The market is a controlled dynamic system. - page 221
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Oleg,
I can get a closer look at your development somewhere.
For a long time I wrote a diploma, something like "control of system with correction of task signal", maybe it can be applied here.
The basic idea -- and general ways to implement it -- is in this thread. There are also important details and subtleties which have emerged in the process of implementing the idea and which need to be taken care of.
For the second question it is impossible to say something concrete, if you do not know the essence of the work except for the title. Although the subject corresponds to our field.
The algorithm is always in the market, any entry, nothing depends on it except the first trade, or first trades, if left to self-adjust, without pre-calculation.
P.S. 12 points and did not plummet in the tester - so far such has not seen. How many programs I've seen - as soon as you make a small stop, you lose rapidly and absolutely steadily.This is how to test it. I will post pictures tonight when I remember.
It's a matter of testing. I'll post pictures tonight when I remember.
Test on all ticks of course.
A lot has been said that testing on all ticks is not quite correct if the targets are inside a bar (since ticks are generated, then again maybe you are testing on tick history). Maybe it is different for you. Oleg, sorry if we are rubbish in your thread.
It has been said a lot that testing on all ticks is not quite correct if the targets are inside a bar (since ticks are generated, again, maybe you are testing on tick history). Maybe it is different for you. Oleg, excuse me if I'm rubbish in your branch.
The algorithm is always in the market, any entry, nothing depends on it except the first trade, or first trades, if left to self-adjust, without pre-calculation.
P.S. 12 points and did not plummet in the tester - so far such has not seen. How many programs I've seen - as soon as you make a small stop, you lose rapidly and absolutely steadily.You're telling the truth.
In general, you go in and take N pips. You exit by a stop of 50. Before entering you calculate the statistics on the candlesticks?
You are right.
In general, the way you have it - enter anywhere and take N pips. You exit by a stop of 50. Before entering you calculate the statistics on the candlesticks?
I go anywhere, if there has not been any preliminary market calculation. I take 50 pips minus the spread in the flat, and, as far as the algorithm is concerned, in the trend. Only a reversal is made by a stop if the algorithm implies a change in the trading direction. The market statistics is calculated by ticks, because the loss of movement can already occur on one-minute candlesticks.
The current experiment is over. The objectives have not yet been met. Small errors have led to large deviations.
In view of the results obtained, the aim of achieving breakeven comes to the fore.
A new experiment will be launched in May 2014.
avtomat:
... The goal of breaking even comes to the fore.