Buy stop Sell stop Grid advisor as a class - page 6

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Andrey Kisselyov:
For me it all depends on the instrument volatility, if the instrument is less volatile then it's better to work on a breakout (limit orders) if the instrument is volatile then work on a breakthrough(stop orders).


Respectfully.



This thread is not about limit orders, it's about stop pending orders. And on any symbol there will always be a time frame where there is high volatility (read "trend") and low volatility (read "flat").


Added: about your posts - please don't write this cynical posts in every post, especially on the ru section of the forum, because:

  • such a postscript contradicts the mentality of those who read the ru section of the forum
  • there is no respect in your posts - you should write every sentence with a small letter
  • you get a lot of complaints.

 

Version 1.008: the longer the no-trend (which means a set of positions in one direction), the more likely a pullback is, so we multiply the lot for the opposite pending order.

//+------------------------------------------------------------------+
//| 1.001:                                                           |
//|   when starting, sets Buy stop and sell stop                     |
//| 1.002:                                                           |
//|   OnTradeTransaction: if DEAL_ENTRY_IN delete all pending orders,|
//|   and, sets Buy stop and sell stop                               |
//| 1.003:                                                           |
//|   OnTradeTransaction: DEAL_ENTRY_IN                              |
//|      DEAL_TYPE_BUY => ClosePositions(POSITION_TYPE_SELL)         |
//|      DEAL_TYPE_SELL => ClosePositions(POSITION_TYPE_BUY)         |
//|   PlacesXXXX:                                                    |
//|      "RefreshRates()" is now inside the "PlacesXXXX"             |
//|   OnTradeTransaction:                                            |
//|      a "while" loop for "PlacesXXXX"                             |
//| 1.004:                                                           |
//|   add OnTester and save csv file                                 |
//| 1.005:                                                           |
//|   add Geometric and arithmetic progression                       |
//|      only a geometric progression is realized                    |
//| 1.006:                                                           |
//|      arithmetic progression is realized                          |
//| 1.007:                                                           |
//|      correct ClosePositions: Symbol() => m_symbol.Name()         |
//| 1.008:                                                           |
//|      the more a recoilless trend,                                |
//|      the bigger lot on an opposite position                      |
//+------------------------------------------------------------------+

ds

 
Vladimir Karputov:

Version 1.008: the longer the no-trend (which means a set of positions in one direction), the more likely a pullback is, so we multiply the lot for the opposite pending order.

ds


You obviously have no experience in grid trading.

The longer the trend is without a reversal, the higher is the probability of its continuation.

So increasing your total lot size will wipe out any balance you may have.

 
Andrey F. Zelinsky:

You obviously have no experience in grid trading.

The longer the no-trend, the more likely it is to continue.

So building up your aggregate lot size will wipe out any balance you may have.


1. Where do you see a grid? There are always two pending orders.

2. When working with stop pending orders and increasing the lot for a pending order Opposite direction than the last open position nothing can "sweep away the balance".

3. there really isn't much of a rollback. An example of statistics on triggering of stop pending orders with a step of 35:

Forum on trading, automated trading systems and trading strategy testing

Expert Advisor Buy stop Sell stop Grid as a class

Vladimir Karputov, 2017.10.01 07:27

For step 35 extended totals:

Direction_of_trades_EURUSD_35

Here we can see that

  • almost 50% of all cases are when the length of uninterrupted trades equals "1". So we have situations like: opened Buy and then reversed the position (i.e. closed Buy with a loss and opened Sell) or this situation: opened Sell and then reversed the position (i.e. closed Sell with a loss and opened Buy). Thus situations with uninterrupted trades of length "1" are a guaranteed loss.
  • Approximately 25% of all cases with the length of uninterrupted trades equaling "2", by the following example: we opened Buy, then opened another Buy and reversed the position (i.e. closed two Buy and opened Sell - resulting in a loss equal to zero).

I think these most numerous categories (length of uninterrupted trades equal to "1" and "2") must be considered in more detail in order to correct the strategy of placing Stop pending orders.


 
Vladimir Karputov:

1. Where did you see a grid? There are always two pending stop orders at work.


1. calling an elephant a rhinoceros does not make the elephant's trunk fall off.

Here's your picture:

Your description and the clean grid are all the same strategy.

Vladimir Karputov:

3. no rollover, in fact, is not very common. Here is an example of the statistics of stop pending orders triggering in increments of 35:

In reality no rollback happens so often, that you do not have enough money to reanimate a drained balance (once again).

There is a mechanic in the market who makes variations of super-advisors, which are based on the thesis "a pullback is about to happen". So he's guaranteed to pull back once a month. I.e. once a month there is a no-bounce movement that sweeps away the balance.

 
Andrey F. Zelinsky:

1. Calling an elephant a rhinoceros doesn't make the elephant's trunk fall off.

Here's your picture:

your description and the blank grid are all strategies of the same essence.

The reality is that no-accounts are so common that you don't have enough money to resuscitate a drained balance (once again).

There's a mechanic on the market who runs variations of super-advisors that are based on the "this is going to happen" thesis. So he's guaranteed to pull back once a month. I.e. once a month there is a no-bounce movement sweeping away the balance.


A pending stop order in a trend (without turning back) will gather profit. The picture you have quoted shows the result of trading, just on a non-trend (as to what the corresponding inscription is above the picture,"the result when there is a trend and several pending orders triggered". Such an aggregate position consisting of ALL positions with a POSITIVE profit is by no means a loser.

 
Vladimir Karputov:

A pending stop order in a trend (non-trending) will make a profit. The picture you have provided shows the result of trading, just on a non-trend (about which there is an appropriate inscription above the picture, "the result when there is a trend and several pending orders triggered". Such an aggregate position consisting of ALL positions with a POSITIVE profit cannot fail.


Well, since there is no way to lose here, I will only insert the clip (two parts, i.e. two different videos)


 
Andrey F. Zelinsky:

Well, since there's no way to flush here, I'll just insert a clip (two parts, i.e. two different clips).



You are used to good rubbish. And on the subject of pending stop orders - do you have anything to say?

 
Vladimir Karputov:

Well, you're already used to the flooding. But on the subject of pending stop orders - do you have anything to say?


well, i told you -- you just won't hear me until you test it yourself.

p.s. And the video, it's a modzi -- and modzi doesn't count as flooding.

 
Andrey F. Zelinsky:

well, i told you -- you just won't hear me until you test it yourself.

p.s. And a reel is a modzi -- and a modzi doesn't count as flooding.


Maybe you should read it again:

Forum on trading, automated trading systems and strategy testing

Buy stop Sell stop Grid Expert Advisor as a class

Vladimir Karputov, 2017.10.06 14:58

Version 1.008: the longer the no-trend (which means a set of positions in one direction), the greater the possibility of reversal and therefore multiply the lot for the opposite pending order.

//+------------------------------------------------------------------+
//| 1.001:                                                           |
//|   when starting, sets Buy stop and sell stop                     |
//| 1.002:                                                           |
//|   OnTradeTransaction: if DEAL_ENTRY_IN delete all pending orders,|
//|   and, sets Buy stop and sell stop                               |
//| 1.003:                                                           |
//|   OnTradeTransaction: DEAL_ENTRY_IN                              |
//|      DEAL_TYPE_BUY => ClosePositions(POSITION_TYPE_SELL)         |
//|      DEAL_TYPE_SELL => ClosePositions(POSITION_TYPE_BUY)         |
//|   PlacesXXXX:                                                    |
//|      "RefreshRates()" is now inside the "PlacesXXXX"             |
//|   OnTradeTransaction:                                            |
//|      a "while" loop for "PlacesXXXX"                             |
//| 1.004:                                                           |
//|   add OnTester and save csv file                                 |
//| 1.005:                                                           |
//|   add Geometric and arithmetic progression                       |
//|      only a geometric progression is realized                    |
//| 1.006:                                                           |
//|      arithmetic progression is realized                          |
//| 1.007:                                                           |
//|      correct ClosePositions: Symbol() => m_symbol.Name()         |
//| 1.008:                                                           |
//|      the more a recoilless trend,                                |
//|      the bigger lot on an opposite position                      |
//+------------------------------------------------------------------+

ds


Very simply, using three consecutive BUY's as an example

1. We set Buy stop and Sell stop.

2. Buy stop has kicked in - we set Buy stop and Sell stop again, but Sell stop has increased the lot.

3. A Buy stop has triggered - we have again set Buy stop and Sell stop, but Sell stop has increased the lot.

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