From theory to practice - page 1464

 
Martin_Apis_Bot Cheguevara:

and you're perfectly convincing that you don't know anything)

You can tell by the balance curve ))
 

What are the specifics of using Symbol() and _Symbol ? When is it better to use one or the other Symbol ?

Will the following code work correctly to check if there are orders for the current symbol:


      int ordersTotal=OrdersTotal();
      bool isOrdersExist=false;
      for (int i=0; i<ordersTotal; i++){
         if (OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==true){
            if(OrderSymbol()==Symbol()){
               isOrdersExist=true;
               break;
            }
         }
      }
 
Yevhenii Levchenko:


Will the following code to check the availability of orders for the current instrument work correctly:



On MT4 it should work.

p.s. this topic is not about that, stop putting everything in here.

 
EgorKim:

I don't know where you test things...

Maybe your terminals are special for a select few in this branch)


Of course ))) In these special terminals, the balance graph is mirrored.

 
Evgeniy Chumakov:

p.s. this topic is not about that, stop putting everything in here.

But there's an answer here.

Thank you :)
 

Forum on trading, automated trading systems and testing trading strategies

From Theory to Practice

Aleksey Nikolayev, 2019.08.05 15:25

This thread deals exactly with the model with independent increments - otherwise any approximation of their true distribution by sampling is out of the question.

Shiryaev's book (chapter X) deals with approximation of prices by Brownian motion with variable drift - i.e. price increments are assumed to be independent. Although, to be fair, in that book he only talks about stocks and stock options.

I can only post a link to an introductory excerpt of the book (with a list of references).


This is the forum for trading, automated trading systems and testing of trading strategies.

From Theory to Practice

Oleg avtomat, 2019.08.05 15:49

What is not considered here, in this thread ;))


This is a poor approximation. Neither stocks, nor options on them, are consistent with such an approximation. Their price increments are not independent.


Thanks. I will familiarise myself with it. But it's certainly not enough for a complete picture.



And don't you have the possibility of showing the last chapter of this book?


.

It would be very interesting to have a look. It's small, only a dozen and a half pages.

pdf or pictures?

 
Олег avtomat:



And don't you have a chance to show the last chapter of this book?


.

It would be very interesting to have a look. It's small, only a dozen and a half pages.

pdf or pictures?

I think this chapter is presented here except for a few pages.

Стохастические задачи о разладке
Стохастические задачи о разладке
  • books.google.ru
Монография преследует двоякую цель – с одной стороны, изложить основные положения теории оптимальных правил остановки, составляющий тот раздел теории вероятностей, который имеет дело со стохастическими оптимизационными...
 
Aleksey Nikolayev:

This chapter seems to be presented here with the exception of a few pages.

No.

Anyway...

 
Martin_Apis_Bot Cheguevara:


I don't know how you test it with me.

No increase in lots, no grid overruns, etc.

No lot increases, no overdrawing of the nets, and so on.



PS: i have tested on the worst years of the EURUSD

no

ask the tester for the 14th - today's state

clippings are not interesting to watch

 
multiplicator:
here Martin put a martin on it and it all works )))

By the way, I went through all this back in the day.

The M1 test, even this one, is really hard to get.

Try any program, will it work?

it's at M1 that the opening/closing conditions appear, without which you will be drained sooner