The order, timing and potential of the trading process - page 4

[Aleksei Stepanenko]

Yeah, just kidding, of course.

You see, Yusuf, from the outside your conclusions look something like this. Maybe they are obvious to you, but not to the people around you. Try to explain the terms and their relationship to each other without using words:

Yousufkhodja Sultonov #:

-The most puzzling parameter is

-the influence of which is not yet fully determined, although it is objectively present and unambiguously defined

-I couldn't get around to taking it into account

-I could not find an intelligible explanation for it, but hopefully by analyzing the facts we can understand the nature

And try to stick to the scientific line of evidence.

[Yousufkhodja Sultonov]

Aleksei Stepanenko #:

Yeah, just kidding, of course.

You see, Yusuf, from the outside your conclusions look something like this. Maybe they are obvious to you, but not to the people around you. Try to explain the terms and their relationship to each other without using words:

But try to stick to the scientific line of proof.

I have tried everything that I could prove along scientific lines for 10 years. Next, I lack a scientific outlook. The great Leonhard Euler, explaining the Gamma function he invented, confined himself to saying that "n is a parameter of a function" and did not give a formula for its definition. Even the USSR GOSTs estimated it approximately. Now we have a formula, but I still don't understand its physical meaning. Isn't it a mystery?

In principle, the Euler Gamma function is an extension of the concept of the factorial to all numbers, both integers and nonintegers. In the case of integers, everything is clear: 0!=1, 1!=1, 2!=1*2=2, 3!=1*2*3=6, ...... What is the value of, for example, 2.5!? This value is determined only by the Euler Gamma function G(n+1)=n! for any n. We have this parameter taking any value, as you can see from the graph. Now, try to understand its physical meaning! Here is the problem.

And you try to translate scientifically what I wanted to say or conveyhttps://www.mql5.com/ru/forum/379872/page4#comment_25270805

[Aleksei Stepanenko]

Your ideas, where did you get them from? Is it a theoretical assumption or did you get some data from experiments?

Where did you get this idea that equity depends on order (what is it and how does it relate to equity?). Well it depends on time OK, it does. And on the potential of the process (what is that?). How does this all relate to equity?
It all seems like fantasy without confirmation.

PS. Appealing to great scientists with examples from another field does not improve understanding of what you are talking about. Can you be specific on the merits of the question?

[[Deleted]]

Aleksei Stepanenko #:

Your ideas, where did you get them from? Is it a theoretical assumption or did you get some data from experiments?

Where did you get this idea that equity depends on order (what is that and how does it relate to equity?). Well it depends on time OK, it does. And on the potential of the process (what is that?). How does this all relate to equity?
It all seems like fantasy without confirmation.

PS. Appealing to great scientists with examples from another field does not improve understanding of what you are talking about. Can you be specific on the merits of the question?

First of all, you need to learn how to switch on the tester

[transcendreamer]

If we discard the scientific nonsense around this topic - the essence will be the continuation of the movement along the regression curve - which understandably does not always happen - and since the forex market is usually dominated by a return, there will be no return at all - as evidenced by the monitor - it will too often break the model - so it's better to bet on the break of the model than on its continuation - and not always because you need significant conditions of deviation/slippage from which there may be a reversal/cutoff in a new movement - in general, it's probably better to go to the factory...

[Yousufkhodja Sultonov]

Aleksei Stepanenko #:

Your ideas, where did you get them from? Is it a theoretical assumption or did you get some data from experiments?

Where did you get this idea that equity depends on order (what is it and how does it relate to equity?). Well it depends on time OK, it does. And on the potential of the process (what is that?). How does this all relate to equity?
It all seems like fantasy without confirmation.

PS. Appealing to great scientists with examples from another field does not improve understanding of what you are talking about. Can you be specific on the merits of the issue?

1. ten year old ideahttps://www.mql5.com/ru/articles/250 ;

2. a theoretical assumption that has received its practical confirmation;

3. The indicators for MT4 and MT5 https://www.mql5.com/ru/code/10339, https://www.mql5.com/ru/code/32939 work according to this principle;

4. All processes in nature are described by the equation P of the PNB chain of functions, to see the formulas, read for examplehttps://cyberleninka.ru/article/n/zakonomernost-protsessa-rasprostraneniya-dinamiki-vyzdorovleniya-zarazivshihsya-i-nastupleniya-smertey-ot-koronavirusa-2019-ncov-v/viewer ;

5. By analogy with the above information, it is concluded that the equitability (E) must also obey the pattern: E=DGamma-rasp(t/T;n+1;1;1).

[Yousufkhodja Sultonov]

Vladimir Baskakov #:
First you need to learn how to turn on the tester

In due course and a tester was included:

Trading medium term - from intraday to months. Tested on the EURUSD pair.

The appropriate trade position is opened by the indicator signal at the start of a new candle in the selected TF with equal Take Profit (TP) and Stop Loss (SL) values, which are assigned in the EA settings, and is closed by the reverse indicator signal or by TP and SL stop orders.

Positions can be closed either in bulk immediately upon a change in the indicator signal, or by stop orders.

Parameters:

• Hour Begin trade- time of trade start;
• Hour End trade- time of trade end;
• The maximum number of open trades simultaneously- maximum number of trade orders opened simultaneously;
• Volume of the lot (if=0, use the Risk parameter)- initial lot size (if=0, use the Risk parameter);
• Risk Automaticaly- as a % of the account - automatic reinvestment as a % of funds in the account;
• Experts Magic number- is a specific Expert Advisor number;
• Maximum deviation from quotedprices (Sippage)- maximum deviation from quotes (slippage);
• Reverse signal- reversal signal;
• Close the transaction if the amount varies with the trend +/- m- close all open positions when the trend changes from + (plus) to - (minus);
• TakeProfit, 0 = empty- fixed profit, 0 = no profit taking
• StopLoss, 0 = empty- fixed loss; 0 = no loss taking;
• Calculate the number of bars- number of bars of history, used for calculating the trading parameters and the signal generated by the indicator;
• Number of bars forecast(how many lines extend into the future)- used forecast bar for the calculation of the closing signal (how many lines extend into the future);
• if=0- use the current bars also, =1 - only closed-=0 - use the current bar, =1 - only after bar closing;
• Minimum distance between points P3 (max) and P- minimum distance between the calculated P3 and the actual P price value.
• The minimum amount trend1 + trend2 trend3- minimum amount of trends 1, 2 and 3;
• Number of bars to calculate the signals on the history- the number of bars to calculate the signals on the history.

For example, on the EUR/USD pair from the beginning of 2009 to July 07, 2015, the Expert Advisor achieved the following results on TF D1, with fixed lot 0.01, TP = SL = 300 bps (4 digits), see the "Screenshots" section.

• Bars in test 2272
• Ticks modeled 3961
• Modeling quality n/a
• Mismatched charts errors 0
• Initial deposit 2000.00
• Spread Current (2)
• Total net profit 13988.22
• Gross profit 29744.90
• Gross loss -15756.68
• Profit factor 1.89
• Expected payoff 8.28
• Absolute drawdown 0.00
• Maximal drawdown 2009.69 (35.95%)
• Relative drawdown 37.69% (1974.76)
• Total trades 1689
• Short positions (won %) 881 (63.79%)
• Long positions (won %) 808 (58.54%)
• Profit trades (% of total) 1035 (61.28%)
• Loss trades (% of total) 654 (38.72%)
• Largest
• profit trade 29.98
• loss trade -32.60
• Average
• profit trade 28.74
• loss trade -24.09
• Maximum
• consecutive wins (profit in money) 89 (2613.36)
• consecutive losses (loss in money) 72 (-797.32)
• Maximal
• consecutive profit (count of wins) 2613.36 (89)
• consecutive loss (count of losses) -1480.85 (60)
• Average
• consecutive wins 18
• consecutive losses 11

It is possible to change the history period, which is considered by the indicator during the development of signals for entering and exiting the market.

[Uladzimir Izerski]

Yousufkhodja Sultonov #:

1. ten-year-old ideahttps://www.mql5.com/ru/articles/250 ;

2. a theoretical assumption that has been confirmed in practice;

3. The indicators for MT4 and MT5 https://www.mql5.com/ru/code/10339 , https://www.mql5.com/ru/code/32939 work on this principle;

4. All processes in nature are described by the equation P of the PNB chain of functions, to see the formulas, read for examplehttps://cyberleninka.ru/article/n/zakonomernost-protsessa-rasprostraneniya-dinamiki-vyzdorovleniya-zarazivshihsya-i-nastupleniya-smertey-ot-koronavirusa-2019-ncov-v/viewer ;

5. By analogy with the above information, it is concluded that the equitability (E) must also obey the law: E=DGamma-rasp(t/T;n+1;1;1) ;

It's not all about the formula, it's about the approach to trading.

Each instrument has its own character. It may be flat or trendy. Each instrument has its own size of spread, swap, and commission. During the night time the spread may widen by a significant amount. You ignore all of these nuances in trading. Your losses are made up of them.

You think"just in case"?

[[Deleted]]

Yousufkhodja Sultonov #:

In due course and a tester was included:

Trading medium term - from intraday to months. Tested on the EURUSD pair.

The appropriate trade position is opened by the indicator signal at the start of a new candle in the selected TF with equal Take Profit (TP) and Stop Loss (SL) values, which are assigned in the EA settings, and is closed by the reverse indicator signal or by TP and SL stop orders.

Positions can be closed either in bulk immediately upon a change in the indicator signal, or by stop orders.

Parameters:

• Hour Begin trade- time of trade start;
• Hour End trade- time of trade end;
• The maximum number of open trades simultaneously- maximum number of trade orders opened simultaneously;
• Volume of the lot (if=0, use the Risk parameter)- initial lot size (if=0, use the Risk parameter);
• Risk Automaticaly- as a % of the account - automatic reinvestment as a % of funds in the account;
• Experts Magic number- is a specific Expert Advisor number;
• Maximum deviation from quotedprices (Sippage)- maximum deviation from quotes (slippage);
• Reverse signal- reversal signal;
• Close the transaction if the amount varies with the trend +/- m- close all open positions when the trend changes from + (plus) to - (minus);
• TakeProfit, 0 = empty- fixed profit, 0 = no profit taking
• StopLoss, 0 = empty- fixed loss, 0 = no loss taking;
• Calculate the number of bars- number of bars of history, used for calculating the trading parameters and the signal generated by the indicator;
• Number of bars forecast(how many lines extend into the future)- used forecast bar for the calculation of the closing signal (how many lines extend into the future);
• if=0- use the current bars also, =1 - only closed-=0 - use the current bar, =1 - only after bar closing;
• Minimum distance between points P3 (max) and P- minimum distance between the calculated P3 and the actual P price value.
• The minimum amount trend1 + trend2 trend3- minimum amount of trends 1, 2 and 3;
• Number of bars to calculate the signals on the history- the number of bars to calculate the signals on the history.

For example, on the EUR/USD pair from the beginning of 2009 to July 07, 2015, the Expert Advisor achieved the following results on TF D1, with fixed lot 0.01, TP = SL = 300 bps (4 digits), see the "Screenshots" section.

• Bars in test 2272
• Ticks modeled 3961
• Modeling quality n/a
• Mismatched charts errors 0
• Initial deposit 2000.00
• Spread Current (2)
• Total net profit 13988.22
• Gross profit 29744.90
• Gross loss -15756.68
• Profit factor 1.89
• Expected payoff 8.28
• Absolute drawdown 0.00
• Maximal drawdown 2009.69 (35.95%)
• Relative drawdown 37.69% (1974.76)
• Total trades 1689
• Short positions (won %) 881 (63.79%)
• Long positions (won %) 808 (58.54%)
• Profit trades (% of total) 1035 (61.28%)
• Loss trades (% of total) 654 (38.72%)
• Largest
• profit trade 29.98
• loss trade -32.60
• Average
• profit trade 28.74
• loss trade -24.09
• Maximum
• consecutive wins (profit in money) 89 (2613.36)
• consecutive losses (loss in money) 72 (-797.32)
• Maximal
• consecutive profit (count of wins) 2613.36 (89)
• consecutive loss (count of losses) -1480.85 (60)
• Average
• consecutive wins 18
• consecutive losses 11

It is possible to change the history period, which is considered by the indicator during the development of signals for entering and exiting the market.

Stop talking nonsense all the time and take a pill.

[Uladzimir Izerski]

Yousufkhodja Sultonov #:

In due course and a tester was included:

....

It is possible to change the period of history that the indicator considers when generating a signal to enter and exit the market.

You can see that one tool is configured and shows

• Profit trades (% of total) 1035 (61.28%)
• Loss trades (% of total) 654 (38.72%)

The result looks much worse in the total basket

Profitable trades: 23.5%

Loss trades: 76.5%.

Losses on instruments, to which the indicator is not adapted?