Let's build a mini grail!? - page 35

 
SURANIKI:
People are searching for the Truth...

That's understandable...

Everyone's looking for their own, but why so many branches, there are three of them now...

I thought one, and unknowingly not for my reason (was in a bath for political convictions))))

I wrote in a branch of the Grail, thinking that this is the branch where we discussed this creation, but no it turns greatness has as many as three branches (:o)

 
SURANIKI:

This is a candidate for further checks - testing on demo, staging on real.

Sad... so you won't send it to me)))

 
Petros Shatakhtsyan:

Why don't they earn because you are not a programmer ?

It's an observation. Maybe in a few years, if not many... The first years programmers have fun learning a language and writing nice programs.

Why not earn some money later as they gain experience... All the more summarizing their own experience and the experience of those who ask them to write something...

I'm not a programmer, neither by job nor by education. However, I used to write in assembler and a bit in 16 riches code... (not many people here know what I mean...) So, everything is relative... But recently for android and microcontrollers...

And by the way, that's why the idea of posting the code, amuses me a bit. No one's ever posted the code here. C languages, it's almost Basic))) And that's most of today's languages...

 
Alexey Khripunov:

That is why you started this thread, even if you admit that no one will show you the grail? Is it for the empty talk?

Alexei, you haven't read at all what I write)) I've already written it a bunch of times but it doesn't fit in your mind for some reason)) Maybe because it's no use to you... There's nothing wrong with making sense.

 
Maxim Kuznetsov:

Any abstraction, expressed in words, can be studied to a "non-abstraction", i.e. a regular entity (perhaps unattainable, utmost, but understandable).

we can assume a weak sign - if you decompose the "grail" trading series into limits, then removing any two adjacent ones does not cause a drawdown and does not change its "grail".

If the premise is correct, an unexpected conclusion : grail-like algorithms trade on an expanding zigzag.

This is unexpected ... ) I'll have to think about it) Expanding zigzag, it's not even clear at once... But you'd better send me a picture of a sketch).

 
Михаил:

That's unexpected ... ) I'll have to think about it) An expanding zigzag, it's not even clear at once... But you'd better send a picture with an outline))

Each next peak is higher than all previous tops, each next trough is lower than the other troughs.

If a trading algorithm produces such a zigzag, then it is a "grail" by the previously described feature - you can throw away two adjacent lines, the defining characteristics will not change, and it remains profitable without a drawdown.

But this is obviously just a "similarity" - because it implies infinite expansion. It is possible (and maybe there are) algorithms that decompose the previous price series into a set of such finite-finite-graals suitable for further analysis.

 
Михаил:

Too bad... so you won't send it to me)))

Mikhail, it's the famous Channel Three iMA expert from kodobaza - https://www.mql5.com/ru/code/26579

I've only got the keys to it -

InpStopLoss=257||100||1||300||Y
InpTakeProfit=135||100||1||300||Y
InpTrailingFrequency=92|||20|||1||100||Y
InpSignalsFrequency=85|||40|||1||100||Y
InpTrailingStop=26||20|||1||100||Y
InpTrailingStep=39|||10|||1||100||Y
InpLotOrRisk=2|||0|||||2||Y
InpVolumeLotOrRisk=49.61||30||0.010000||55.000000||Y
InpDeviation=69|||40|||1|||80||Y
Inp_MA_ma_period=45||20||1||80||Y
Inp_MA_ma_shift=4||0||1||10||Y
Inp_MA_ma_method=2|||0|||||3||Y
InpOnlyOne=1||false|||0||true||Y
InpReverse=0|||false|||0||true||Y
InpCloseOpposite=0||false|||||true||Y

In my opinion, this is the most robust Expert Advisor out of 436 tested and it is also very sensitive. You can still work with it, the potential is quite decent.

Channel Three iMA
Channel Three iMA
  • www.mql5.com
Торговля в канале образованным двумя индикаторами iMA (Moving Average) - верхний индикатор строится по максимальным ценам High (назовём его iMA High), а нижний - по минимальным ценам Low (назовём его iMA Low). Третий индикатор строится по ценам Close (iMA Close) и используется как срединная линия канала. Цена Low бара #1 была ниже iMA Low, а...
 
SURANIKI:

Michael, that's the famous Channel Three iMA expert from Kodobaza - https://www.mql5.com/ru/code/26579

I just picked up the keys to it -

InpStopLoss=257||100||1||300||Y
InpTakeProfit=135||100||1||300||Y
InpTrailingFrequency=92|||20|||1||100||Y
InpSignalsFrequency=85|||40|||1||100||Y
InpTrailingStop=26||20|||1||100||Y
InpTrailingStep=39|||10|||1||100||Y
InpLotOrRisk=2|||0|||||2||Y
InpVolumeLotOrRisk=49.61||30||0.010000||55.000000||Y
InpDeviation=69|||40|||1|||80||Y
Inp_MA_ma_period=45||20||1||80||Y
Inp_MA_ma_shift=4||0||1||10||Y
Inp_MA_ma_method=2|||0|||||3||Y
InpOnlyOne=1||false|||0||true||Y
InpReverse=0|||false|||0||true||Y
InpCloseOpposite=0||false|||||true||Y

In my opinion, this is the most robust Expert Advisor out of 436 tested and it is also very sensitive. You can still work with it, the potential is quite decent.

Oh thank you))

You're the first one to give an example here! And just the one I'm looking for))

Usually simple experts fly on the forwardtest... And by the description, it looks like the basis for one idea, for which I never got around to.

Anyway, I'll have a look, there are two ideas about him. A big one and a small one. If anything comes out, I'll let you know in person)).

 
Maxim Kuznetsov:

each successive top is higher than all previous tops, each successive trough is lower than the other troughs.

If a trading algorithm produces such a zigzag, then it is a "grail" by the previously described feature - one can discard any two adjacent lines, its defining characteristics will not change and it remains profitable without a drawdown.

But this is obviously just a "similarity" - because it implies infinite expansion. It is possible (and maybe there are) algorithms that decompose the previous price series into a set of such finite-finite-graals suitable for further analysis.

So the trade result curve should produce a stable zigzag? If so, it's a mental game))

 
Михаил:

So the trading results curve should produce a stable zigzag? If so, it is a mind game))

The curve of results (balance) must grow monotonically (that's the Grail), while it must produce an "expanding zigzag", in which 2 adjacent trade events can be removed / skipped at will. The zigzag will remain a zigzag, the monotonicity will remain.

By the way, "convergent" zigzag will give similar property, but it is finite by definition.