Trend-tracking trading systems - page 17

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Petros Shatakhtsyan:

Then show these good results on real ticks in the MT5 tester. Let's see what your results are.

I have (so far) an MT4.

 
aleger:

Result for 12_07, all ticks plus chart.

Did you deliberately choose the days where there are profits ? :)

 
Petros Shatakhtsyan:

Did you deliberately choose the days where there are profits?)

There are profits every day, more or less depending on intraday volatility (assuming there is something to take them with).

 

On the issue of defining trends, their basic properties and parameters.

What do you think can and should be added to or removed from the list below, in order to get a good trend following Expert Advisor and/or Expert Advisor?

a) The main movements - Price and Time, Trend and Range, Upwards, Downwards and sideways, Previous, Current and Next,

Rolling, Rolling Back, Rising, Reversing and Turning, Continuing, Local, Composite and Global, Visible and "Hidden".

b) Processes and movements - Operational, Idle, Emergence, Continuation, Termination by duration, speed, acceleration, deceleration.

c) Basic Operations and Results - Purchases and Sales, Quantities and Volumes, Profits and Losses, Maximum and Minimum,

Allowable and Sufficient, Balance and Imbalance Current and Total.

Or leave everything as it is and continue to stew in your own juices and be satisfied with the "results achieved"?
 
aleger:

On the issue of defining trends, their basic properties and parameters.

What do you think can and should be added to or removed from the list below, in order to get a good trend following Expert Advisor and/or Expert Advisor?

a) The main movements - Price and Time, Trend and Range, Upwards, Downwards and sideways, Previous, Current and Next,

Rolling, Rolling Back, Rising, Reversing and Turning, Continuing, Local, Composite and Global, Visible and "Hidden".

b) Processes and movements - Operational, Idle, Emergence, Continuation, Termination by duration, speed, acceleration, deceleration.

c) Basic Operations and Results - Purchases and Sales, Quantities and Volumes, Profits and Losses, Maximum and Minimum,

Allowable and Sufficient, Balance and Imbalance Current and Total.

Or do you want to leave it as it is and go on stewing in your own juices, content with the "results achieved"?

There's not much left to do: make a good algorithm out of this set).

 
Petros Shatakhtsyan:

Did you deliberately choose the days where there are profits ?)

That's what I'm saying.
 
aleger:
Can anyone advise something useful about "trend-tracking trading systems for the FX market"?

Can someone still suggest an indicator to determine the beginning of a trend movement (or at least the principle to write it).

I would like to know the opinions on existing indulators and their perspectives when creating a bot, which would be desirable to discuss.

 
aleger:

Personally, I use a slightly shorter version of the long-standing Zigzag, which I can offer for use. Any discussions are preferably by Skype.

I don't really trust Zigzag, somehow. Maybe I'm wrong, of course.
 
aleger:

It is your right not to trust any programme. If you don't like the simplest one you need, get something else, in the simplified version of the work you will need data

The data of the previous, current and "next" (at first "hidden") trends only. The data and figures of the past and yet to come are not used.

A separate module is used to classify and identify price movements, process incoming ticks and determine the current balance and imbalance of transactions.

don't keep me in suspense - what kind of zigzag is it?

 
aleger:

Nothing unusual, once the "standard" Zigzag was reduced to a minimum, it was called via iCustom(), and lines were added to the calling programs in the right places to display trend sizes (when debugging)

extern string font_name = "Arial"; extern int font_size = 8;

extern color ColorHi = Orange, ColorLo = PaleGreen;

double k=(WindowPriceMax()-WindowPriceMin())/40;

if(tvT) ORT(kBtT,Low[kBtT],DtT,ColorLo); else ORT(kBtT,High[kBtT]+k,DtT,ColorHi);

//--RandomizeTrend

void ORT(int n, double Y1, string l, color c) {

string Obj = TimeToStr(Time[n], TIME_DATE|TIME_MINUTES);

ObjectCreate (Obj, OBJ_TEXT, 0, Time[n], Y1, 0, 0, 0, 0);

ObjectSetText(Obj, l, font_size, font_name);

ObjectSet(Obj, OBJPROP_COLOR, c); }

Porridge smeared with a thin layer on the tray - eat it, darling!)))

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