Thoughts on the random - page 27
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This is the usual outcome. The reason is the changing market. How to fight it is to constantly adapt the EA, it seems.
Wouldn't this adaptation be forever lagging, like the MA? (no teasing)
This is the usual result. The reason is the changing market. How to fight it - to adapt the Expert Advisor all the time, it seems.
This is the result of your scheme, with a focus on large movements. But I have added a lot more and it is still far from the final version. May be 30 percents of the whole trading system, as I understand it. ))
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I have put it in a drawer for some time since summer time, since I have to develop the engine for one interesting idea, which can defeat parameter fitting. I have accumulated a lot of material. I'll post my results later as articles.
This is the result of your scheme, with a focus on large movements. But I have added a lot more and it is still far from the final version. May be 30 percents of the whole trading system, as I understand it. ))
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I've put it in a drawer since summer, as I need to develop the engine for one interesting idea, which can defeat parameter fitting. There's a lot of material accumulated. I'll post the results as articles later.
What is the stop and profit?
In MT5 the tester generates in its own way (in comparison with MT4), it lies even more than MT4.
What kind of stop and profit?
They (stops and profits) practically never work in this case. The scheme is based on the bars that have formed. Basically, everything is built on the meters (volumes, pips, levels, etc.). There's a lot of stuff there. More on all that later. The machine gun is not ready yet. )))
) -human:
In MT5 the tester generates in its own way (compared to MT4), it lies even more than MT4.
And from this point, more details, "with pictures". What, when and in what cases. Maybe, you know something about the MT5 tester that no one else knows? ))
As a rule it is possible to fall into a slight delusion when trading levels are very close and in the opening price only mode. Then, if you run a fabulous result in Minute or All ticks mode, everything falls into place. And there's another one that everyone knows the official GRAAL on MT5. But it is even described in great detail in the Help.
They (stops and profits) are almost never triggered in this case. The scheme is based on the bars formed. Basically, everything is built on the meters (volumes, pips, levels, etc.). There's a lot of stuff there. More on all that later. The machine gun is not ready yet. )))
And from now on, more details, "with pictures". What, when and in what cases. Maybe, you know something about the MT5 tester that no one else knows? ))
As a rule it is possible to fall into a slight delusion when trading levels are very close and in the opening price only mode. Then, if you run a fairy tale result in Minute or All ticks mode, everything falls into place. And there's another one that everyone knows the official GRAAL on MT5. But it's even described in great detail in the Help.
Not known by many, but you, I thought, knew all about MT5. (Sorry if the "you" is insulting you, it's easier for me, let's keep it on a first name basis, shall we?)
I don't know what grail you're talking about. I don't know what kind of grail you are talking about.
Don't know many people, but you, I thought, knew all about MT5. (Sorry if the "you" is insulting you, it's easier for me. let's keep it on a first name basis, shall we?)
I don't know what grail you're talking about. In MT5 the ticks are generated differently than in MT4, and if you use multicurrency mode, it's a mess.
I'm not offended by anything in this life.
My level of knowledge about MT5 allows me to say that this test is correct and without errors. And what does ticks and multicurrency mode have to do with it, I didn't say anything about that. ) But about that below.
The official GRAAL is described in detail here: https://www.mql5.com/ru/docs/runtime/testing. The second can be accidentally discovered when optimizing the parameters by setting wide ranges of parameters, and then checking the results with close trading levels you can find a very nice graph with good indicators. Immediately "without getting high" you conduct a test in OHLC mode on M1 or All ticks and everything becomes clear. If it is not clear at the first time, you carry out a detailed analysis first in the Open price only mode, in visualization mode, trying to understand why the Graal is obtained, and then in the All ticks mode.
The multicurrency mode in MT5 can be set up very precisely. I even think to publish my version of the chart sometime. But all the information has already been published in one form or another. At least, I have configured it so that the results are identical in all modes no matter what timeframe or symbol an Expert Advisor is located on.
The result shown above is the same for one symbol (EURUSD). I will have to modify the scheme in multicurrency mode. I have started it incorrectly and it is not convenient to develop the project now. )) The result is not so good. In 12 years from 100 to ~500 is pretty weak. But the only good thing so far is that approximately the same on the same parameters can be seen on other characters. Not quite the same, of course. But it's not the same. For some symbols the result is significantly lower, for others the lateral movement of the balance. In general there is still a lot of work to do. I have already written above that it is approximately 30% of what I have planned to do. Maybe the result will improve, as individual tests show, or maybe not. I don't know. Once I do, it will be seen. I'm going to publish all my research from start to finish, regardless of the result. It's just all very long and takes months of daily work. )))
This is the result roughly based on your scheme with a focus on large movements.
This is the result of your scheme, with a focus on large movements. But I added a lot more...
Beautiful, but apparently the logic is far from the described pattern (on which there is no positive MO in its pure form).
But the good news is that the whole story has a positive outcome. But, you have to take care of the lack of fitting.
Beautiful, but apparently the logic is far from the pattern described (on which there is no positive MO in its pure form).
But, the good news is that there is a positive outcome on the whole story. But, one has to take care of the lack of fit.
Yes, simply following the pattern described one way or the other won't work. Everything is too chaotic, even on large TFs. In order to order the chaos, nature has introduced many conditions to make the world as we see it now.
In brief, at the moment I have done the following. I have added blocks of volume building, position support and exit conditions that focus on the current profit. The position management is also focused on the current profit and consists of two parts that switch depending on the situation. Also, the number of profitable/loss-making trades and their total volume are calculated. The first entry point is not random, it is oriented to the current volatility of the daily TF. There is no diversification and hedging yet. I have not implemented capital management system aimed at maximizing profits. I have not written the module against parameter fitting yet. I think I will do it with 31 to 1, to distract from mass insanity somehow. )))
In general, the system is being developed in such a way that at any given moment there is no question as to what to do in this or that case. It is hardly possible to completely eliminate parameter optimization, but it is possible to greatly reduce the effect of fitting. Personally, I always set very wide ranges for optimisation in all studies. There is also very useful information on the optimisation graphs.