what is the right way to learn? - page 14

 
LRA:

Theoretically and on demo proved, you have to look. He who seeks - he will always find, the only thing that remains is to be able to take away and carry away ... Our friend will help with statistics!!!

And it is proven by practice that flipping a knowingly unprofitable EA does not make it profitable ;)

But, of course, this does not mean that new attempts are pointless, they develop a fighting spirit, determination and programming skills.

 
LRA:

Theoretically and demo proved, you have to look. He who looks will always find, the only thing left is to be able to pick it up and carry it away... Our friend will help with statistics!!!

+10...
 
Let's learn already, when already?
 
evillive:
Expect answers on statistics and trading tips ;)

I haven't done everything yet, but there's already a lot to speculate about.

And the most valuable thing about the resulting data is that it is not my personal opinion... I could be wrong in doing the processing. But, if there are no mistakes, then to ignore the conclusions that follow from the results is simply not rational in our business (noticeably "hits the pocket")...

I don't have time today... But tomorrow, God willing, I'll post everything for you to see...

 

I was passing by on business, so I at least dropped in for a screenshot of the chart.

You can see on the chart that the TRADING SOURCE of the Expert Advisor generates signals very smoothly, without "cracks" and "bumps", which makes us want to apply a certain type of MM to them.

But the chart represents only the initial data so far... From their direct processing, there is only the coefficient (1.29) that shows that the ability to predict the future price movement is higher in the Source than in a common coin (it has = 1.0). True, it predicts the direction in which price is most often NOT going ... (i.e., it should be traded in the opposite direction ).

While I'm poking around with the results of my trading suggestions, maybe someone would like to come up with their own variants... and post them here for comparison,... and to extract an additional learning effect (in the subject of the thread )... In the meantime, I'm running away... Sorry

 
LRA:

account 13793460 on MetaQuotes password user2

Deposit increased 250 times in 9 hours from 10-00 am Oct 27, 2016. No risk - 2 losing trades out of 44 Profit Factor 34. And this is also a demo account

Connected, downloaded the report. Copied it from the screen into a text file. Removed short lines with comments, pasted into Excel. Corrected semicolons in numbers, eliminated errors. Started processing. Calculated. SL/TP from 0.64 to 18; average value is 2.75. Time to live orders from 1 second to 22 minutes, the average value is 4:21. Calculated the deposit after each trade. I have calculated the lot-to-deposit ratio and it appears to be 0.0032 with a small deviation due to rounding. I have used maximal leverage 500. At that time, formula for calculation of lot was something like Lot=0.65*Deposit*Leverage/100000. The figure in the denominator can be obtained as MarketInfo(_Symbol, MODE_LOTSIZE) I have calculated the deposit growth. Two losing trades -1% and -34% Profitable trades from 2% (two trades) to 63% ! One trade gave profit of 349, increasing deposit from 551 to 900. What else to calculate?

evillive:

And is the account still alive or drained in the end? Very risky trading.

The Lot calculated using the above formula provides a rapid increase in the deposit. Now let's estimate the risk. Initial deposit is 10, maximal loss is 34% per trade, let's take the minimum deposit to continue the trade at 2.50. Let's calculate acceptable amount of successive losses. 10*0.66=6.60 6.60*0.66=4.35 4.35*0.66=2.87 2.87*0.66=1.89 It turns out that after three consecutive losses in the beginning, the system will survive. And after a series of wins the losses are safe in general. You can see a small trough to the right of 31 in the diagram. How do you calculate the lot? I was confused by the value of SL exceeding TP by 3 times - was it the other way around? I saw it somewhere. I have to think it over. What is your situation?

I will continue processing, but in the meantime I am posting Excel in ZIP archive variant 2 in size 14 kb

DJDJ22 27.10.2016 19:01 #
Let's already learn, when already?

First identified the minimum deposit, the formula for calculating the lot, the ratio of SL to TP. Time to identify training areas, make up training programmes, develop or choose from available technical tools. Can you help? What do you want to learn? Do you need a tutor or do you prefer distance learning?

Files:
1_1.zip  15 kb
 

Aha... Got to a chart of the outcomes of trades executed the OTHERWAY from the direction suggested by the Expert Advisor's Trading Signal Source... and that opened and closed at the same time as the EA's "trades" (spreads considered).

It is good to see that Source's predictive abilities have made it possible to "recover" all of the spread costs

Well, that's where the fantasy, which MM to apply here, eh-eh-eh-eh is where to play .
Students... spill your guts... what are your options?

 
prikolnyjkent:

Aha... Got to a chart of the outcomes of trades executed the OTHERWAY from the direction suggested by the Expert Advisor's Trading Signal Source... and which were opened and closed at the same time as the EA's "trades" (spread is included).

It is nice to see that the predictive ability of the Source has made it possible to "break" all spread costs

Well, here we have an imagination, what MM to apply here, e-e-e-e-e-e there is a place to play.
Students, ... spill it, who has what options?

In practice I've checked it on dozens of Expert Advisors, a simple "reversal" of direction does not give any positive results. There is no way to force the Expert Advisor to open and close trades IMMEDIATELY with trades of the original EA, using the same settings, the Expert Advisors open trades in absolutely different places and the result is the same - losses and sinking.

If you look at MovingAverage that is supplied with the terminal, swap buy and sell, with or without spread, run it with the same settings and see for yourself.

 
evillive:

In practice I have checked on dozens of Expert Advisors, a simple "reversal" of direction does not give positive results. There is no way to make the Expert Advisor open and close trades AT THE SAME TIME with trades of the original EA, at the same settings EAs open trades in absolutely different places and the result is the same - losses and sinking.

Take the same MovingAverage from the terminal, swap buy and sell, with or without spread, run it with the same settings and verify.

You have not checked it correctly in practice.

I hope you won't deny that under normal conditions two opposite open orders will work with minimal difference in price (plus the spread).
That's what you should rely on when you're going to trade against system signals.

You need to build a TS which works on REMOTE ORDERS

 
By the way (I don't use EAs. Who knows - share your opinion),... if at the moment when EA gives a "buy" command to the server, in the code of the command itself there will be "sell" instead of "buy",... then will the price of the order be different than the spread...?