT4 is not a tester - it's a market emulator :(

it's simple: more than 90% of deals are "made" inside of a candle without any real prices! On M1, even worse - ALL 100% of deals are made inside of a bar. What takes time? :(((((

 
f.t.:

it's so nice to believe in fairy tales :) but the tester in MT4 is not a tester - it's a market emulator :(

It's simple: over 90% of trades are "made" inside a candle where there are no real prices! :(((((

which is what we are struggling with... ( looking for a solution )