A topic for traders. - page 24
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Hi Vladimir!
The correct way to smooth a broken line without a cycle is to use an array to write the values in a circle. The size of the array is equal to the averaging period. The sum in the current element is the actual sum of the last values. We simply divide this sum by the averaging period, and that's it. With this method of averaging, the code execution time does not depend on the averaging period, i.e. everything flies. It goes like this:
At first, until the array is full, zeros in the array will spoil the averaging picture. You can do a check if you need to.
Thanks, Alexey.
An interesting approach. I will try it out.
How can this influence be evened out?
As far as I understood, the minimum lot 0.01 that the Expert Advisor trades with is the reason, we need different lot sizes. How can I calculate the lot to open gold so that it does not stand out from the rest? Let's assume that EURUSD, as a reference point, we open with 0.10 lot. How much should we open other symbols to have the same effect on the statistics? I am confused.
How can this influence be evened out?
As far as I understand, the minimum lot 0.01 that the Expert Advisor trades with is the reason, we need different lot sizes. How can I calculate the lot to open gold so that it does not stand out from the rest? Let's assume that EURUSD, as a reference point, we open with 0.10 lot. How much should we open other lots to have the same effect on the statistics? I am confused.
How can this influence be evened out?
As far as I understand, the minimum lot 0.01 that the Expert Advisor trades with is the reason, we need different lot sizes. How can I calculate the lot to open gold so that it does not stand out from the rest? Let's assume that EURUSD, as a reference point, we open with 0.10 lot. How much should we open other lots to have the same effect on the statistics? I am confused.
Well, this is what I would do.
Let's take XAUUSD - we set the minimum lot at 0.01 and calculate how much money we will lose when beating out the SL. All other pairs are less volatile and therefore we set such lots on them that we will lose the same amount of money beating out the SL there. In EURUSD, we should roughly estimate the lot size at 0.05 (I did not count, I just roughly estimated it in my mind). With other pairs it's the same.
But personally I have too small a deposit so far, and have to reconcile myself to Gold and/or Pound being too "carried away with statistics", while all my TS work with minimal lots 0,01.
If the minimum lot for gold is more than a tenth of a dollar, then you cannot.
Could you tell me how to proceed? Using EURUSD, GBPUSD and XAUUSD as examples.
What is the minimum lot (approximately) you should open these pairs so that they give equal results?
Using the same example with the flies. For example, gold may get so high that it may gain big amount of profits as well as big losses in few trades. The pound is the same. And on their backdrop, the euro will stagger there on the back foot. As I understand it, similar to triangular arbitrage, you need to open each pair with a different lot. But I do not understand how to calculate it. If I calculate it by eye (the pair is twice larger than the others (higher dispersion of losses and profits), then I should lower the lot size by half - it is too crude, I want to be more precise).
Perhaps, I can ask a more correct question:
How to calculate the order volume correctly when diversifying?))
Strategies are aligned not by one trade, but by the statistics of the TS.
If to put it simply - the lot is set on the basis of equal drawdowns in the deposit currency during a certain period of time.
If it's smart, the drawdown is aligned by drawdown, then the lot is calculated taking into account the strategies PV and the required total risk on the account.
Well, this is what I would do.
Let's take XAUUSD - we set the minimum lot 0.01, and calculate how much money we will lose when beating out the SL. All other pairs are less volatile, so we set such lots on them that we will lose the same amount when beating out the SL. In EURUSD, we should roughly estimate the lot size at 0.05 (I did not count, I just roughly estimated it in my mind). With other pairs it's the same.
But personally I have too small a deposit so far, and have to accept the fact that Gold and/or Pound are too "pulling the statistics towards them", and all the TS work with minimal lots 0,01.
Thanks, I also see that gold with lots and takes has been pushing its equity two or three times wider than others. Pound-dollar is in the second place. And also roughly you can roughly calculate.
Strategies are aligned not by one trade, but by the statistics of the TS.
If to put it simply - lot is set on the basis of equal drawdowns in the deposit currency during a certain period of time.
If it is wise, the drawdown is aligned by drawdown, then the lot is calculated taking into account the strategies' PV and the total risk of the account.
Thank you, I have taken note.
Strategies are aligned not by one trade, but by the statistics of the TS.
If to put it simply - lot is set on the basis that the drawdown in the deposit currency on the run of a certain interval was the same.
Well, I would do it this way.
Let's take the same XAUUSD - set the minimum lot 0,01 and calculate how much money we lose when beating out the SL. All other pairs are less volatile, it means we set such lots on them that we lose the same amount of money when beating out the SL there.
Take any strategy that gives 50/50 (the same stupid wagons), run them on different pairs with the same period, but on different TF and equalize the average result of each pair by changing the lot size. Understood you, thank you all.
I had a separate software for trading pairs, it automatically calculated the lot for each pair, not only to even out the equity, but also to earn money. I could not profit from the logic of this software, so I dismantled it from my computer. Now the logic of the owl under test is different, and I have to set up the lot manually. And my head is not thinking straight anymore.
How can this influence be evened out?
As far as I understand, the minimum lot 0.01 that the Expert Advisor trades with is the reason, we need different lot sizes. How can I calculate the lot to open gold so that it does not stand out from the rest? Let's assume that EURUSD, as a reference point, we open with 0.10 lot. How much should we open other symbols to have the same effect on the statistics? I am confused.
The price of gold, pound, oil may react sharply to news. TA will stay on the sidelines.
When it comes to diversification these instruments should be used with caution. It is more acceptable to use these instruments individually.