Not the Grail, just a regular one - Bablokos!!! - page 158
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With the arrival of a new bar you have to reload everything every time.
There is no automatic upgrade.
Sell synthetic at the upper channel, buy at the lower channel. You close all trades at the intersection with "0".
Is this a joke? If it is on m5, every 5 minutes to overload everything?) By the way, on what timeframe all this stuff can be applied?
That is, all pairs are sold when the red line has left the channel at RecycleKoef and closed when the red line returned to the middle of the channel?
By the way, how do you sell, prices may run out before you do it all manually.)
Sell synthetic at the upper channel, buy at the lower channel. Close all trades at the intersection with "0".
Have you tried it that way?
I've been testing for a couple of months. nothing good comes out.
Is this a joke? If it's on m5, every 5 minutes to overload everything?) By the way, at what timeframe all this stuff can be applied?
I.e. we sell all pairs when the red line goes out of the channel at RecycleKoef and close when the red line returned to the middle of the channel?
By the way how do you sell, prices will run out before you sell them all, it's a critical issue here)
Have you noticed that when a new bar comes the indicators do not draw further?
This work was posted by the author for introductory purposes. To make a profit on it you need to improve it greatly or write your own using the base.
Apply it on the minutes.
You sell Synthetic when it has gone over the upper limit of the SCO. I.e. you sell some pairs and buy the rest at the weights specified.
You are not well acquainted with how it works. Read in the comments and watch the video. The questions will disappear at once.
Have you tried it this way?
I tested it for a couple of months. Nothing good comes out.
Yes, I did. Nothing came out the way the author did. But I think the idea works, the author succeeded. We need to improve it.
Have you noticed that with the arrival of a new bar the indicators are not drawn further?
This work was posted by the author for information purposes. To make a profit on it, you need to refine it a lot or write your own using the basis.
Apply on the minutes.
You sell Synthetic when it has gone over the upper limit of the SCO. I.e. you sell some pairs and buy the rest at the weights specified.
You are not well acquainted with how it works. Read in the comments and watch the video. The questions will disappear at once.
Yes, I tried it. It didn't work in the form uploaded by the author. But I think the idea works, the author managed to do it. We need to improve it.
I paid attention to it and read it too,
"You sell some pairs and buy the rest with the weights you specify" - which pairs are sold and which are bought?
Is it impossible to do auto-refresh?
The main question seems to be unanswered))
Lots with a minus sign - you sell, the rest you buy. It seems logical. There is no point in doing auto-renewal in this package, it is for analysis. The idea itself is easier to put in an Expert Advisor, but you need an algorithm for its use.
You sell lots with a minus sign, you buy the rest. It seems logical. There is no point in doing auto-renewal in this package, it is for analysis.
Please reply in my thread I see you are aware of it https://www.mql5.com/ru/forum/143971
You sell lots with a minus sign, you buy the rest. It seems logical. There is no point in doing auto-renewal in this package, it is for analysis. It is easier to put the idea into the Expert Advisor, but you need an algorithm for its use.
I will even go further. I coded this automaton with internal optimization (calculation of lots not from recycling, but from volatility calculation); it allows working on synthetics consisting of 15 pairs. I played with it and put it on the shelf.
Hi guys!
Did it ever occur to you that on minute (or even tick) data, the correlation can change dramatically in a second (and just as a trade is open and you have only (50% - spread) probability of winning and that if SL=TP and if it is big enough not to work on noise)? Run a recycle on several pairs on minutes with a different sample of bars - for example from 30 to 60. And see how it jumps when the sample shifts by one bar. So, the rescale is nice, no doubt, but its usefulness is to determine the correlation between incoming bins within a certain time interval. And nothing else. The lots that the recycle - 2 - gives are suitable for trading back on history, on the interval where you got them, not on another. The correlation coefficient is as ambiguous as the technical analysis figures. Now it is there, and now it is gone.
Guys, hi!
Has it ever occurred to you that on minute (or even tick) data, the correlation can change dramatically in a second (and just as a trade is open and you only have a (50% - spread) probability of winning and that if SL=TP and if it's big enough to not work on noise)? Run a recycle on several pairs on minutes with a different sample of bars - for example from 30 to 60. And see how it jumps when the sample shifts by one bar. So, the rescale is nice, no doubt, but its usefulness is to determine the correlation between incoming bins within a certain time interval. And nothing else. The lots that the recycle - 2 - gives are suitable for trading back on history, on the interval where you got them, not on another. The correlation coefficient is as ambiguous as the technical analysis figures. Now it is there, and now it is gone.
And how did it occur to you to put the sample in 30 minute bars? In the comments even the author pointed out that a larger sample is necessary.
The gist of the idea is that there are MARKETING patterns. If the hypothesis is correct, then we will have time to take a profit before the synthetic changes dramatically.