Советники: ilan_reg_19 - страница 14

 
jwmyer:

Runik -- Look here in ModifTrendOrders ():

You will find that the handling of OP_BUY and OP_SELL uses all of the same logic which I do not think is correct. Take a look.

KingHigh

>> if (mpric>a1+TrendPS*Point && a1+TrendPS*Point>=Bid && Bid>=a1 && CountTrades(MagicNumber)>2 && allpro>0) CloseThisSymbolAll2();

>> if (mpric<a1+TrendPS*Point && k>=NumTr && CountTrades(MagicNumber)>NumTr) ClosePlusOrders(k);

>> } // modea==0 End of OP_Buy

>> if (mpric>a1+TrendPS*Point && a1+TrendPS*Point>=Bid && Bid>=a1 && CountTrades(MagicNumber)>2 && allpro>0) CloseThisSymbolAll2();

>> if (mpric<a1+TrendPS*Point && k>=NumTr && CountTrades(MagicNumber)>NumTr) ClosePlusOrders(k);

>> } // modea==1 End of OP_Sell Code


Should be as follows(I believe):


>> if (mpric<a1-TrendPS*Point && a1-TrendPS*Point<=Ask && Ask<=a1 && CountTrades(MagicNumber)>2 && allpro>0) CloseThisSymbolAll2();

>> if (mpric>a1-TrendPS*Point && k>=NumTr && CountTrades(MagicNumber)>NumTr) ClosePlusOrders(k);

>> } // modea==1 End of OP_Sell Code


Thanks In Advance, KingHigh

Sorry for my english. Thank u ! I receive your letter and send u a correct code. I will rebuild 193 and publish as soon as possible.
 

версия ilan_193 с последним исправлением здесь

http://slil.ru/29495815

thanks 2 KingHigh/jwmyer

 

Runik - I am trying to understand the code. I have a question about 4 things. I hope that Google Translate works for you and me!!

Is the email address in the Ilan code header valid?? I would rather not clutter this thread with detail questions.

1. What is the meaning of TrendRe = 0 and = 1. I believe that TrendRe = 0 means "a Trend has started and trades are open" and TrendRe = 1 means "No Open Orders and looking for new trend". Is this correct.


2. Regarding TrenT(); if (lota[ArrayMaximum(lota)]>minl1) { TrendRe=0;return(0);}

It appears that no auto generated "trend" trades are generated if there is an open trade with a lotsize > than the minimum lot size found. It this true? And - Why is TrendRe=0 set at this point.

3. Regarding TrenT(); ModifTrendOrders();

TrendRe=1;

ModifTrendOrders may have closed all orders or NOT. Setting TrendRe back to 1 does not make sense to me unless I have miss understood the meaning of TrendRe.

4. I interpret that "Lock" means to "Lock In Profits with a Hedge. Is this correct?

+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

I believe that the money management and order management of Ilan has great potential!! That is why I am investing so much time analyzing the code.

My only suggestion is that you study your long term trend approach. I believe that you need TWO long term trend agreements to establish long term trend such as

PERIOD_D1 and PERIDOD_W1 or PERIOD_H4 and PERIOD_D1. Otherwise, your short term Trends can be way out of line with long term Trends.

Lastly, I have re-written iRegr to operate as a stardard indicator. The current i-Regr shows a VERY PRETTY curve fit for one instance in time. This does not give you a good

indication of how all of the points in time respond. Also, a triple ema on the centerline corrects for minor variations that can return an incorrect trend to the EA.

 
jwmyer:

Runik - I am trying to understand the code. I have a question about 4 things. I hope that Google Translate works for you and me!!

Is the email address in the Ilan code header valid?? I would rather not clutter this thread with detail questions.

1. What is the meaning of TrendRe = 0 and = 1. I believe that TrendRe = 0 means "a Trend has started and trades are open" and TrendRe = 1 means "No Open Orders and looking for new trend". Is this correct.


2. Regarding TrenT(); if (lota[ArrayMaximum(lota)]>minl1) { TrendRe=0;return(0);}

It appears that no auto generated "trend" trades are generated if there is an open trade with a lotsize > than the minimum lot size found. It this true? And - Why is TrendRe=0 set at this point.

3. Regarding TrenT(); ModifTrendOrders();

TrendRe=1;

ModifTrendOrders may have closed all orders or NOT. Setting TrendRe back to 1 does not make sense to me unless I have miss understood the meaning of TrendRe.

4. I interpret that "Lock" means to "Lock In Profits with a Hedge. Is this correct?

+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

I believe that the money management and order management of Ilan has great potential!! That is why I am investing so much time analyzing the code.

My only suggestion is that you study your long term trend approach. I believe that you need TWO long term trend agreements to establish long term trend such as

PERIOD_D1 and PERIDOD_W1 or PERIOD_H4 and PERIOD_D1. Otherwise, your short term Trends can be way out of line with long term Trends.

Lastly, I have re-written iRegr to operate as a stardard indicator. The current i-Regr shows a VERY PRETTY curve fit for one instance in time. This does not give you a good

indication of how all of the points in time respond. Also, a triple ema on the centerline corrects for minor variations that can return an incorrect trend to the EA.


1. TrendRe - flag that indicates in what state EA is now, when =0 - it means that we trade against trend with lots that become greate and greate

and if = 0 - it means that we trade toward tren with minimal lots

(google - flag TrendRe shows us the state of advisor topped the trend identical lots (= 1) or topped up against the trend, Zoom lots (ie, averaged))

2. We try to determine in what state EA is now, if we have only minimal lots - we trade toward trend, if we have lots > then minl1 we trade against trend with big lots

3. We turn the flag TrenRe to 1, so it means we trade toward trend.

4. Yes.

************************

About "TWO long term trend agreements to establish long term trend" - yes, i agree with you, i think it's a right way !

i send you a letter John

 

extern int NumLockMin=10; после какого по счету колена открывать локовый ордер если индикатор глобального тренда изменил направление

extern int NumLoc=15; после какого по счету колена открывать локовый ордер если количество ордеров просто стало большим

извините за такой вопрос))) Что означает слово колено в этих коментариях?

 
kosta324:

extern int NumLockMin=10; после какого по счету колена открывать локовый ордер если индикатор глобального тренда изменил направление

extern int NumLoc=15; после какого по счету колена открывать локовый ордер если количество ордеров просто стало большим

извините за такой вопрос))) Что означает слово колено в этих коментариях?


В смысле номер сделки с увеличенным лотом, т.е. когда усреднились 10 раз (10 колено)
 
runik:
kosta324:

extern int NumLockMin=10; после какого по счету колена открывать локовый ордер если индикатор глобального тренда изменил направление

extern int NumLoc=15; после какого по счету колена открывать локовый ордер если количество ордеров просто стало большим

извините за такой вопрос))) Что означает слово колено в этих коментариях?


В смысле номер сделки с увеличенным лотом, т.е. когда усреднились 10 раз (10 колено)

пасиба, теперь въехал))) и ещё один такойже вопросик: я когда поставил настройки как у тебя в StrategyTester_193_lock, то прибыль получилась меньше, это из за того что я на другом ДЦ?
 
kosta324:
runik:
kosta324:

extern int NumLockMin=10; после какого по счету колена открывать локовый ордер если индикатор глобального тренда изменил направление

extern int NumLoc=15; после какого по счету колена открывать локовый ордер если количество ордеров просто стало большим

извините за такой вопрос))) Что означает слово колено в этих коментариях?


В смысле номер сделки с увеличенным лотом, т.е. когда усреднились 10 раз (10 колено)

пасиба, теперь въехал))) и ещё один такойже вопросик: я когда поставил настройки как у тебя в StrategyTester_193_lock, то прибыль получилась меньше, это из за того что я на другом ДЦ?

да вполне возможно, и в последней версии советника устраены несколько незначительных багов что так же может (но не сильно) влиять на результат
 

Runik,

I have some thoughts on the trend signals that are being used.

SLOW - Long Term Trend: Alert() - I do not understand the use of SPer = 170 in i-Regr to generate the long term curve fit. What we want is a very high frequency curve fit using SPer = 4 which is 28 days of history. Otherwise, we are looking at very aged history on what is going on for long term signals. Most trade sequences only last a few hours or a day

FAST - Short Term Trend: Alerts90, Alertl(), Alertl2() - I believe that the data samples used by i-Regr should be smoothed before the curve fit. I use a simple Heiken Ashi smooth on the samples which gives a much better trend line to use for trade entry and eliminates many false signals.

I have re-written the EA code to integrate my own tester so that I can do very fast testing of different test cases. I do not like Strategy Tester and I do not trust Strategy Tester. I am still debugging.

I would appreciate your thoughts on the trend indicators.

Regards, KinghHigh

 

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