a return to the fairy tale - page 10

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here's a test of an expert on 3 points - previous close - opening price - and 2nd tick price ...with a set distance between them 3 pips constant lot 0.5 at 100 leverage trawl 20 stop 50 ...alpari ndd

Bars in history 66209

Chart mismatch errors 0
Initial deposit 1000.00
Net profit 3631.44
Total profit 5990.88
Total loss -2359.44
Profitability 2.54
Expectation of winning 9.10
Absolute drawdown 40.80
Maximum drawdown 165.00 (4.53%)
Relative drawdown 9.48% (118.20)
Total trades 399
Short positions (% winning) 87 (64.37%)
Long positions (% wins) 312 (83.97%)
Profitable trades (% of all) 318 (79.70%)
Losing trades (% of all) 81 (20.30%)
Largest
profitable trade 115.80
losing trade -40.20
Average
profitable trade 18.84
losing trade -29.13
Maximum
continuous wins (profit) 34 (496.80)
continuous losses (loss) 3 (-90.48)


if(b==0||OrderOpenTime()<iTime(Symbol(),1,0))
{
if( C1<O-D*Point&&Bid>O+D*Point&&Volume[0]==2)
{
OrderSend(Symbol(),OP_BUY,Lots,Ask,0,0,0,"",MAGIC,0,Green);
}
}
if(s==0||OrderOpenTime()<iTime(Symbol(),1,0))
{
if(C1>O+D*Point&&Ask<O-D*Point&&Volume[0]==2)
{
OrderSend(Symbol(),OP_SELL,Lots,Bid,0,0,0,",MAGIC,0,Red);
}
return(0);
}
 

the fabulous idea of analyzing the current bar is still open

maybe a filter in the form of a tick indicator would be useful... for example stochastic...

Unfortunately the tick indicators in MT4 are the purest fraud! (Have you ever seen a min. bar with 120 or more ticks, which are not rare? )

the stoch. levels in the EA can be disabled by marking buy level = 150nap and sell level = -10 .... in this case the current position of lines will be filtered

Files:
woc.sp.mq4  9 kb
tst1.mq4  9 kb
 
atik:

the fabulous idea of analyzing the current bar is still open

maybe a filter in the form of a tick indicator would be useful... for example stochastic...

Unfortunately the tick indicators in MT4 are the purest fraud! (Have you ever seen a min. bar with 120 or more ticks, which are not rare? )

Stoch. levels can be deactivated in the Expert Advisor by marking Buy Level = 150napr. and Sell Level = 0 .... in this case only filtering by position of lines would remain

Slava, imho - unambiguously, the ticks should be arrayed with constant size, and the data should be filtered somehow - although the funny thing is that tick charts are almost similar to M1 (but take not candles, but the same Open or Close) - so the next question arises - why tick data will be analyzed more effectively with standard TA tools? again imho - nothing! will have the same results.

But if you create your own really effective filter for ticks - it will be as effective for the same M1 timeframe - but the amplitude for trade will be a bit larger

 
And if you analyse not ticks, but price speed, how many pips passed from Open to Close in 1, 2, ... minute bars?
 
dmitriy086:
And if you analyse not ticks, but price speed, how many pips have passed from Open to Close in 1, 2, ... minute bars?
If we consider bars - the speed of price change seems to be = (Close-Open)/timeframe - but in fact it is not so - in 1 bar the price can practically run from High to Low and back several times. And the ticks together with their time of recording by TimeCurrent() can be written in a two-dimensional array - there will be an absolutely objective estimation of price change speed.
 

and if, instead of writing ticks to an array, you use a Renko with box size=1 clause

 

Corrected one of my Expert Advisors ( Force Index 3 ) - removed the current bar from all the indices and conditions, putting in conditions... only the previous one (1st) and the one before it (2nd)

this year's test alpari ndd leverage 100 ...how interesting that test is to be trusted ?

Bars in history 70133
Simulated ticks 3005727
Chart mismatch errors 0
Initial deposit 500.00
Net profit 17493.16
Total profit 31176.88
Total loss -13683.72
Profitability 2.28
Win expectation 16.76
Absolute drawdown 8.58
Maximum drawdown 585.43 (5.03%)
Relative drawdown 8.00% (102.74)
Total trades 1044
Short positions (% win) 539 (61.22%)
Long positions (% win) 505 (64.16%)
Profitable trades (% of all) 654 (62.64%)
Losses (% of all) 390 (37.36%)
Average
continuous win 3

continuous loss 2


if we add to the previous one the conditions of comparison of the 0th ( current ) bar and the ask and bid get the following ;

Bars in history 70152
Simulated ticks 3006527
Chart mismatch errors 0
Initial deposit 500.00
Net profit 53985.03
Total profit 66960.78
Total loss -12975.75
Profitability 5.16
Expectation of winning 69.93
Absolute drawdown 3.74
Maximum drawdown 916.20 (2.55%)
Relative drawdown 3.30% (482.60)
Total trades 772
Short positions (% win) 392 (74.49%)
Long positions (% win) 380 (73.68%)
Profitable trades (% of all) 572 (74.09%)
Loss trades (% of all) 200 (25.91%)
Maximum
continuous wins (profit) 22 (10851.74)
continuous losses (loss) 4 (-32.48)
 
if(R==1)
{
bool Sto_Operando;
double Media_Prezzo = NormalizeDouble(iMA(NULL,1, 1, 0, 1, PRICE_MEDIAN, 1),Digits);
double Media_Prezzo_2 = NormalizeDouble(iMA(NULL,1, 1, 0, 1, PRICE_CLOSE, 1),Digits)
double Media_Prezzo_3 = NormalizeDouble(iMA(NULL,1, 1, 0, 1, PRICE_OPEN,1 ),Digits);
double F=iForce(NULL,1,1,0,0,1);
double F1=iForce(NULL,1,1,0,0,2);
double WP=iWPR(NULL,1,1,1);
double WP1=iWPR(NULL,1,1,2);

double df2 = iForce(NULL,1,Pforse,0,0,1);
double df3 = iForce(NULL,1,Pforse,0,0,1);
double df4 = iForce(NULL,1,Pforse,0,0,2);
double df5 = iForce(NULL,1,Pforse,0,0,3);
double df6 = iForce(NULL,1,Pforse,0,0,4);
double df7 = iForce(NULL,1,Pforse,0,5);
double D = iATR(NULL,1440,1,0);
double D1 = iATR(NULL,1440,1,1);

if ((D<UATR||D<D1)&&(df2<-UForce|||df3<-UForce|||df4<-UForce||||df5<-UForce||||6<-UForce|||df7<-UForce))B=1;

if ((D<UATR||D<D1)&&(df2>UForce||df3>UForce|||df4>UForce|||df5>UForce|||df6>UForce|||df7>UForce))S=1;

//.......................................................

if (Bid>iOpen(NULL,1,0)&&MARKET==true&&BUY==1&&ZB==0&&R==1&&Media_Prezzo_3 < Media_Prezzo_2 && Media_Prezzo_2 > Media_Prezzo &&B==1 )
{
OrderSend(Symbol(), OP_BUY, Lotti_da_Usare,Ask, slip,0,0, "", MagicNumber, 0, Green);
if(OP_STOP==true)OrderSend(Symbol(), OP_SELLSTOP,Klot * Lotti_da_Usare,Bid -Stop_Loss * Point, slip,0,0, "", MagicNumber2,TimeCurrent()+TIME*60, Red);
PlaySound("alert2.wav");
return(0);
}
if (Ask<iOpen(NULL,1,0)&&MARKET==true&&SELL==1&&ZS==0&&R==1&Media_Prezzo_3 > Media_Prezzo_2 && Media_Prezzo_2 < Media_Prezzo &&S==1 )
{
OrderSend(Symbol(), OP_SELL, Lotti_da_Usare,Bid, slip,Ask + Stop_Loss * Point,Bid-TakeProfit * Point, "", MagicNumber, 0, Red);
if(OP_STOP==true)OrderSend(Symbol(), OP_BUYSTOP, Klot * Lotti_da_Usare, Ask+ Stop_Loss * Point, slip,0,0, "", MagicNumber2, TimeCurrent()+TIME*60, Green);
PlaySound("alert.wav");
return(0);
}
 
Are these tests on real ticks or ticks from the mt4?
 
atik:

...how interesting is it that such a test can be trusted?

In the MT4 tester and wok shows amazing results. I wrote my own tester, loaded the dukos ticks into it and did 13824 runs on the wok. Total flop, nothing to hang on to, but in the MT4 tester it's practically a grail...
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