From theory to practice - page 934

 
Martin Cheguevara:
Fortunately, this is not the case)
Blessed is he who believes - he has warmth in the world. (с)
 
Yuriy Asaulenko:
I have no doubts about the difference between the real and true versions of the forex. (с)

Blessed indeed.)

Let's turn the question into a professional one - why do you think it's a pretty picture.

I tested it on all major quotes for the period - the last two years 2017 and 2018. everywhere it shows more than 50-60% profit per year.

When I was running the test on MQL4 I used MQL4 and as usual I set spread to maximum, in my robot I considered opening prices as a test tool and in real trading robot traded the same way as on the tester, I considered spread in the tester and in real trading if it is higher the system will not work, I considered slippages, set swaps and commissions that are twice as much artificial,

i don't know what else i have not considered?

As for me it works on the demo so far, the results are the same.

I don't want to trade on the real account because I've got different robots working there.

 
Martin Cheguevara:

Let's turn the question into a professional one - why do you think it's a pretty picture.

There's a video, and how it works, flashing different colours, clearly visible and understandable. I don't see anything new, apart from the animation.

It's satisfying, and that's fine. The main thing is that you like it.

I, for example, use MAKs, they suit me fine, and, similarly, I don't see any progress in it).

 
Yuriy Asaulenko:

There's a video, and how it works, flashing different colours, clearly visible and understandable. I don't see anything new, apart from the animation.

You're happy with it, that's fine. The main thing is that you like it.

I, for example, use MAKs, they suit me fine, and, similarly, I do not see any progress in it).

The progress in timeliness of data about the direction and complete objectivity of analysis of price movements relative to itself.

And if the MA is used, it should only be based on the fact that it is lagging relative to price. and not the other way around, as everyone usually does.

If you use MAs to make profit, you're certainly a genius.)

And then it would be very interesting how you use them, unless of course it's a secret.

 
Martin Cheguevara:

If AI is profitable for you, you are definitely a genius.)

And then it would be very interesting how you use them, unless of course it is a secret.

I have my own MAs) It's a secret. But, if you are interested, the very first experiments, under MT4, can be seen here:https://www.mql5.com/ru/code/8538

Butterworth Moving Average
Butterworth Moving Average
  • www.mql5.com
Представляет собой стандартный индикатор MovingAverage с добавленной функцией сглаживания фильтром Баттерворта 2-го порядка. Сбалансирован так, чтобы при выборе одинаковых периодов сглаживания, вес текущего отсчета соответствовал весу в Exponential Moving Average. Для выбора сглаживания по Баттерворту выбрать MA_Method=4.
 
Martin Cheguevara:

Blessed indeed.)

Let's turn the question into a professional one - why do you think it's a pretty picture.

I tested it on all major quotes for the period - the last two years 2017 and 2018. everywhere it shows more than 50-60% profit per year.

When I was running the test on MQL4 I used MQL4 and as usual I set spread to maximum, in my robot I have to check open prices to make sure the robot traded in the same way as in the tester, I took into account spread in the tester and in real trade if the spread is higher the system won't work, I considered slippages, set swaps and commissions that are twice as much artificial,

i don't know what else i have not considered?

As for me it works on the demo so far, the results are the same.

I have not tried to use real trading robots there.

I have never been used for such kind of testing. My respect. I have not understood the reason why the trading robot has not been optimized properly.

 
Uladzimir Izerski:

That's the kind of testing that's right. Respect. Otherwise, it is a self-deception, and the optimization is a complete failure.


(On the example of EURUSD)

Of course it's not that simple here....to me, using the simulation I determine the optimal step, opening day on each financial instrument individually, it's certainly not a cure-all, but it more or less saves me.

I am more concerned about losing orders.

 
Uladzimir Izerski:

That's the kind of testing that's right. Respect. Otherwise it is a self-deception, and the optimization is a complete failure.

My indicators do not require optimization, since they solve the problem of calculation period, this parameter simply does not and cannot exist.

This is my greatest achievement, to be honest, to always correctly determine the entropy of the signal.

 

The essence of this method is that I noticed that when the price really moves for a reason, it (forgive my unscientific language) sticks to the Bollinger Bands (red rectangles), the Bollinger Bands itself is purely to separate one from another visually just to show the picture, because Bollinger Bands has a lot of false signals (yellow rectangles). In fact there is no indicator, that would give absolutely adequate to the price movement situation model. At least I haven't seen any.

I just found a way to separate the one from the other, never mistaking time and direction, and do not enter the transaction on bounces, flats. That's all...

I've got a question what to replace the grid or how it can be modified and secured against accidental price fluctuations and unpredictable market movements.

 
Martin Cheguevara:


(using EURUSD as an example)

Of course, it's not quite that simple here..... This is how I use modelling to determine the optimal step, opening day on each financial instrument individually, it's certainly not a cure-all, but it more or less saves the day.

I am more concerned with losing orders.

This is a question-question...or how to close an unprofitable order on the profit side ?)

All jokes aside, if you have a stack of orders to close, some of which are profitable and some of which are unprofitable:

you can close them alternately, starting with the profitable ones. Then the drawdowns will be visually minimal, and reports, ratings and all sorts of coefficients become dramatically better.

this is one way to cheat (yourself or your subscribers or customers, depending on your goals)