Статистически арбитраж за всеки

Как се създава и тества forex система. Expert Advisors и бектестове на системи за автоматична търговия.
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saxsten
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Re: Статистически арбитраж за всеки

Мнение от saxsten » 25 сеп 2015, 22:55

goldhanoi написа:Thank VGC. i sent you a message, please you check it. My address email is goldhanoi@yahoo.com
Hi
who is your broker
10x :grin:
Форекса е оръжие за масово поразяване

goldhanoi
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Re: Статистически арбитраж за всеки

Мнение от goldhanoi » 26 сеп 2015, 07:51

My broker is Tickmill and holdingfx.

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saxsten
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Re: Статистически арбитраж за всеки

Мнение от saxsten » 26 сеп 2015, 16:50

goldhanoi написа:My broker is Tickmill and holdingfx.
what is a working broker ,and who is a standard quota broker?
links to them, please :smile:
Форекса е оръжие за масово поразяване

goldhanoi
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Re: Статистически арбитраж за всеки

Мнение от goldhanoi » 27 сеп 2015, 20:48

ok. I use broker tickmill and holdingfx, with standard quota broker is tickmill.

Link: http://www.tickmill.com/
http://holdingfx.com/

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saxsten
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Re: Статистически арбитраж за всеки

Мнение от saxsten » 28 сеп 2015, 00:30

goldhanoi написа:ok. I use broker tickmill and holdingfx, with standard quota broker is tickmill.

Link: http://www.tickmill.com/
http://holdingfx.com/
Ok i changed the experts VCG

Код: Избери всички

 if(MasterAsk+MasterBid-dAsk-dBid>Pr*Poin )
            Oper=OP_BUY;
         else
         if(dAsk+dBid-MasterAsk-MasterBid>Pr*Poin )
            Oper=OP_SELL;
SA_Server_600 is not changing
Here are:
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SA_EA_6.zip
(43.19 KБ) Свален 290 пъти
Форекса е оръжие за масово поразяване

atalon696
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Re: Статистически арбитраж за всеки

Мнение от atalon696 » 28 сеп 2015, 10:45

Does anyone has tried it real? With that broker works? My real work does not finish me.
Thank you.

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saxsten
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Re: Статистически арбитраж за всеки

Мнение от saxsten » 28 сеп 2015, 19:52

atalon696 написа:Does anyone has tried it real? With that broker works? My real work does not finish me.
Thank you.
The problem is that this technology does not work in the tester and must be set first in a demo ,and that is a slow
Форекса е оръжие за масово поразяване

atalon696
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Re: Статистически арбитраж за всеки

Мнение от atalon696 » 30 сеп 2015, 12:20

the real problem is that the demo results are very good, but is real loser.
I tried many combinations and real ends up losing more than winning.

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saxsten
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Re: Статистически арбитраж за всеки

Мнение от saxsten » 01 окт 2015, 02:14

atalon696 написа:the real problem is that the demo results are very good, but is real loser.
I tried many combinations and real ends up losing more than winning.

If a broker2 selectively closes unprofitable or profitable trades.
Requotes or has anti scalpers programs it's natural
Форекса е оръжие за масово поразяване

atalon696
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Re: Статистически арбитраж за всеки

Мнение от atalon696 » 01 окт 2015, 22:59

the problem is that although few misses, are sufficient to remove all gain the day.
Right now I have Action pips = 2 = 2 SL = TP 15
if I try to match the SL TP I am convinced that loses all operations. If the action pips increase, never found operations (these data are a real account).
Anyone comes up as I can fit better?
Thank you.
Прикачени файлове
Captura.PNG
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vgc
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Re: Статистически арбитраж за всеки

Мнение от vgc » 02 окт 2015, 10:24

atalon696 написа: Right now I have Action pips = 2 = 2 SL = TP 15
Hi atalon696, if you want, then try this recomendations:
- do not trade European crosses (eurusd or gbpusd) - Trade USD pairs with other currency and with low spread - now you trade usdjpy, but also try usdcad, nzdusd and/or audusd.
- Keep Action pips = 2 and SL=15 but set TP=5. In other words, Risk/Reward ratio must be 3/1.

- If you try pair with large spread then set Action pips to half of them, TP to doubled spread, and SL = 3 x TP (R/R must be 3/1)
Форексът е полезен като ХОБИ

atalon696
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Re: Статистически арбитраж за всеки

Мнение от atalon696 » 02 окт 2015, 12:53

OK. I test and comment the results. I hope the endurance account ....: P

atalon696
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Re: Статистически арбитраж за всеки

Мнение от atalon696 » 04 окт 2015, 23:59

Early tests are inconclusive because estana NFP gave some problems to the system, but managed to make a profit.
this week we will see if it is profitable or even be eliminated and replaced by others.
EURUSD and GBPUSD are already completely discarded .
Home tests in USDJPY , USDCAD , AUDUSD and NZDUSD

atalon696
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Re: Статистически арбитраж за всеки

Мнение от atalon696 » 05 окт 2015, 00:01

Screenshot_2.png
Screenshot_2.png (29.88 KБ) Видяна 2643 пъти
Screenshot_1.png
Screenshot_1.png (84.96 KБ) Видяна 2643 пъти

goldhanoi
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Re: Статистически арбитраж за всеки

Мнение от goldhanoi » 07 окт 2015, 20:25

Hi all traders
I think to trading between two brokers Arbitrage EA simply compare such rates would be difficult successful, such methods are too simple. We need a more powerful tool for arbitrage trading, which is through the API. Immediately we will take direct price of LP compared to a retail Broker, so will a lot better. I saw some traders they are very well make money from API. The traders who have learned a lot about the API visit share.

Best regards

atalon696
Мнения: 11
Регистриран: 26 авг 2015, 17:03

Re: Статистически арбитраж за всеки

Мнение от atalon696 » 10 окт 2015, 15:27

After a full week of testing in real, with the suggested parameters , we note that the balance is negative . I noticed that the winners get the profit trades in seconds, while the losers are slow to reach the SL. I suggest to improve this EA you may add a parameter for all trades you make the closure eg 70 seconds . Thus trades winners and losers touched profit is closed with minimal losses and thus can be a really interesting system .

Another aspect that I have seen is that sometimes has entered the market with a slipage 3 and 4 pips while it is set to 1 pip. I think this parameter does not work well , but really insist on inserting a parameter to close operations by time.

Thanks to its EA programmer and I hope to study my proposal.

Greetings to all.
Прикачени файлове
Screenshot_2.png
Screenshot_2.png (30.55 KБ) Видяна 2450 пъти
Screenshot_1.png
Screenshot_1.png (92.94 KБ) Видяна 2450 пъти

Потребителски аватар
saxsten
Мнения: 1293
Регистриран: 04 апр 2010, 23:16
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Re: Статистически арбитраж за всеки

Мнение от saxsten » 11 окт 2015, 00:31

atalon696 написа:After a full week of testing in real, with the suggested parameters , we note that the balance is negative . I noticed that the winners get the profit trades in seconds, while the losers are slow to reach the SL. I suggest to improve this EA you may add a parameter for all trades you make the closure eg 70 seconds . Thus trades winners and losers touched profit is closed with minimal losses and thus can be a really interesting system .

Another aspect that I have seen is that sometimes has entered the market with a slipage 3 and 4 pips while it is set to 1 pip. I think this parameter does not work well , but really insist on inserting a parameter to close operations by time.

Thanks to its EA programmer and I hope to study my proposal.

Greetings to all.


There is a problem caused by the difference in volatility of real market and volatility in the tester
This I have found with my other programs , that could be tested in the tester
For now with only raising the threshold beyond which transactions are being made Try so.
Форекса е оръжие за масово поразяване

atalon696
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Re: Статистически арбитраж за всеки

Мнение от atalon696 » 12 окт 2015, 22:52

I share with you a Ea I have found the net to close the positions in time. This week I will obviously real test since the arbitrage in demo all know that works. I've configured to close the positions past 60 seconds, since I have seen that the TP reached in seconds if the input is done correctly , so I hope in this way to minimize losses .
Прикачени файлове
SimpleTimeBasedSL OrderManager EA v1.1.mq4
(6.64 KБ) Свален 120 пъти

atalon696
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Re: Статистически арбитраж за всеки

Мнение от atalon696 » 13 окт 2015, 18:47

today was a disastrous day. But two entries in EURUSD, the other entries in USDCAD, NZDUSD EURJPY and the broker has imposed a slippage from 3-11 pips.
Crazy.
Is it possible to tell the EA that if the slippage is greater than 2 pips not make the entry? I have the parameter to 1 pip slippage but I think it works well.

Skyger
Мнения: 2
Регистриран: 01 ное 2015, 16:34

Re: Статистически арбитраж за всеки

Мнение от Skyger » 01 ное 2015, 20:54

Здравейте на всички!
Моля, добавете съветник спирка за без загуба, и tralingstop.

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