Weekend evening - page 13

 
Vladimir Karputov:
I don't have the energy yet. The heat of +33 is exhausting and exhausting. Please understand and forgive.

Is it possible to turn in the cold?

 
Alexandr Murzin:

Is it possible to turn in the cold?

You can. Although I 'm working at the moment. And another thing: if there is an exchange, then you can't.

 
Vladimir Karputov:

erYPetiNCeBU.mq5

version1.001

Alligator crossing is now searched for on the last 100 bars. Where there is a crossing, the vertical line is moved there. So to speak, visualization of the beginning of "Motion" (in this version iBands (Bollinger Bands, BB) are disabled, not to clutter the chart).


Shall we use fractals for entries?
 
Roman Kutemov:
Shall we use fractals for inputs?

This is the first time I've heard of fractals. Basic description:

Forum on trading, automated trading systems and trading strategy testing

Weekend Nights

Vladimir Karputov, 2018.11.11 08:12

iBands Indicator Expert Advisor (Bollinger Bands, BB) - erYPetiNCeBU.mq5

The main thing: start to work only if there is a "Movement" - iAlligator lines are not crossed.

From there, the rule works:


At the moment when there is a movement (upwards or downwards) : For the upper line: the knowledge on the two candlestick is greater than the knowledge on the three candlestick. The current value is greater than the value on candlestick 2

For the lower: the value on candle 2 is smaller than the value on candle 3. The current value is smaller than the value on candle 2.


For the upward direction:

For the upper band: the knowledge on candle two is greater than the value on candle three. The current value is greater than on candle 2.

The lower one may behave differently.


During a directional move downwards:

For the bottom: the value on candle 2 is less than the value on candle 3. The current value is less than the value on candle 2.

The upper one may behave differently.


At the end of the movement the tapes converge.

(Pictures will come later...)


So, the strategy has a concept of "movement". This very "movement" is defined as "correct alligator lines positioning".

 
Vladimir Karputov:

This is the first time I've heard of fractals. Basic description:


That is, there is a concept of "Movement" in the strategy. This very "Movement" is defined as "the correct positioning of the Alligator lines".

Additions can then be made using fractals if we want and entries in the middle of the movement. Let's say when an order closed on a stop, with a profit.
 
Roman Kutemov:
***Allow when an order has closed on stop, with profit.

This trading system does not provide for pending orders. If there is a signal, a position is opened.

 
Vladimir Karputov:

This trading system does not provide for pending orders. If there is a signal, a position is opened.

No stops?
 
Roman Kutemov:
Do we not place stops?

Explain where I said stop loss levels? And where is the connection between the stop loss level and the pending order?

 
Vladimir Karputov:

Explain where I said stop loss levels? And where is the connection between the Stop Loss level and the pending order?

There is a connection between the fractal and the stop loss level.
 

I'll try to make sense of it:

... Then the rule works:

At the start of the movement (whether up or down) : For the upper band: the knowledge on candle two is greater than the knowledge on candle three. The current value is greater than the value on candlestick 2

For the lower one: the value on candlestick 2 is smaller than the value on candlestick 3.


And now let's try to explain in human language: once a "move" is detected ("move" is defined as "correct alligator lines position" after the last crossing and this crossing has to be no further thanN-bar intersection back bars) look for one of iBands conditions

  • UPPER_BAND #0 > UPPER_BAND #1 AND UPPER_BAND #1 > UPPER_BAND #2
  • LOWER_BAND #0 < LOWER_BAND #1 AND LOWER_BAND #1 < LOWER_BAND #2