Aprenda a ganhar dinheiro com os aldeões [Episódio 2] ! - página 157

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Esse é o ponto, eu gostaria de me livrar da distância fixa entre preenchimentos e torná-los dinâmicos, e fechar quando a linha oposta é cruzada (quando o sinal é invertido)
 
BeerGod:
A questão é que eu quero me livrar da distância fixa entre os toppings, e torná-los dinâmicos, e fechar ao cruzar a linha oposta (em sinal oposto)

Fiz uma largura de canal dinâmica, dependendo da indicação ATR. Até agora, tenho usado este esquema do tipo Avalanche (martin derrubado) em micro-real, junto com Ilan com configurações deste ramo. Ainda não testei esse esquema em ilan. Minha entrada não é por bollinger, mas por indicador OSMA.

Para Ilan - a ferramenta de cálculo da média, você pode fazer uma entrada inicial através das barras de aparafusamento...

O código calcula a largura média do canal, ao atingir a qual a média é realizada sobre os volumes aumentados:

extern int Period_ATR = 30;       // значение АТР для расчета динамического канала
extern double Mul_TP = 4.0;       // множитель целевой  прибыли в единицах волатильности (АТР)
extern double Mul_Sl = 0.8;       // множитель защитной  остановки с последующим производством усреднения позиции при ее сработке уже 
                                  // увеличенным лотом в единицах волатильности (АТР)
... 
//-----------------------------------------------------расчет динамического канала----------------------------    
    if (Symbol() == "GBPJPY" || Symbol() == "EURJPY" || Symbol() == "USDJPY" || Symbol() == "CHFJPY" ||  Symbol() == "NZDJPY" 
        ||  Symbol() == "USDRUR") 
         {                 
           channel = (iATR(Symbol(),PERIOD_D1,Period_ATR,1)*1000)*Mul_Sl;                 
           StopLossPips = NormalizeDouble(channel,0);                                                                                                         
         }       
    else
         {                 
           channel = 10* (iATR(Symbol(),PERIOD_D1,Period_ATR,1)*10000/3)*Mul_Sl;                 
           StopLossPips = NormalizeDouble(channel,0);                                                                                                         
         }               
          
    if (Symbol() == "XAGUSD")  // || Symbol() == "EURGBP")   StopLossPips = StopLoss;    // т.к. волатильность (по АТР) другая (выше)
         {                 
           channel = (iATR(Symbol(),PERIOD_D1,Period_ATR,1)*100)*Mul_Sl;                 
           StopLossPips = NormalizeDouble(channel,0);                                                                                                         
         }       
     if (Symbol() == "XAUUSD")  // || Symbol() == "XAUUSD" || Symbol() == "EURGBP")   StopLossPips = StopLoss;    // т.к. волатильность (по АТР) другая (выше)
         {                 
           channel = (iATR(Symbol(),PERIOD_D1,Period_ATR,1)*100)*Mul_Sl;   // Большая волатильность, поэтому умножение на 10.              
           StopLossPips = NormalizeDouble(channel,0);                                                                                                         
         }             
       
     TakeProfitPips=NormalizeDouble(StopLossPips*Mul_TP,0);  // расчет уровня тейка для всех инструментов по заданному значению динамического стопа        
                          
 

Obrigado, vou experimentar. De modo geral, funciona se você reabastecer de forma sensata.


 
BeerGod:

Obrigado, vou experimentar. Geralmente há um uso se você fizer as recargas de forma sensata.


Seja bem-vindo. Claro! IMHO!

Não estamos falando de refis aqui, estamos falando de médias - isso se você estiver pensando em exps como Elan... :-)

Assim que eu otimizar as variáveis externas e preparar uma versão ao vivo para o mundo real, eu publicarei um relatório!

Também posso fazer uma entrada inicial nas tiras de bollinger.

 
Decidi escrever meu "Illan" do zero, é um negócio arriscado, mas o risco é justificado, decidi usar bollejder para entrar e agora tenho que fazer uma média sábia para manter o sistema no depósito mínimo.
 
BeerGod:
Decidi escrever meu "Illan" do zero, é um negócio arriscado, mas o risco é justificado, decidi usar bollejder como ponto de entrada, agora tenho que fazer uma média sábia, então o sistema funcionará com um depósito mínimo.

Transferirei os esquemas de média da minha Avalanche (reversão e ação) um a um sobre Ilan (preço médio das poses), e usarei variantes. Também posso fazer uma entrada no Bollinger... Por enquanto no OSME.

Eu tenho um código como este:

extern int Max_Iteration = 36;    // Максимальное количество итераций (ордеров) в мартине 
extern int k = 2;                 // с какой итерации тралим
extern int VAR_MM = 0;            // используемый вариант MM в соотв-ии:
                                  // 0 = множитель с числами ФИБО; 
                                  // 1 - по Илану в соответствие с LotExponent 
                                  // 2 - классический мартин - удвоение предыдущего объема
                                  // 3 - мн по ар-ой прогрессии 
                                  // 4 - мартин по схеме домножения предпредыдущего объёма на 2, т.е. 1,2,3,4,6,8,12,16,24,32
extern double LotExponent = 1.1;  // на сколько умножать стартовый лот в степени - схема по Илану          
....
 if (Iteration <= Max_Iteration && VAR_MM == 0)                  
              // Последующие лоты открываются по множителю в соответствие с числами ФИБО           
               switch(Iteration)                                  // Заголовок switch 
                   {                                              // Начало тела switch                  
                     case 1 : Lots_New = lastLots * 1; lots = lastLots; Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );break; //расчет нового объема       
                     case 2 : Lots_New = lots * 2;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;   
                     case 3 : Lots_New = lots * 3;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;      
                     case 4 : Lots_New = lots * 5;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;  
                     case 5 : Lots_New = lots * 8;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;     
                     case 6 : Lots_New = lots * 13;   Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;      
                     case 7 : Lots_New = lots * 21;   Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;     
                 ...
                     case 19: Lots_New = lots * 6765; Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;                                                   
                     case 20: Lots_New = lots * 10946;Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;                           
                     default: Lots_New = lots * 17711; {Iteration = 0; Print("Выход за пределы. Iteration = ", Iteration, " Lots_New = ", Lots_New ); }                      
                   }                                    // Конец тела switch      
                    
           if (Iteration <= Max_Iteration && VAR_MM == 1)
              //Последующие лоты открываются по ИЛАНУ через экспоненту: iLots = NormalizeDouble(Lots * MathPow(LotExponent, NumOfTrades), lotdecimal);
               switch(Iteration)                        // Заголовок switch 
                   {                                    // Начало тела switch    
                  // case 0 : Lots_New = lots;  Print("старт, Lots_New = ", Lots_New );break; // СТАРТ                
                     case 1 : Lots_New = lastLots * 1; lots = lastLots; Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );break; //расчет нового объема                                                                                                                        
                     // расчет последующих объемов, открываемых позиций, начиная с объема ПЕРВОЙ-case 1
                     default: Lots_New = lots * MathPow(LotExponent, Iteration); Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);                                                                    
                   }                                   // Конец тела switch  
                
          if (Iteration <= Max_Iteration && VAR_MM == 2)// Последующие лоты открываются в соответствие с классическим мартином - удвоение           
               switch(Iteration)                       // Заголовок switch 
                   {                                   // Начало тела switch                       
                     case 1 : Lots_New = lastLots * 1; lots = lastLots; Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );break; //расчет нового объема       
                     case 2 : Lots_New = lots * 2;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;   
                     case 3 : Lots_New = lots * 4;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;      
                ...                                                    
                     case 16: Lots_New = Lots * 32768;Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;
                     case 17: Lots_New = Lots * 65536;Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;                                                                  
                     default: Lots_New = lots * 65536; {Iteration = 0; Print("Выход за пределы. Iteration = ", Iteration, " Lots_New = ", Lots_New ); }                      
                   }                          
                   
         if (Iteration <= Max_Iteration && VAR_MM == 3)// Последующие лоты открываются в соответствие с членами ар прогрессии           
               switch(Iteration)                       // Заголовок switch 
                     {                                 // Начало тела switch         
                     case 1 : Lots_New = lastLots * 1; lots = lastLots; Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );break; //расчет нового объема            
                     case 2 : Lots_New = lots * 3;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );  break;   
                     case 3 : Lots_New = lots * 5;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );  break;      
                     case 4 : Lots_New = lots * 7;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );  break;  
                     case 5 : Lots_New = lots * 9;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );  break;     
                ...
                     
                     case 57: Lots_New = lots * 113;  Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );  break; 
                     case 58: Lots_New = lots * 115;  Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );  break;        
                     default: Lots_New = lots * 117;  {Iteration = 0; Print("Выход за пределы. Iteration = ", Iteration, " Lots_New = ", Lots_New ); }                       
                   }                                   // Конец тела switch                                                      
              
               if (Iteration <= Max_Iteration && VAR_MM == 4) // мартин по схеме домножения предпредыдущего объёма на 2, т.е. 1,2,3,4,6,8,12,16,24,32             
               switch(Iteration)                       // Заголовок switch 
                   {                                   // Начало тела switch                       
                     case 1 : Lots_New = lastLots * 1; lots = lastLots; Print("Iteration = ", Iteration, " Lots_New = ", Lots_New );break; //расчет нового объема       
                     case 2 : Lots_New = lots * 2;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;   
                     case 3 : Lots_New = lots * 3;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;      
                     case 4 : Lots_New = lots * 4;    Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;  
                   ...  
                    
                     case 31: Lots_New = lots * 49152;Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;
                     case 32: Lots_New = lots * 65536;Print("Iteration = ", Iteration, " Lots_New = ", Lots_New);  break;
                     default: Lots_New = lots * 98304;{Iteration = 0; Print("Выход за пределы. Iteration = ", Iteration, " Lots_New = ", Lots_New ); }  
                   }                          
      
 
Obrigado pelos códigos, eles me dão uma idéia, embora eu reescreva o código para se adequar à minha lógica, eu deveria experimentar a média dinâmica, então milagres são possíveis) O sistema tem o potencial... Sim, é uma parte da história, mas é tudo sobre a distância média (o cálculo certo)
 
Será que funciona na história? Talvez seja hora de ir até a fonte das citações?
 

HELLO, aldeões!!!

https://www.mql5.com/ru/forum/142073/page2

 
rentik:

HELLO, aldeões!!!

https://www.mql5.com/ru/forum/142073/page2


Priva!

Parabéns pelo nascimento de sua filha!

Muito bem feito!

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