Creating a trading robot - page 32

 
.... In order to determine trend/flat we can try to collect statistics for the following situation. We make a simple trend model, then check the correlation of the asset to this trend. I notice that out of 28 currency pairs in the trend with the correlation coefficient 0.95 and higher one to seven currency pairs may occur. Also it's noticed that the appearance of these trend pairs have a periodicity. So, if you define the trend pairs, you can also define the flat ones. Moreover, I think that a trend does not always end up with the change of the trend, more often it is a flat after a trend. .... If you make a research then you may find the variant of defining the beginning of a flat with the probability over 50%. And if it is not a flat but a counter-trend, it is possible to connect two systems, and one of them will sure give a profit. ..... Just a thought....
 
aleger:

Maybe. But the testing on the one hand was incidental (due to Brexit) and on the other hand confirmed that EA development is going in the right direction and with quite good results. Albeit very slowly.

Engineers know that in order to get rid of undesirable results, they have to investigate weaknesses.

Have you noticed the weak points? What are the weak points? We from the engineer's side don't see any so far. So everything is fine already ?

 
Anatolii Zainchkovskii:
.... To determine the trend/flat we may try to collect the statistics for the following situation. We make a simple trend model, then check correlation of the asset to this trend. I notice that out of 28 currency pairs in the trend with the correlation coefficient 0.95 and higher one to seven currency pairs may occur. Also it's noticed that the appearance of these trend pairs have a periodicity. So, if you define the trend pairs, you can also define the flat ones. Moreover, I think that a trend does not always end up with the change of the trend, more often it is a flat after a trend. .... If you make a research then you may find the variant of defining the beginning of a flat with the probability over 50%. And if it is not a flat but a counter-trend, it is possible to connect two systems, and one of them will sure give a profit. ..... Just a thought....

I agree with you. It is clear that it is not the pair, but the currency itself that influences the price change. But the instruments are different and should be determined in other ways.

 
Uladzimir Izerski:

Engineers know that to get rid of undesirable results, you have to investigate weaknesses.

Have you noticed the weak points? Oh, the weak points? We on the engineer's side haven't seen any so far. So all is well already?

In this case, as in some others, there's a subjective and an objective side -

and actual content and condition, and they are evaluated differently by everyone here.

Everything is relative, and only time will show who is right, wrong and who has more rights.

 
Vladimir Karputov:

We need to put the logic into the Expert Advisor class.

In this case, from one EA, let's call it "Master", you can create several EAs on different symbols. And it is convenient to make changes.

An example of a multi-symbol EA made as a class:Multicurrency iMA Trend.