Some signs of the right TCs - page 34

 
traveller00:
I was just confused by the fact that in the next thread, where an example of a correct strategy is given, it is a half-sum of bid and ask, not a zigzag, so I thought I'd clarify.

A simple example was needed.

 
traveller00:
I was just confused by the fact that in the next thread, where an example of a correct strategy is given, the half-sum of bid and ask is taken rather than the zigzag, so I thought I'd clarify.
Maybe the zigzag is not very "correct" for the TS, but as long as it gives results, we will use it).
 
trader_number_one:
Just a shitty feed on the demo at the broker. There is no point in this activity. On the contrary, when you make a normal system, you have to cut out the shitty places in the feed, because they will distort the real result (read "achievable in reality").

The week is over, brought in 2.5 times the usual number of ticks, you can also answer the guess about the shitty feed. I think yes, the feed sucked (for the profit of the broker). Not only on the demo at this broker. The other broker, where I posted the investment password, as everyone can see, the deposit grew in a week from 218 mln collected in the previous 3 years to 237 mln. The same thing was said by the Daily Confirmation emails of another DC where I traded. I also think this is what motivated the sudden MT5 build update to 2361. Understandably, not because of the demo accounts.

About the "normal" systems. How many of them are made... So far people believe (Alexander_K2 in particular) that one has only to find an area, whose approaches can be transferred here, and there will be results. Years of experience have shown that it does not work that way. I think it is necessary to look for an abnormal, fundamentally new system of one's own. Creating, of course, a new theory. Our own model perceptions. In particular, for example, collecting profits on black swans, on panic, etc.


Alexei Tarabanov sympathised, though it was not clear whether it was me or my account. Just in case, thanks from me, but the feeling is that the account took it "personally" and, overjoyed with the sympathy, exceeded 7 million out of 10 thousand in 7 trading days:


Files:
vladik5.zip  135 kb
 
Funny how that turned out.


Trend move 100 pips down, about 30 flips, 80 pips profit.

The algorithm is mathematically correct - symmetrical logic in both directions.
 
fxsaber:
It's a funny thing.


Trend move 100 pips down, about 30 flips, 80 pips profit.

The algorithm is mathematically correct - symmetrical logic in both directions.

Is the logic of entries and exits based on ticks, or something else?

 
Vitaly Muzichenko:

Is the input and output logic based on ticks or something else?

Ticks. The example above is pure luck. It's a picture with a continuation.

The highlighted one is a partial merger. Can't handle that anymore. Stopped the experiment.

 
fxsaber:

Tiki.

A clear example of why not bars.

If you look at bars, not bad conditions for a flat TS. If looking at ticks, there is no profit there.

 
fxsaber:

Market patterns do not change in the cases of

  • Multiplication of symbol prices by a non-zero constant.
  • Symbol flip (1/Symbol).

As a conclusion, proper TS should give identical trade signals when run on any custom symbol derived from the original action described above.


For example, we took the EURUSD. We ran the TS, getting a series of entries.

Then we created the symbol 100/EURUSD. Then we ran the TS. Entries should coincide with the original ones.


If this does not happen (99%), the TS is not written correctly.


How TS should react to symbols taken to some degree - I do not understand.

Does this representation of the data help confirm or deny the "hypothesis of the correct trading system"?

The indicator calculates the phase in degrees from 0 to 360 the green 5 line on array 4, and the counter-phase from -360 to 0 the red 6 line on array 5: forMT4, forMT5.

The phase offset occurs by changing the leverage(leverage) of the withdrawal value from 1 to 145, where 145 is the period of the sine wave.
 
Aleksey Panfilov:

Will this presentation of data help confirm or refute the "correct trading system hypothesis"?

Write a TS based on your indicator. You have quoted the method of testing it.

 
fxsaber:

Write a TS based on your indicator. You have quoted the method of checking it.

Will it be enough in this form?

The Expert Advisor logic:

A grid of four positions opened through 30 degrees and closed by the opposite position through 180 degrees.

Minimum number of"leverage" and "interval" external parameters to be optimized.

The value of the green line varies from 0 to 360 degrees. A Sell signal for example can be set to 180 degrees. If the previous value is less than 180, and the current value is equal to or greater than 180, the signal exists.

In such an example, the signal to close would be 180 for the value of the red line plus 360.

It is more convenient to select the signal values approximately in the middle of the green line, e.g. 150, 180, 210, 240.

Accordingly, the position reversal signals if the values of red line 6 added to 360 are 150, 180, 210, 240.

The lines themselves can easily be moved 360 degrees by selecting a leverage ("leverage") from 1 to 145, where 145 is a period of a sine wave.

Illustrations explaining this are in the previous message.

If it is possible to make the number of positions and interval between them variable, the signal may be 150+0*30, 150+1*30, 150+2*30, etc. Where 30 is a step between orders.