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  • #1 Свернуть

    Алгоритмизация паттернов Price Action: пин-бары, рельсы и тд..

    Предлагается обсудить создание алгоритмов торговых систем на основе
    паттернов прайс экшн.

    Хотелось бы чтобы ветка была полезна как кодирующим трейдерам, так и торгующим
    руками, общение и взаимообогощение может принести профитные плоды.

    Данные паттерны представляются неплохо поддающимися алгоритмизации,
    однако, есть много деталей неправильная реализация которых может утопить
    любую идею.

    В данной ветке обязательно доброжелательное и вежливое общение !
    Проект "Лестница в небо"
    https://www.forexdengi.com/threads/9...stnitsa-v-nebo
  • <a href="https://www.instaforex.org/ru/?x=ruforum">InstaForex</a>
  • #2 Свернуть

    Начнем с паттерна рельсы.

    Рельсы - похожи на поглощение - но не совсем , рельсы - две свечи примерно одних размеров стоящие рядом
    см. http://invst.ly/pav5
    таке профит по 161 от размеров
    в сети много материалов
    https://forexdengi.com/redirect.php?...C%D1%81%D1%8B-

    Один столпов методы ведет ветку на этом форуме:
    https://forexdengi.com/threads/36246...-paternu-relsi
    См. также
    https://forexdengi.com/threads/83661-pattern-relsi


    Один из вариантов стратегии тут:
    https://www.youtube.com/watch?v=j-xmY1wEKR8
    (это вариант со стопами, многие рекомендуют без стопов или по крайней мере без подобных)

    Еще описание от трейдлайкапро тут:
    https://www.youtube.com/watch?v=5Cnj5nrr8YQ

    Имеется индикатор:
    https://www.mql5.com/en/market/product/2178
     
    Последний раз редактировалось soleil; 23.12.2015, 00:53.
    Проект "Лестница в небо"
    https://www.forexdengi.com/threads/9...stnitsa-v-nebo

    Комментарий

    • #3 Свернуть

      Суть паттерна рельсы - две свечи примерно одного размера стоящие рядом,
      но есть дополнительные условия:

      1) условие того, открытие одной примерно на уровне закрытия другой - это и есть "рельсовость"
      (В индикаторе: Shift between the opening and closing prices - shift between bar Open and Close prices in the pattern. 0.1 = 10% of the pattern value. )

      2) условие "большое тело"

      3) условие свечи рельсы "больше чем предыдущие" свечи

      4) 5) вход и выход из позиции - часто используемое правило вход на закрытии свечи и тейк профит на 61% от размера свечи

      Успех или неуспех алгоритма зависит от правильного выбора этих "деталей"
         
      Проект "Лестница в небо"
      https://www.forexdengi.com/threads/9...stnitsa-v-nebo

      Комментарий

      • #4 Свернуть

        Приведу некоторый анализ:
        при некоторых условиях получаем такие результаты на дневках евробакса
        https://forexdengi.com/threads/83648...1#post13693474

        на часах, получаем такое, при некоторых жестких условиях на определение рельс
        и тейк профите 61% максимального из размеров

        08-Sep-2005 09:00:00, Wait for TP 3, pips2take 0.001830,
        24-Nov-2005 08:00:00, Wait for TP 59, pips2take 0.001464,
        02-Dec-2005 13:00:00, Wait for TP 1, pips2take 0.001037,
        18-Jan-2006 10:00:00, Wait for TP 7, pips2take 0.002745,
        14-Mar-2006 02:00:00, Wait for TP 10, pips2take 0.001464,
        07-Jun-2006 09:00:00, Wait for TP 533, pips2take 0.002318,
        01-Nov-2006 13:00:00, Wait for TP 12, pips2take 0.000976,
        17-Nov-2006 07:00:00, Wait for TP 2, pips2take 0.001098,
        04-Dec-2006 07:00:00, Wait for TP 2, pips2take 0.001403,
        11-Dec-2006 14:00:00, Wait for TP 2, pips2take 0.001586,
        08-Jan-2007 15:00:00, Wait for TP 10, pips2take 0.002806,
        24-Jan-2007 10:00:00, Wait for TP 149, pips2take 0.002562,
        25-Jan-2007 11:00:00, Wait for TP 100, pips2take 0.001891,
        20-Feb-2007 07:00:00, Wait for TP 1, pips2take 0.001037,
        30-Mar-2007 13:00:00, Wait for TP 4, pips2take 0.001342,
        26-Apr-2007, Wait for TP 11, pips2take 0.000671,
        07-May-2007 12:00:00, Wait for TP 9, pips2take 0.000671,
        14-May-2007 09:00:00, Wait for TP 29, pips2take 0.001403,
        30-May-2007 02:00:00, Wait for TP 6, pips2take 0.000854,
        31-Jul-2007 17:00:00, Wait for TP 70, pips2take 0.001525,
        06-Aug-2007 13:00:00, Wait for TP 621, pips2take 0.001891,
        04-Sep-2007 08:00:00, Wait for TP 1, pips2take 0.000793,
        06-Sep-2007 15:00:00, Wait for TP 2, pips2take 0.001830,
        25-Sep-2007 23:00:00, Wait for TP 2, pips2take 0.000793,
        05-Oct-2007 15:00:00, Wait for TP 96, pips2take 0.006344,
        09-Oct-2007, Wait for TP 3, pips2take 0.000793,
        30-Oct-2007 06:00:00, Wait for TP 3, pips2take 0.000976,
        23-Nov-2007 08:00:00, Wait for TP 1529, pips2take 0.002257,
        07-Dec-2007 01:00:00, Wait for TP 4, pips2take 0.001342,
        27-Dec-2007 22:00:00, Wait for TP 10, pips2take 0.001586,
        17-Jan-2008 08:00:00, Wait for TP 1, pips2take 0.002257,
        22-Jan-2008 06:00:00, Wait for TP 3, pips2take 0.001952,
        23-Jan-2008 15:00:00, Wait for TP 6, pips2take 0.004453,
        24-Jan-2008 09:00:00, Wait for TP 3, pips2take 0.002013,
        04-Feb-2008 09:00:00, Wait for TP 24, pips2take 0.001952,
        11-Feb-2008 02:00:00, Wait for TP 12, pips2take 0.001647,
        03-Mar-2008 16:00:00, Wait for TP 41, pips2take 0.004758,
        25-Mar-2008, Wait for TP 2, pips2take 0.001830,
        28-Mar-2008 06:00:00, Wait for TP 5, pips2take 0.001342,
        04-Apr-2008 05:00:00, Wait for TP 27, pips2take 0.001647,
        10-Apr-2008 09:00:00, Wait for TP 1, pips2take 0.002684,
        17-Apr-2008 01:00:00, Wait for TP 1, pips2take 0.001281,
        11-Jun-2008 09:00:00, Wait for TP 23, pips2take 0.002501,
        01-Jul-2008 02:00:00, Wait for TP 1, pips2take 0.001281,
        01-Jul-2008 13:00:00, Wait for TP 3, pips2take 0.002989,
        03-Jul-2008 09:00:00, Wait for TP 5, pips2take 0.001586,
        21-Jul-2008 01:00:00, Wait for TP 1, pips2take 0.000915,
        29-Jul-2008 20:00:00, Wait for TP 13, pips2take 0.001769,
        30-Jul-2008 03:00:00, Wait for TP 6, pips2take 0.001220,
        12-Aug-2008 08:00:00, Wait for TP 6, pips2take 0.004636,
        19-Aug-2008 15:00:00, Wait for TP 2, pips2take 0.003233,
        04-Sep-2008 07:00:00, Wait for TP 2, pips2take 0.002379,
        22-Sep-2008 01:00:00, Wait for TP 4, pips2take 0.003416,
        23-Sep-2008 15:00:00, Wait for TP 6127, pips2take 0.004392,
        25-Sep-2008 09:00:00, Wait for TP 3, pips2take 0.003904,
        08-Oct-2008, Wait for TP 54, pips2take 0.003721,
        15-Oct-2008 09:00:00, Wait for TP 9, pips2take 0.002501,
        30-Oct-2008 11:00:00, Wait for TP 716, pips2take 0.007320,
        13-Nov-2008 09:00:00, Wait for TP 4, pips2take 0.005307,
        01-Dec-2008 17:00:00, Wait for TP 3, pips2take 0.003904,
        30-Dec-2008 08:00:00, Wait for TP 2, pips2take 0.007625,
        31-Dec-2008 15:00:00, Wait for TP 2508, pips2take 0.006893,
        08-Apr-2009 13:00:00, Wait for TP 28, pips2take 0.003233,
        14-Apr-2009 15:00:00, Wait for TP 264, pips2take 0.003721,
        27-Apr-2009 09:00:00, Wait for TP 44, pips2take 0.002867,
        30-Apr-2009 07:00:00, Wait for TP 1, pips2take 0.002623,
        04-Jun-2009 14:00:00, Wait for TP 24, pips2take 0.006710,
        23-Jun-2009 08:00:00, Wait for TP 1, pips2take 0.002379,
        01-Jul-2009 04:00:00, Wait for TP 4, pips2take 0.002013,
        21-Jul-2009 09:00:00, Wait for TP 5, pips2take 0.001952,
        03-Aug-2009 02:00:00, Wait for TP 6, pips2take 0.003538,
        14-Aug-2009 14:00:00, Wait for TP 1, pips2take 0.002440,
        18-Aug-2009, Wait for TP 1, pips2take 0.000976,
        20-Aug-2009 02:00:00, Wait for TP 207, pips2take 0.002501,
        31-Aug-2009 09:00:00, Wait for TP 7, pips2take 0.001647,
        07-Sep-2009 08:00:00, Wait for TP 1, pips2take 0.001342,
        25-Sep-2009 15:00:00, Wait for TP 1, pips2take 0.003294,
        19-Oct-2009 01:00:00, Wait for TP 1, pips2take 0.002196,
        21-Dec-2009 10:00:00, Wait for TP 3, pips2take 0.002867,
        08-Jan-2010 07:00:00, Wait for TP 1, pips2take 0.001769,
        13-Jan-2010 08:00:00, Wait for TP 1, pips2take 0.001830,
        27-Jan-2010 10:00:00, Wait for TP 3, pips2take 0.002379,
        25-Feb-2010 18:00:00, Wait for TP 1, pips2take 0.003477,
        22-Mar-2010 10:00:00, Wait for TP 3, pips2take 0.002074,
        23-Mar-2010 13:00:00, Wait for TP 1, pips2take 0.001891,
        25-Mar-2010 15:00:00, Wait for TP 20, pips2take 0.002684,
        13-Apr-2010 03:00:00, Wait for TP 5, pips2take 0.001098,
        28-Apr-2010 11:00:00, Wait for TP 3, pips2take 0.002989,
        28-Apr-2010 15:00:00, Wait for TP 2, pips2take 0.004148,
        03-May-2010 21:00:00, Wait for TP 10, pips2take 0.001281,
        18-Jun-2010 17:00:00, Wait for TP 25, pips2take 0.001952,
        23-Jun-2010 03:00:00, Wait for TP 5, pips2take 0.001647,
        19-Jul-2010 15:00:00, Wait for TP 17, pips2take 0.002196,
        19-Jul-2010 21:00:00, Wait for TP 15, pips2take 0.001647,
        27-Jul-2010 07:00:00, Wait for TP 6, pips2take 0.001464,
        30-Jul-2010 03:00:00, Wait for TP 5, pips2take 0.001220,
        06-Sep-2010 18:00:00, Wait for TP 7, pips2take 0.001037,
        24-Sep-2010 02:00:00, Wait for TP 2, pips2take 0.001891,
        30-Sep-2010 15:00:00, Wait for TP 2, pips2take 0.003538,
        06-Oct-2010 02:00:00, Wait for TP 11, pips2take 0.001830,
        13-Oct-2010 16:00:00, Wait for TP 10, pips2take 0.003233,
        08-Nov-2010 09:00:00, Wait for TP 1, pips2take 0.002623,
        11-Nov-2010 11:00:00, Wait for TP 1396, pips2take 0.002623,
        02-Dec-2010 15:00:00, Wait for TP 2, pips2take 0.006344,
        23-Dec-2010 01:00:00, Wait for TP 8, pips2take 0.001098,
        26-Jan-2011 02:00:00, Wait for TP 8, pips2take 0.002013,
        27-Jan-2011 03:00:00, Wait for TP 5, pips2take 0.001220,
        01-Feb-2011 10:00:00, Wait for TP 6, pips2take 0.003050,
        03-Feb-2011 01:00:00, Wait for TP 3, pips2take 0.000854,
        08-Feb-2011 01:00:00, Wait for TP 73, pips2take 0.000976,
        04-Mar-2011 07:00:00, Wait for TP 7, pips2take 0.000732,
        08-Mar-2011 16:00:00, Wait for TP 20, pips2take 0.002623,
        19-Apr-2011 14:00:00, Wait for TP 387, pips2take 0.002928,
        03-May-2011 08:00:00, Wait for TP 1, pips2take 0.002257,
        26-May-2011 08:00:00, Wait for TP 8, pips2take 0.002196,
        27-May-2011 15:00:00, Wait for TP 314, pips2take 0.003965,
        09-Jun-2011 13:00:00, Wait for TP Inf, pips2take -Inf,
        17-Jun-2011 09:00:00, Wait for TP 135, pips2take 0.002745,
        04-Jul-2011 08:00:00, Wait for TP Inf, pips2take -Inf,
        19-Jul-2011 08:00:00, Wait for TP 1, pips2take 0.003233,
        21-Jul-2011 21:00:00, Wait for TP 18, pips2take 0.002745,
        22-Jul-2011 16:00:00, Wait for TP 8, pips2take 0.002745,
        25-Jul-2011 12:00:00, Wait for TP 3, pips2take 0.002623,
        04-Aug-2011 09:00:00, Wait for TP 2, pips2take 0.004392,
        17-Jan-2012, Wait for TP 1, pips2take 0.001159,
        23-Jan-2012 22:00:00, Wait for TP 5, pips2take 0.001403,
        30-Jan-2012 15:00:00, Wait for TP 3, pips2take 0.002074,
        14-Feb-2012 01:00:00, Wait for TP 10, pips2take 0.001769,
        22-Feb-2012 01:00:00, Wait for TP 1, pips2take 0.001281,
        12-Mar-2012 22:00:00, Wait for TP 11, pips2take 0.000732,
        21-Mar-2012 09:00:00, Wait for TP 76, pips2take 0.002013,
        02-Apr-2012 01:00:00, Wait for TP 1, pips2take 0.001220,
        05-Apr-2012 03:00:00, Wait for TP 7, pips2take 0.000854,
        11-Apr-2012 09:00:00, Wait for TP 55, pips2take 0.002135,
        15-Jun-2012 22:00:00, Wait for TP 15, pips2take 0.001708,
        22-Jun-2012 16:00:00, Wait for TP 16, pips2take 0.003050,
        12-Jul-2012 04:00:00, Wait for TP 36, pips2take 0.000976,
        10-Aug-2012 10:00:00, Wait for TP 6, pips2take 0.001525,
        22-Aug-2012 07:00:00, Wait for TP 2, pips2take 0.000671,
        24-Aug-2012 07:00:00, Wait for TP 56, pips2take 0.000671,
        06-Nov-2012 05:00:00, Wait for TP 3, pips2take 0.000915,
        21-Jan-2013 10:00:00, Wait for TP 19, pips2take 0.001647,
        28-Jan-2013 09:00:00, Wait for TP 1, pips2take 0.001281,
        29-Jan-2013 10:00:00, Wait for TP 1, pips2take 0.001464,
        14-Feb-2013 09:00:00, Wait for TP 3174, pips2take 0.002440,
        21-Feb-2013 07:00:00, Wait for TP 53, pips2take 0.001830,
        22-Feb-2013 02:00:00, Wait for TP 1, pips2take 0.000671,
        15-Mar-2013 14:00:00, Wait for TP 9, pips2take 0.003233,
        10-Apr-2013 08:00:00, Wait for TP 1, pips2take 0.000915,
        17-Apr-2013 11:00:00, Wait for TP 2, pips2take 0.002684,
        31-Jul-2013 13:00:00, Wait for TP 4, pips2take 0.001647,
        24-Sep-2013 15:00:00, Wait for TP 20, pips2take 0.001281,
        27-Sep-2013 04:00:00, Wait for TP 4, pips2take 0.000915,
        27-Sep-2013 12:00:00, Wait for TP 1, pips2take 0.001220,
        04-Oct-2013 01:00:00, Wait for TP 8, pips2take 0.000610,
        04-Oct-2013 02:00:00, Wait for TP 224, pips2take 0.000610,
        08-Oct-2013 21:00:00, Wait for TP 3, pips2take 0.000732,
        29-Oct-2013 08:00:00, Wait for TP 1, pips2take 0.000976,
        29-Oct-2013 16:00:00, Wait for TP 27, pips2take 0.003538,
        15-Nov-2013 08:00:00, Wait for TP 2, pips2take 0.000915,
        21-Nov-2013 06:00:00, Wait for TP 4, pips2take 0.000793,
        03-Feb-2014 09:00:00, Wait for TP 2, pips2take 0.001403,
        12-Feb-2014 08:00:00, Wait for TP 4, pips2take 0.000976,
        17-Mar-2014 09:00:00, Wait for TP 5, pips2take 0.001464,
        21-Mar-2014 09:00:00, Wait for TP 3, pips2take 0.001464,
        10-Apr-2014 03:00:00, Wait for TP 5, pips2take 0.001220,
        12-May-2014 13:00:00, Wait for TP Inf, pips2take -Inf, -------- до сих пор не отработался - полтора года


        17-Jul-2014 08:00:00, Wait for TP 1, pips2take 0.000488,
        10-Nov-2014 12:00:00, Wait for TP 3, pips2take 0.001708,
        08-Dec-2014 08:00:00, Wait for TP 1, pips2take 0.000732,
        09-Dec-2014 06:00:00, Wait for TP 2, pips2take 0.001525,
        27-Feb-2015 09:00:00, Wait for TP 2, pips2take 0.001098,
        06-Mar-2015 14:00:00, Wait for TP 199, pips2take 0.002562,
        30-Mar-2015 11:00:00, Wait for TP 77, pips2take 0.002928,
        07-Apr-2015 06:00:00, Wait for TP 1, pips2take 0.000976,
        07-Apr-2015 09:00:00, Wait for TP 2, pips2take 0.001891,
        29-Apr-2015 04:00:00, Wait for TP 3, pips2take 0.000793,
        14-May-2015 05:00:00, Wait for TP 33, pips2take 0.001220,
        15-May-2015 09:00:00, Wait for TP 8, pips2take 0.002623,
        15-May-2015 10:00:00, Wait for TP 2, pips2take 0.002745,
        19-May-2015 03:00:00, Wait for TP 1, pips2take 0.000915,
        29-May-2015 18:00:00, Wait for TP 43, pips2take 0.003111,
        11-Jun-2015 05:00:00, Wait for TP 4, pips2take 0.001342,
        21-Jul-2015 15:00:00, Wait for TP 1841, pips2take 0.001342,
        03-Sep-2015 09:00:00, Wait for TP 6, pips2take 0.001281,
        03-Sep-2015 10:00:00, Wait for TP 128, pips2take 0.001281,
        14-Sep-2015 07:00:00, Wait for TP 1, pips2take 0.000610,
        14-Sep-2015 23:00:00, Wait for TP 4, pips2take 0.000915,
        28-Oct-2015 15:00:00, Wait for TP 5, pips2take 0.001830,
        11-Nov-2015 06:00:00, Wait for TP 2, pips2take 0.001281,
        11-Dec-2015 12:00:00, Wait for TP 4, pips2take 0.002013,

        Wait for TP median 5, pips2take median 0.001769,
           
        Последний раз редактировалось soleil; 23.12.2015, 01:26.
        Проект "Лестница в небо"
        https://www.forexdengi.com/threads/9...stnitsa-v-nebo

        Комментарий

        • #5 Свернуть

          изменим тейк профит в сторону уменьшения - 30% от максимального ТЕЛА:

          08-Sep-2005 09:00:00, Wait for TP 1, pips2take 0.000600,
          24-Nov-2005 08:00:00, Wait for TP 1, pips2take 0.000480,
          02-Dec-2005 13:00:00, Wait for TP 1, pips2take 0.000330,
          18-Jan-2006 10:00:00, Wait for TP 1, pips2take 0.000840,
          14-Mar-2006 02:00:00, Wait for TP 9, pips2take 0.000480,
          07-Jun-2006 09:00:00, Wait for TP 1, pips2take 0.000840,
          01-Nov-2006 13:00:00, Wait for TP 1, pips2take 0.000330,
          17-Nov-2006 07:00:00, Wait for TP 1, pips2take 0.000330,
          04-Dec-2006 07:00:00, Wait for TP 1, pips2take 0.000480,
          11-Dec-2006 14:00:00, Wait for TP 2, pips2take 0.000480,
          08-Jan-2007 15:00:00, Wait for TP 2, pips2take 0.001050,
          24-Jan-2007 10:00:00, Wait for TP 129, pips2take 0.001080,
          25-Jan-2007 11:00:00, Wait for TP 1, pips2take 0.000600,
          20-Feb-2007 07:00:00, Wait for TP 1, pips2take 0.000330,
          30-Mar-2007 13:00:00, Wait for TP 1, pips2take 0.000480,
          26-Apr-2007, Wait for TP 9, pips2take 0.000240,
          07-May-2007 12:00:00, Wait for TP 7, pips2take 0.000240,
          14-May-2007 09:00:00, Wait for TP 3, pips2take 0.000420,
          30-May-2007 02:00:00, Wait for TP 1, pips2take 0.000300,
          31-Jul-2007 17:00:00, Wait for TP 69, pips2take 0.000660,
          06-Aug-2007 13:00:00, Wait for TP 618, pips2take 0.000690,
          04-Sep-2007 08:00:00, Wait for TP 1, pips2take 0.000300,
          06-Sep-2007 15:00:00, Wait for TP 1, pips2take 0.000780,
          25-Sep-2007 23:00:00, Wait for TP 2, pips2take 0.000270,
          05-Oct-2007 15:00:00, Wait for TP 88, pips2take 0.002250,
          09-Oct-2007, Wait for TP 3, pips2take 0.000270,
          30-Oct-2007 06:00:00, Wait for TP 3, pips2take 0.000330,
          23-Nov-2007 08:00:00, Wait for TP 1119, pips2take 0.000690,
          07-Dec-2007 01:00:00, Wait for TP 2, pips2take 0.000540,
          27-Dec-2007 22:00:00, Wait for TP 10, pips2take 0.000540,
          17-Jan-2008 08:00:00, Wait for TP 1, pips2take 0.000810,
          22-Jan-2008 06:00:00, Wait for TP 3, pips2take 0.000690,
          23-Jan-2008 15:00:00, Wait for TP 5, pips2take 0.001740,
          24-Jan-2008 09:00:00, Wait for TP 2, pips2take 0.000840,
          04-Feb-2008 09:00:00, Wait for TP 1, pips2take 0.000630,
          11-Feb-2008 02:00:00, Wait for TP 12, pips2take 0.000570,
          03-Mar-2008 16:00:00, Wait for TP 1, pips2take 0.001980,
          25-Mar-2008, Wait for TP 2, pips2take 0.000750,
          28-Mar-2008 06:00:00, Wait for TP 5, pips2take 0.000540,
          04-Apr-2008 05:00:00, Wait for TP 27, pips2take 0.000660,
          10-Apr-2008 09:00:00, Wait for TP 1, pips2take 0.001080,
          17-Apr-2008 01:00:00, Wait for TP 1, pips2take 0.000390,
          11-Jun-2008 09:00:00, Wait for TP 1, pips2take 0.000870,
          01-Jul-2008 02:00:00, Wait for TP 1, pips2take 0.000450,
          01-Jul-2008 13:00:00, Wait for TP 2, pips2take 0.000900,
          03-Jul-2008 09:00:00, Wait for TP 5, pips2take 0.000570,
          21-Jul-2008 01:00:00, Wait for TP 1, pips2take 0.000360,
          29-Jul-2008 20:00:00, Wait for TP 2, pips2take 0.000690,
          30-Jul-2008 03:00:00, Wait for TP 1, pips2take 0.000390,
          12-Aug-2008 08:00:00, Wait for TP 1, pips2take 0.001530,
          19-Aug-2008 15:00:00, Wait for TP 1, pips2take 0.001020,
          04-Sep-2008 07:00:00, Wait for TP 1, pips2take 0.000780,
          22-Sep-2008 01:00:00, Wait for TP 3, pips2take 0.001260,
          23-Sep-2008 15:00:00, Wait for TP 6112, pips2take 0.001410,
          25-Sep-2008 09:00:00, Wait for TP 3, pips2take 0.001440,
          08-Oct-2008, Wait for TP 1, pips2take 0.001110,
          15-Oct-2008 09:00:00, Wait for TP 1, pips2take 0.000810,
          30-Oct-2008 11:00:00, Wait for TP 715, pips2take 0.003180,
          13-Nov-2008 09:00:00, Wait for TP 1, pips2take 0.002280,
          01-Dec-2008 17:00:00, Wait for TP 1, pips2take 0.001290,
          30-Dec-2008 08:00:00, Wait for TP 1, pips2take 0.002520,
          31-Dec-2008 15:00:00, Wait for TP 2393, pips2take 0.002700,
          08-Apr-2009 13:00:00, Wait for TP 27, pips2take 0.001140,
          14-Apr-2009 15:00:00, Wait for TP 2, pips2take 0.001110,
          27-Apr-2009 09:00:00, Wait for TP 1, pips2take 0.001140,
          30-Apr-2009 07:00:00, Wait for TP 1, pips2take 0.000780,
          04-Jun-2009 14:00:00, Wait for TP 3, pips2take 0.002640,
          23-Jun-2009 08:00:00, Wait for TP 1, pips2take 0.000900,
          01-Jul-2009 04:00:00, Wait for TP 1, pips2take 0.000600,
          21-Jul-2009 09:00:00, Wait for TP 1, pips2take 0.000750,
          03-Aug-2009 02:00:00, Wait for TP 1, pips2take 0.001080,
          14-Aug-2009 14:00:00, Wait for TP 1, pips2take 0.000930,
          18-Aug-2009, Wait for TP 1, pips2take 0.000330,
          20-Aug-2009 02:00:00, Wait for TP 13, pips2take 0.000810,
          31-Aug-2009 09:00:00, Wait for TP 1, pips2take 0.000570,
          07-Sep-2009 08:00:00, Wait for TP 1, pips2take 0.000480,
          25-Sep-2009 15:00:00, Wait for TP 1, pips2take 0.001110,
          19-Oct-2009 01:00:00, Wait for TP 1, pips2take 0.000660,
          21-Dec-2009 10:00:00, Wait for TP 1, pips2take 0.000990,
          08-Jan-2010 07:00:00, Wait for TP 1, pips2take 0.000600,
          13-Jan-2010 08:00:00, Wait for TP 1, pips2take 0.000570,
          27-Jan-2010 10:00:00, Wait for TP 1, pips2take 0.000840,
          25-Feb-2010 18:00:00, Wait for TP 1, pips2take 0.001500,
          22-Mar-2010 10:00:00, Wait for TP 2, pips2take 0.000840,
          23-Mar-2010 13:00:00, Wait for TP 1, pips2take 0.000780,
          25-Mar-2010 15:00:00, Wait for TP 2, pips2take 0.000900,
          13-Apr-2010 03:00:00, Wait for TP 1, pips2take 0.000390,
          28-Apr-2010 11:00:00, Wait for TP 1, pips2take 0.001230,
          28-Apr-2010 15:00:00, Wait for TP 2, pips2take 0.001920,
          03-May-2010 21:00:00, Wait for TP 1, pips2take 0.000570,
          18-Jun-2010 17:00:00, Wait for TP 25, pips2take 0.000720,
          23-Jun-2010 03:00:00, Wait for TP 1, pips2take 0.000540,
          19-Jul-2010 15:00:00, Wait for TP 1, pips2take 0.000690,
          19-Jul-2010 21:00:00, Wait for TP 2, pips2take 0.000510,
          27-Jul-2010 07:00:00, Wait for TP 6, pips2take 0.000510,
          30-Jul-2010 03:00:00, Wait for TP 3, pips2take 0.000450,
          06-Sep-2010 18:00:00, Wait for TP 1, pips2take 0.000390,
          24-Sep-2010 02:00:00, Wait for TP 1, pips2take 0.000630,
          30-Sep-2010 15:00:00, Wait for TP 2, pips2take 0.001500,
          06-Oct-2010 02:00:00, Wait for TP 2, pips2take 0.000540,
          13-Oct-2010 16:00:00, Wait for TP 1, pips2take 0.001500,
          08-Nov-2010 09:00:00, Wait for TP 1, pips2take 0.000840,
          11-Nov-2010 11:00:00, Wait for TP 28, pips2take 0.000930,
          02-Dec-2010 15:00:00, Wait for TP 1, pips2take 0.002520,
          23-Dec-2010 01:00:00, Wait for TP 8, pips2take 0.000330,
          26-Jan-2011 02:00:00, Wait for TP 7, pips2take 0.000630,
          27-Jan-2011 03:00:00, Wait for TP 4, pips2take 0.000360,
          01-Feb-2011 10:00:00, Wait for TP 1, pips2take 0.000930,
          03-Feb-2011 01:00:00, Wait for TP 1, pips2take 0.000330,
          08-Feb-2011 01:00:00, Wait for TP 1, pips2take 0.000330,
          04-Mar-2011 07:00:00, Wait for TP 7, pips2take 0.000270,
          08-Mar-2011 16:00:00, Wait for TP 1, pips2take 0.000840,
          19-Apr-2011 14:00:00, Wait for TP 337, pips2take 0.000960,
          03-May-2011 08:00:00, Wait for TP 1, pips2take 0.000690,
          26-May-2011 08:00:00, Wait for TP 3, pips2take 0.000780,
          27-May-2011 15:00:00, Wait for TP 313, pips2take 0.001170,
          09-Jun-2011 13:00:00, Wait for TP 1, pips2take 0.000660,
          17-Jun-2011 09:00:00, Wait for TP 135, pips2take 0.001110,
          04-Jul-2011 08:00:00, Wait for TP Inf, pips2take -Inf,
          19-Jul-2011 08:00:00, Wait for TP 1, pips2take 0.001080,
          21-Jul-2011 21:00:00, Wait for TP 17, pips2take 0.001110,
          22-Jul-2011 16:00:00, Wait for TP 1, pips2take 0.000870,
          25-Jul-2011 12:00:00, Wait for TP 3, pips2take 0.001080,
          04-Aug-2011 09:00:00, Wait for TP 1, pips2take 0.001950,
          17-Jan-2012, Wait for TP 1, pips2take 0.000480,
          23-Jan-2012 22:00:00, Wait for TP 1, pips2take 0.000570,
          30-Jan-2012 15:00:00, Wait for TP 2, pips2take 0.000870,
          14-Feb-2012 01:00:00, Wait for TP 9, pips2take 0.000600,
          22-Feb-2012 01:00:00, Wait for TP 1, pips2take 0.000480,
          12-Mar-2012 22:00:00, Wait for TP 11, pips2take 0.000240,
          21-Mar-2012 09:00:00, Wait for TP 49, pips2take 0.000780,
          02-Apr-2012 01:00:00, Wait for TP 1, pips2take 0.000480,
          05-Apr-2012 03:00:00, Wait for TP 6, pips2take 0.000270,
          11-Apr-2012 09:00:00, Wait for TP 55, pips2take 0.000810,
          15-Jun-2012 22:00:00, Wait for TP 12, pips2take 0.000570,
          22-Jun-2012 16:00:00, Wait for TP 1, pips2take 0.001140,
          12-Jul-2012 04:00:00, Wait for TP 36, pips2take 0.000330,
          10-Aug-2012 10:00:00, Wait for TP 6, pips2take 0.000450,
          22-Aug-2012 07:00:00, Wait for TP 1, pips2take 0.000300,
          24-Aug-2012 07:00:00, Wait for TP 56, pips2take 0.000210,
          06-Nov-2012 05:00:00, Wait for TP 3, pips2take 0.000300,
          21-Jan-2013 10:00:00, Wait for TP 19, pips2take 0.000540,
          28-Jan-2013 09:00:00, Wait for TP 1, pips2take 0.000390,
          29-Jan-2013 10:00:00, Wait for TP 1, pips2take 0.000480,
          14-Feb-2013 09:00:00, Wait for TP 88, pips2take 0.000810,
          21-Feb-2013 07:00:00, Wait for TP 1, pips2take 0.000750,
          22-Feb-2013 02:00:00, Wait for TP 1, pips2take 0.000210,
          15-Mar-2013 14:00:00, Wait for TP 9, pips2take 0.001110,
          10-Apr-2013 08:00:00, Wait for TP 1, pips2take 0.000300,
          17-Apr-2013 11:00:00, Wait for TP 1, pips2take 0.000930,
          31-Jul-2013 13:00:00, Wait for TP 4, pips2take 0.000630,
          24-Sep-2013 15:00:00, Wait for TP 2, pips2take 0.000480,
          27-Sep-2013 04:00:00, Wait for TP 2, pips2take 0.000300,
          27-Sep-2013 12:00:00, Wait for TP 1, pips2take 0.000420,
          04-Oct-2013 01:00:00, Wait for TP 8, pips2take 0.000180,
          04-Oct-2013 02:00:00, Wait for TP 2, pips2take 0.000180,
          08-Oct-2013 21:00:00, Wait for TP 3, pips2take 0.000270,
          29-Oct-2013 08:00:00, Wait for TP 1, pips2take 0.000330,
          29-Oct-2013 16:00:00, Wait for TP 1, pips2take 0.001200,
          15-Nov-2013 08:00:00, Wait for TP 1, pips2take 0.000390,
          21-Nov-2013 06:00:00, Wait for TP 1, pips2take 0.000240,
          03-Feb-2014 09:00:00, Wait for TP 1, pips2take 0.000480,
          12-Feb-2014 08:00:00, Wait for TP 4, pips2take 0.000360,
          17-Mar-2014 09:00:00, Wait for TP 1, pips2take 0.000660,
          21-Mar-2014 09:00:00, Wait for TP 1, pips2take 0.000480,
          10-Apr-2014 03:00:00, Wait for TP 4, pips2take 0.000510,
          12-May-2014 13:00:00, Wait for TP 1, pips2take 0.000300,
          17-Jul-2014 08:00:00, Wait for TP 1, pips2take 0.000150,
          10-Nov-2014 12:00:00, Wait for TP 2, pips2take 0.000660,
          08-Dec-2014 08:00:00, Wait for TP 1, pips2take 0.000270,
          09-Dec-2014 06:00:00, Wait for TP 2, pips2take 0.000570,
          27-Feb-2015 09:00:00, Wait for TP 1, pips2take 0.000390,
          06-Mar-2015 14:00:00, Wait for TP 1, pips2take 0.000960,
          30-Mar-2015 11:00:00, Wait for TP 77, pips2take 0.001050,
          07-Apr-2015 06:00:00, Wait for TP 1, pips2take 0.000360,
          07-Apr-2015 09:00:00, Wait for TP 2, pips2take 0.000630,
          29-Apr-2015 04:00:00, Wait for TP 2, pips2take 0.000300,
          14-May-2015 05:00:00, Wait for TP 33, pips2take 0.000480,
          15-May-2015 09:00:00, Wait for TP 8, pips2take 0.000960,
          15-May-2015 10:00:00, Wait for TP 1, pips2take 0.000960,
          19-May-2015 03:00:00, Wait for TP 1, pips2take 0.000330,
          29-May-2015 18:00:00, Wait for TP 43, pips2take 0.000960,
          11-Jun-2015 05:00:00, Wait for TP 2, pips2take 0.000510,
          21-Jul-2015 15:00:00, Wait for TP 254, pips2take 0.000450,
          03-Sep-2015 09:00:00, Wait for TP 6, pips2take 0.000450,
          03-Sep-2015 10:00:00, Wait for TP 128, pips2take 0.000450,
          14-Sep-2015 07:00:00, Wait for TP 1, pips2take 0.000270,
          14-Sep-2015 23:00:00, Wait for TP 2, pips2take 0.000270,
          28-Oct-2015 15:00:00, Wait for TP 1, pips2take 0.000570,
          11-Nov-2015 06:00:00, Wait for TP 1, pips2take 0.000420,
          11-Dec-2015 12:00:00, Wait for TP 1, pips2take 0.000600,
          Wait for TP median 1, pips2take median 0.000600,
             
          Последний раз редактировалось soleil; 23.12.2015, 01:14.
          Проект "Лестница в небо"
          https://www.forexdengi.com/threads/9...stnitsa-v-nebo

          Комментарий

          • #6 Свернуть

            какой вывод - надо думать над стопом ...
            потому как какой бы малый тейк ни ставили, все равно редко но есть случаи когда он не отрботается или его ждать чрезвычайно долго и значит огромная просадка...

            не предвзятому человек, обязательность стопа, конечно, очевидна, но рельсовики любят хвастать что рельсы отработаются всегда ...
            пусть это будет на их совести ...

            другой вывод - сигналов слишком мало - надо работать по все инструментам и возможно стоит ослабить жесткость условий в определении рельс...

            кодирование происходит в матлабе, цены взяты из метака

            на этом пока все, на сегодня
               
            Последний раз редактировалось soleil; 23.12.2015, 01:23.
            Проект "Лестница в небо"
            https://www.forexdengi.com/threads/9...stnitsa-v-nebo

            Комментарий

            • #7 Свернуть

              Сообщение от soleil Посмотреть сообщение
              Предлагается обсудить создание алгоритмов торговых систем на основе
              паттернов прайс экшн.

              Хотелось бы чтобы ветка была полезна как кодирующим трейдерам, так и торгующим
              руками, общение и взаимообогощение может принести профитные плоды.
              А код хде?
              Правила форума | КИСА | Акция «Деньги за посты» | Как вставить картинку?

              Комментарий

              • #8 Свернуть

                Сообщение от Gold Посмотреть сообщение
                А код хде?
                код в матлабе - вряд ли кому нужен, мкул пока не юзаю,
                но по любому не хотел бы код выкладывать - вдруг что путное выйдет... тогда сами понимаете .. как говорят сотрудники "Цитадель" - секретность там выше чем в Пентагоне
                https://en.wikipedia.org/wiki/Citadel_LLC

                если не выйдет тогда и выложу ...
                   
                Проект "Лестница в небо"
                https://www.forexdengi.com/threads/9...stnitsa-v-nebo

                Комментарий

                • #9 Свернуть

                  тест 1 - неудача
                  евробакс, часовки
                  Total deals: 191, deals for year = 18.116223 Data from 09-Jun-2005 16:00:00 to 22-Dec-2015 21:00:00
                  рельсы выделены по жестким критериям, вход на закрытии рельс

                  пытаемся подобрать условия тейкпрофита и стоп лосса
                  тест 1 - выход по тп или времени , порог времени 4 фрейма (медиана времени тейкпрофитов)

                  Total pl: -0.059600, pl for deal = -0.000312

                  Params Info: TakeProfitCalcalated as 0.500000 * maxOfTwoCandleSizes stopLossMode byWaitTime 4
                  Wait for TP: median 4, max Inf, mean Inf,
                  pips2take: median 0.001450, max 0.006250, mean -Inf,
                  Total pl: -0.059600, pl for deal = -0.000312
                  Elapsed time is 1.392003 seconds.


                  08-Sep-2005 09:00:00, Wait for TP 2, pips2take 0.001500, Actual pl 0.001500, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  24-Nov-2005 08:00:00, Wait for TP 59, pips2take 0.001200, Actual pl -0.002000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  02-Dec-2005 13:00:00, Wait for TP 1, pips2take 0.000850, Actual pl 0.000850, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  18-Jan-2006 10:00:00, Wait for TP 6, pips2take 0.002250, Actual pl -0.001600, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  14-Mar-2006 02:00:00, Wait for TP 10, pips2take 0.001200, Actual pl -0.001000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  07-Jun-2006 09:00:00, Wait for TP 479, pips2take 0.001900, Actual pl -0.004200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  01-Nov-2006 13:00:00, Wait for TP 1, pips2take 0.000800, Actual pl 0.000800, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  17-Nov-2006 07:00:00, Wait for TP 1, pips2take 0.000900, Actual pl 0.000900, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  04-Dec-2006 07:00:00, Wait for TP 2, pips2take 0.001150, Actual pl 0.001150, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  11-Dec-2006 14:00:00, Wait for TP 2, pips2take 0.001300, Actual pl 0.001300, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  08-Jan-2007 15:00:00, Wait for TP 10, pips2take 0.002300, Actual pl 0.001200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  24-Jan-2007 10:00:00, Wait for TP 135, pips2take 0.002100, Actual pl -0.002100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  25-Jan-2007 11:00:00, Wait for TP 100, pips2take 0.001550, Actual pl -0.000900, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  20-Feb-2007 07:00:00, Wait for TP 1, pips2take 0.000850, Actual pl 0.000850, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  30-Mar-2007 13:00:00, Wait for TP 1, pips2take 0.001100, Actual pl 0.001100, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  26-Apr-2007, Wait for TP 11, pips2take 0.000550, Actual pl -0.000800, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  07-May-2007 12:00:00, Wait for TP 9, pips2take 0.000550, Actual pl -0.001600, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  14-May-2007 09:00:00, Wait for TP 23, pips2take 0.001150, Actual pl 0.000700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  30-May-2007 02:00:00, Wait for TP 6, pips2take 0.000700, Actual pl -0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  31-Jul-2007 17:00:00, Wait for TP 69, pips2take 0.001250, Actual pl -0.002700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  06-Aug-2007 13:00:00, Wait for TP 621, pips2take 0.001550, Actual pl -0.003100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  04-Sep-2007 08:00:00, Wait for TP 1, pips2take 0.000650, Actual pl 0.000650, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  06-Sep-2007 15:00:00, Wait for TP 1, pips2take 0.001500, Actual pl 0.001500, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  25-Sep-2007 23:00:00, Wait for TP 2, pips2take 0.000650, Actual pl 0.000650, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  05-Oct-2007 15:00:00, Wait for TP 90, pips2take 0.005200, Actual pl 0.000100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  09-Oct-2007, Wait for TP 3, pips2take 0.000650, Actual pl 0.000650, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  30-Oct-2007 06:00:00, Wait for TP 3, pips2take 0.000800, Actual pl 0.000800, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  23-Nov-2007 08:00:00, Wait for TP 1529, pips2take 0.001850, Actual pl -0.011500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  07-Dec-2007 01:00:00, Wait for TP 4, pips2take 0.001100, Actual pl 0.001100, reason4CloseTP1SLm1 1, waitForDealClose 4,
                  27-Dec-2007 22:00:00, Wait for TP 10, pips2take 0.001300, Actual pl -0.002100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  17-Jan-2008 08:00:00, Wait for TP 1, pips2take 0.001850, Actual pl 0.001850, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  22-Jan-2008 06:00:00, Wait for TP 3, pips2take 0.001600, Actual pl 0.001600, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  23-Jan-2008 15:00:00, Wait for TP 6, pips2take 0.003650, Actual pl -0.000300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  24-Jan-2008 09:00:00, Wait for TP 2, pips2take 0.001650, Actual pl 0.001650, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  04-Feb-2008 09:00:00, Wait for TP 1, pips2take 0.001600, Actual pl 0.001600, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  11-Feb-2008 02:00:00, Wait for TP 12, pips2take 0.001350, Actual pl -0.002900, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  03-Mar-2008 16:00:00, Wait for TP 41, pips2take 0.003900, Actual pl 0.000900, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  25-Mar-2008, Wait for TP 2, pips2take 0.001500, Actual pl 0.001500, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  28-Mar-2008 06:00:00, Wait for TP 5, pips2take 0.001100, Actual pl -0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  04-Apr-2008 05:00:00, Wait for TP 27, pips2take 0.001350, Actual pl -0.006200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  10-Apr-2008 09:00:00, Wait for TP 1, pips2take 0.002200, Actual pl 0.002200, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  17-Apr-2008 01:00:00, Wait for TP 1, pips2take 0.001050, Actual pl 0.001050, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  11-Jun-2008 09:00:00, Wait for TP 23, pips2take 0.002050, Actual pl -0.003500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  01-Jul-2008 02:00:00, Wait for TP 1, pips2take 0.001050, Actual pl 0.001050, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  01-Jul-2008 13:00:00, Wait for TP 3, pips2take 0.002450, Actual pl 0.002450, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  03-Jul-2008 09:00:00, Wait for TP 5, pips2take 0.001300, Actual pl -0.001400, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  21-Jul-2008 01:00:00, Wait for TP 1, pips2take 0.000750, Actual pl 0.000750, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  29-Jul-2008 20:00:00, Wait for TP 13, pips2take 0.001450, Actual pl 0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  30-Jul-2008 03:00:00, Wait for TP 6, pips2take 0.001000, Actual pl -0.002300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  12-Aug-2008 08:00:00, Wait for TP 6, pips2take 0.003800, Actual pl 0.001500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  19-Aug-2008 15:00:00, Wait for TP 2, pips2take 0.002650, Actual pl 0.002650, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  04-Sep-2008 07:00:00, Wait for TP 2, pips2take 0.001950, Actual pl 0.001950, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  22-Sep-2008 01:00:00, Wait for TP 3, pips2take 0.002800, Actual pl 0.002800, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  23-Sep-2008 15:00:00, Wait for TP 6114, pips2take 0.003600, Actual pl -0.010700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  25-Sep-2008 09:00:00, Wait for TP 3, pips2take 0.003200, Actual pl 0.003200, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  08-Oct-2008, Wait for TP 1, pips2take 0.003050, Actual pl 0.003050, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  15-Oct-2008 09:00:00, Wait for TP 6, pips2take 0.002050, Actual pl -0.004500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  30-Oct-2008 11:00:00, Wait for TP 716, pips2take 0.006000, Actual pl -0.021700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  13-Nov-2008 09:00:00, Wait for TP 1, pips2take 0.004350, Actual pl 0.004350, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  01-Dec-2008 17:00:00, Wait for TP 3, pips2take 0.003200, Actual pl 0.003200, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  30-Dec-2008 08:00:00, Wait for TP 2, pips2take 0.006250, Actual pl 0.006250, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  31-Dec-2008 15:00:00, Wait for TP 2397, pips2take 0.005650, Actual pl -0.000900, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  08-Apr-2009 13:00:00, Wait for TP 28, pips2take 0.002650, Actual pl -0.007100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  14-Apr-2009 15:00:00, Wait for TP 264, pips2take 0.003050, Actual pl 0.000200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  27-Apr-2009 09:00:00, Wait for TP 44, pips2take 0.002350, Actual pl -0.002700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  30-Apr-2009 07:00:00, Wait for TP 1, pips2take 0.002150, Actual pl 0.002150, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  04-Jun-2009 14:00:00, Wait for TP 19, pips2take 0.005500, Actual pl 0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  23-Jun-2009 08:00:00, Wait for TP 1, pips2take 0.001950, Actual pl 0.001950, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  01-Jul-2009 04:00:00, Wait for TP 4, pips2take 0.001650, Actual pl 0.001650, reason4CloseTP1SLm1 1, waitForDealClose 4,
                  21-Jul-2009 09:00:00, Wait for TP 1, pips2take 0.001600, Actual pl 0.001600, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  03-Aug-2009 02:00:00, Wait for TP 6, pips2take 0.002900, Actual pl 0.000700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  14-Aug-2009 14:00:00, Wait for TP 1, pips2take 0.002000, Actual pl 0.002000, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  18-Aug-2009, Wait for TP 1, pips2take 0.000800, Actual pl 0.000800, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  20-Aug-2009 02:00:00, Wait for TP 207, pips2take 0.002050, Actual pl 0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  31-Aug-2009 09:00:00, Wait for TP 7, pips2take 0.001350, Actual pl -0.000400, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  07-Sep-2009 08:00:00, Wait for TP 1, pips2take 0.001100, Actual pl 0.001100, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  25-Sep-2009 15:00:00, Wait for TP 1, pips2take 0.002700, Actual pl 0.002700, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  19-Oct-2009 01:00:00, Wait for TP 1, pips2take 0.001800, Actual pl 0.001800, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  21-Dec-2009 10:00:00, Wait for TP 3, pips2take 0.002350, Actual pl 0.002350, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  08-Jan-2010 07:00:00, Wait for TP 1, pips2take 0.001450, Actual pl 0.001450, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  13-Jan-2010 08:00:00, Wait for TP 1, pips2take 0.001500, Actual pl 0.001500, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  27-Jan-2010 10:00:00, Wait for TP 3, pips2take 0.001950, Actual pl 0.001950, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  25-Feb-2010 18:00:00, Wait for TP 1, pips2take 0.002850, Actual pl 0.002850, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  22-Mar-2010 10:00:00, Wait for TP 3, pips2take 0.001700, Actual pl 0.001700, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  23-Mar-2010 13:00:00, Wait for TP 1, pips2take 0.001550, Actual pl 0.001550, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  25-Mar-2010 15:00:00, Wait for TP 2, pips2take 0.002200, Actual pl 0.002200, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  13-Apr-2010 03:00:00, Wait for TP 5, pips2take 0.000900, Actual pl 0.000200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  28-Apr-2010 11:00:00, Wait for TP 3, pips2take 0.002450, Actual pl 0.002450, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  28-Apr-2010 15:00:00, Wait for TP 2, pips2take 0.003400, Actual pl 0.003400, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  03-May-2010 21:00:00, Wait for TP 10, pips2take 0.001050, Actual pl 0.000100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  18-Jun-2010 17:00:00, Wait for TP 25, pips2take 0.001600, Actual pl -0.001400, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  23-Jun-2010 03:00:00, Wait for TP 5, pips2take 0.001350, Actual pl -0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  19-Jul-2010 15:00:00, Wait for TP 16, pips2take 0.001800, Actual pl -0.002100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  19-Jul-2010 21:00:00, Wait for TP 15, pips2take 0.001350, Actual pl 0.000300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  27-Jul-2010 07:00:00, Wait for TP 6, pips2take 0.001200, Actual pl -0.002500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  30-Jul-2010 03:00:00, Wait for TP 4, pips2take 0.001000, Actual pl 0.001000, reason4CloseTP1SLm1 1, waitForDealClose 4,
                  06-Sep-2010 18:00:00, Wait for TP 6, pips2take 0.000850, Actual pl 0.000200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  24-Sep-2010 02:00:00, Wait for TP 1, pips2take 0.001550, Actual pl 0.001550, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  30-Sep-2010 15:00:00, Wait for TP 2, pips2take 0.002900, Actual pl 0.002900, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  06-Oct-2010 02:00:00, Wait for TP 11, pips2take 0.001500, Actual pl -0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  13-Oct-2010 16:00:00, Wait for TP 1, pips2take 0.002650, Actual pl 0.002650, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  08-Nov-2010 09:00:00, Wait for TP 1, pips2take 0.002150, Actual pl 0.002150, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  11-Nov-2010 11:00:00, Wait for TP 165, pips2take 0.002150, Actual pl -0.008200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  02-Dec-2010 15:00:00, Wait for TP 2, pips2take 0.005200, Actual pl 0.005200, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  23-Dec-2010 01:00:00, Wait for TP 8, pips2take 0.000900, Actual pl -0.001000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  26-Jan-2011 02:00:00, Wait for TP 8, pips2take 0.001650, Actual pl 0.000400, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  27-Jan-2011 03:00:00, Wait for TP 5, pips2take 0.001000, Actual pl 0.000700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  01-Feb-2011 10:00:00, Wait for TP 6, pips2take 0.002500, Actual pl 0.000200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  03-Feb-2011 01:00:00, Wait for TP 3, pips2take 0.000700, Actual pl 0.000700, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  08-Feb-2011 01:00:00, Wait for TP 73, pips2take 0.000800, Actual pl -0.003300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  04-Mar-2011 07:00:00, Wait for TP 7, pips2take 0.000600, Actual pl -0.001000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  08-Mar-2011 16:00:00, Wait for TP 3, pips2take 0.002150, Actual pl 0.002150, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  19-Apr-2011 14:00:00, Wait for TP 387, pips2take 0.002400, Actual pl -0.003800, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  03-May-2011 08:00:00, Wait for TP 1, pips2take 0.001850, Actual pl 0.001850, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  26-May-2011 08:00:00, Wait for TP 8, pips2take 0.001800, Actual pl -0.000700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  27-May-2011 15:00:00, Wait for TP 314, pips2take 0.003250, Actual pl -0.003700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  09-Jun-2011 13:00:00, Wait for TP 1, pips2take 0.001650, Actual pl 0.001650, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  17-Jun-2011 09:00:00, Wait for TP 135, pips2take 0.002250, Actual pl -0.016100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  04-Jul-2011 08:00:00, Wait for TP Inf, pips2take -Inf, Actual pl -0.003300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  19-Jul-2011 08:00:00, Wait for TP 1, pips2take 0.002650, Actual pl 0.002650, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  21-Jul-2011 21:00:00, Wait for TP 18, pips2take 0.002250, Actual pl -0.003000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  22-Jul-2011 16:00:00, Wait for TP 8, pips2take 0.002250, Actual pl 0.000600, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  25-Jul-2011 12:00:00, Wait for TP 3, pips2take 0.002150, Actual pl 0.002150, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  04-Aug-2011 09:00:00, Wait for TP 2, pips2take 0.003600, Actual pl 0.003600, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  17-Jan-2012, Wait for TP 1, pips2take 0.000950, Actual pl 0.000950, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  23-Jan-2012 22:00:00, Wait for TP 5, pips2take 0.001150, Actual pl 0.000300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  30-Jan-2012 15:00:00, Wait for TP 3, pips2take 0.001700, Actual pl 0.001700, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  14-Feb-2012 01:00:00, Wait for TP 9, pips2take 0.001450, Actual pl -0.001300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  22-Feb-2012 01:00:00, Wait for TP 1, pips2take 0.001050, Actual pl 0.001050, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  12-Mar-2012 22:00:00, Wait for TP 11, pips2take 0.000600, Actual pl -0.001100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  21-Mar-2012 09:00:00, Wait for TP 76, pips2take 0.001650, Actual pl -0.005500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  02-Apr-2012 01:00:00, Wait for TP 1, pips2take 0.001000, Actual pl 0.001000, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  05-Apr-2012 03:00:00, Wait for TP 6, pips2take 0.000700, Actual pl -0.001000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  11-Apr-2012 09:00:00, Wait for TP 55, pips2take 0.001750, Actual pl -0.003600, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  15-Jun-2012 22:00:00, Wait for TP 12, pips2take 0.001400, Actual pl -0.007200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  22-Jun-2012 16:00:00, Wait for TP 16, pips2take 0.002500, Actual pl -0.002700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  12-Jul-2012 04:00:00, Wait for TP 36, pips2take 0.000800, Actual pl -0.000900, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  10-Aug-2012 10:00:00, Wait for TP 6, pips2take 0.001250, Actual pl -0.001400, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  22-Aug-2012 07:00:00, Wait for TP 2, pips2take 0.000550, Actual pl 0.000550, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  24-Aug-2012 07:00:00, Wait for TP 56, pips2take 0.000550, Actual pl -0.002700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  06-Nov-2012 05:00:00, Wait for TP 3, pips2take 0.000750, Actual pl 0.000750, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  21-Jan-2013 10:00:00, Wait for TP 19, pips2take 0.001350, Actual pl -0.000800, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  28-Jan-2013 09:00:00, Wait for TP 1, pips2take 0.001050, Actual pl 0.001050, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  29-Jan-2013 10:00:00, Wait for TP 1, pips2take 0.001200, Actual pl 0.001200, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  14-Feb-2013 09:00:00, Wait for TP 3173, pips2take 0.002000, Actual pl -0.007100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  21-Feb-2013 07:00:00, Wait for TP 53, pips2take 0.001500, Actual pl -0.007900, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  22-Feb-2013 02:00:00, Wait for TP 1, pips2take 0.000550, Actual pl 0.000550, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  15-Mar-2013 14:00:00, Wait for TP 9, pips2take 0.002650, Actual pl 0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  10-Apr-2013 08:00:00, Wait for TP 1, pips2take 0.000750, Actual pl 0.000750, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  17-Apr-2013 11:00:00, Wait for TP 1, pips2take 0.002200, Actual pl 0.002200, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  31-Jul-2013 13:00:00, Wait for TP 4, pips2take 0.001350, Actual pl 0.001350, reason4CloseTP1SLm1 1, waitForDealClose 4,
                  24-Sep-2013 15:00:00, Wait for TP 20, pips2take 0.001050, Actual pl -0.000500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  27-Sep-2013 04:00:00, Wait for TP 3, pips2take 0.000750, Actual pl 0.000750, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  27-Sep-2013 12:00:00, Wait for TP 1, pips2take 0.001000, Actual pl 0.001000, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  04-Oct-2013 01:00:00, Wait for TP 8, pips2take 0.000500, Actual pl 0.000000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  04-Oct-2013 02:00:00, Wait for TP 224, pips2take 0.000500, Actual pl -0.000300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  08-Oct-2013 21:00:00, Wait for TP 3, pips2take 0.000600, Actual pl 0.000600, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  29-Oct-2013 08:00:00, Wait for TP 1, pips2take 0.000800, Actual pl 0.000800, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  29-Oct-2013 16:00:00, Wait for TP 2, pips2take 0.002900, Actual pl 0.002900, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  15-Nov-2013 08:00:00, Wait for TP 2, pips2take 0.000750, Actual pl 0.000750, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  21-Nov-2013 06:00:00, Wait for TP 3, pips2take 0.000650, Actual pl 0.000650, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  03-Feb-2014 09:00:00, Wait for TP 2, pips2take 0.001150, Actual pl 0.001150, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  12-Feb-2014 08:00:00, Wait for TP 4, pips2take 0.000800, Actual pl 0.000800, reason4CloseTP1SLm1 1, waitForDealClose 4,
                  17-Mar-2014 09:00:00, Wait for TP 5, pips2take 0.001200, Actual pl 0.000000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  21-Mar-2014 09:00:00, Wait for TP 2, pips2take 0.001200, Actual pl 0.001200, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  10-Apr-2014 03:00:00, Wait for TP 5, pips2take 0.001000, Actual pl 0.000400, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  12-May-2014 13:00:00, Wait for TP Inf, pips2take -Inf, Actual pl -0.000700, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  17-Jul-2014 08:00:00, Wait for TP 1, pips2take 0.000400, Actual pl 0.000400, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  10-Nov-2014 12:00:00, Wait for TP 3, pips2take 0.001400, Actual pl 0.001400, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  08-Dec-2014 08:00:00, Wait for TP 1, pips2take 0.000600, Actual pl 0.000600, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  09-Dec-2014 06:00:00, Wait for TP 2, pips2take 0.001250, Actual pl 0.001250, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  27-Feb-2015 09:00:00, Wait for TP 1, pips2take 0.000900, Actual pl 0.000900, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  06-Mar-2015 14:00:00, Wait for TP 199, pips2take 0.002100, Actual pl -0.011600, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  30-Mar-2015 11:00:00, Wait for TP 77, pips2take 0.002400, Actual pl -0.003000, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  07-Apr-2015 06:00:00, Wait for TP 1, pips2take 0.000800, Actual pl 0.000800, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  07-Apr-2015 09:00:00, Wait for TP 2, pips2take 0.001550, Actual pl 0.001550, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  29-Apr-2015 04:00:00, Wait for TP 3, pips2take 0.000650, Actual pl 0.000650, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  14-May-2015 05:00:00, Wait for TP 33, pips2take 0.001000, Actual pl -0.006500, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  15-May-2015 09:00:00, Wait for TP 8, pips2take 0.002150, Actual pl -0.005600, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  15-May-2015 10:00:00, Wait for TP 1, pips2take 0.002250, Actual pl 0.002250, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  19-May-2015 03:00:00, Wait for TP 1, pips2take 0.000750, Actual pl 0.000750, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  29-May-2015 18:00:00, Wait for TP 43, pips2take 0.002550, Actual pl -0.001200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  11-Jun-2015 05:00:00, Wait for TP 2, pips2take 0.001100, Actual pl 0.001100, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  21-Jul-2015 15:00:00, Wait for TP 1825, pips2take 0.001100, Actual pl -0.010200, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  03-Sep-2015 09:00:00, Wait for TP 6, pips2take 0.001050, Actual pl -0.000400, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  03-Sep-2015 10:00:00, Wait for TP 128, pips2take 0.001050, Actual pl -0.000300, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  14-Sep-2015 07:00:00, Wait for TP 1, pips2take 0.000500, Actual pl 0.000500, reason4CloseTP1SLm1 1, waitForDealClose 1,
                  14-Sep-2015 23:00:00, Wait for TP 3, pips2take 0.000750, Actual pl 0.000750, reason4CloseTP1SLm1 1, waitForDealClose 3,
                  28-Oct-2015 15:00:00, Wait for TP 5, pips2take 0.001500, Actual pl -0.000100, reason4CloseTP1SLm1 -1, waitForDealClose 4,
                  11-Nov-2015 06:00:00, Wait for TP 2, pips2take 0.001050, Actual pl 0.001050, reason4CloseTP1SLm1 1, waitForDealClose 2,
                  11-Dec-2015 12:00:00, Wait for TP 4, pips2take 0.001650, Actual pl 0.001650, reason4CloseTP1SLm1 1, waitForDealClose 4,
                     
                  Проект "Лестница в небо"
                  https://www.forexdengi.com/threads/9...stnitsa-v-nebo

                  Комментарий

                  • #10 Свернуть

                    Тест 2 - неудача
                    аналогично 1, но изменено время ожидания на 1 час
                    результат чуть лучше: Total pl: -0.021550,
                    Total pl: -0.021550, pl for deal = -0.000113 percent profitable deals = 0.5
                    но вообщем все одно ...

                    Total deals: 191, deals for year = 18.116223 Data from 09-Jun-2005 16:00:00 to 22-Dec-2015 21:00:00
                    Params Info: TakeProfitCalcalated as 0.500000 * maxOfTwoCandleSizes stopLossMode byWaitTime 1
                    Wait for TP: median 4, max Inf, mean Inf,
                    pips2take: median 0.001450, max 0.006250, mean -Inf,
                    Total pl: -0.021550, pl for deal = -0.000113 percent profitable deals = 0.5


                    в предыдущем тесте:
                    Total pl: -0.059600, pl for deal = -0.000312 percent profitable deals = 0.6
                    процент профитных выше, но ... общий хуже,
                    в принципе, если бы были потери больше - то надо рассматривать обратную стратегию
                       
                    Проект "Лестница в небо"
                    https://www.forexdengi.com/threads/9...stnitsa-v-nebo

                    Комментарий

                    • #11 Свернуть

                      тест 3 - неудача
                      изменим на 10 часов максимальную продолжительность сделки
                      хуже чем тест 2 , но сделок больше профитных

                      Total deals: 191, deals for year = 18.116223 Data from 09-Jun-2005 16:00:00 to 22-Dec-2015 21:00:00
                      Params Info: TakeProfitCalcalated as 0.500000 * maxOfTwoCandleSizes stopLossMode byWaitTime 10
                      Wait for TP: median 4, max Inf, mean Inf,
                      pips2take: median 0.001450, max 0.006250, mean -Inf,
                      Total pl: -0.030400, pl for deal = -0.000159 percent profitable deals = 0.7


                      тест 4 - неудача
                      изменим на 20 часов максимальную продолжительность сделки
                      хуже чем тест 2, 3 , но сделок больше профитных

                      Total pl: -0.042850, pl for deal = -0.000224 percent profitable deals = 0.8

                      тест 5 - неудача
                      изменим на 50 часов максимальную продолжительность сделки
                      хуже чем тест 2, 3 4 , но сделок больше профитных

                      Total pl: -0.097650, pl for deal = -0.000511 percent profitable deals = 0.8

                      тест 6 - неудача
                      изменим на 100 часов максимальную продолжительность сделки
                      хуже чем тест 2, 3 4 5, но сделок больше профитных

                      pips2take: median 0.001450, max 0.006250, mean -Inf,
                      Total pl: -0.175400, pl for deal = -0.000918 percent profitable deals = 89.5%
                      Elapsed time is 1.833029 seconds.

                      тест 7 - неудача
                      изменим на 2400 часов максимальную продолжительность сделки
                      хуже чем тест 2, 3 4 5, 6 но сделок больше профитных

                      Total pl: -0.144750, pl for deal = -0.000758 percent profitable deals = 97.9%


                      ВООБЩЕМ ТАКОЙ СПОСОБ НЕ РАБОТАЕТ
                         
                      Последний раз редактировалось soleil; 24.12.2015, 01:05.
                      Проект "Лестница в небо"
                      https://www.forexdengi.com/threads/9...stnitsa-v-nebo

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                      • #12 Свернуть

                        Новая серия тестов
                        завязываем сл на тп
                        - опять неудачи

                        Тесть 1)
                        тп = сл
                        Wait for TP: median 4, max Inf, mean Inf,
                        pips2take: median 0.001450, max 0.006250, mean -Inf,
                        Total pl: -0.020650, pl for deal = -0.000108 percent profitable deals = 49.7%

                        Тесть 2)
                        тп = сл*2
                        pips2take: median 0.001450, max 0.006250, mean -Inf,
                        Total pl: -0.022700, pl for deal = -0.000119 percent profitable deals = 47.1%

                        тест 3)
                        тп = сл*3
                        Total pl: -0.020650, pl for deal = -0.000108 percent profitable deals = 47.6%

                        тест 4)
                        тп = сл / 2
                        Total pl: -0.061500, pl for deal = -0.000322 percent profitable deals = 54.5%
                           
                        Проект "Лестница в небо"
                        https://www.forexdengi.com/threads/9...stnitsa-v-nebo

                        Комментарий

                        • #13 Свернуть

                          Сообщение от soleil Посмотреть сообщение
                          Новая серия тестов
                          И кому это интересно без советника. Ветка то про советники, а не про то как вы их тестируете. Какие то цифры, кому интересно смотреть? Ну и считайте себе дома, зачем ветку то открываете? Скучно?

                          Комментарий

                          • #14 Свернуть

                            Любое оживление ветки происходит, если выкладывается советник, по которому и ведётся обсуждение.
                            А так товарищей найти идею способную выразиться в коде и зарабатывать, здесь пара десятков кодеров.

                            Ошибка думать, что от тестирования можно найти действующую стратегию просто так. Можно, но научным образом с сотнями проверяемых в коде идей. Это не для одиночки программиста. Целый КБ, не меньше.

                            Лучший вариант, это найти прибыльную стратегию, подтверждённую на реале и общаться с таким же действующим трейдером. Толпа в данном случае поможет, если и все будут такими же успешными трейдерами.
                            Канал Средней величины Волотильности и цены https://ForexDengi.com/threads/65793...9#post10857869
                            Тема от Aleks M https://forexdengi.com/threads/10065...obema-torgovli

                            Комментарий

                            • <a href="https://www.instaforex.org/ru/?x=ruforum">InstaForex</a>
                            • #15 Свернуть

                              Мне было бы интересно если бы кто-то выкладывал такое, и особенно если был бы готов к конструктивным диалогам - поиску хороших стратегий - это лучше делать не одному ...
                              Почему мне кажется это интересно трейдерам, которые торгуют руками без сов - потому, что эта статистика, которую по другому сложно получить - если брать "рельсы" - то многие утверждают - что они "отрабатывают всегда" - ну вот примеры, что это не так,
                              но с другой стороны - часто быстро отрабытывают - как тут найти баланс между сциллой и харибдой - статистика думаю может помочь или хотя бы дать ориентиры

                              Вот есть советники (вроде) по прайс экшн - я пока не разбирался с совами под метак...
                              https://www.mql5.com/ru/market/product/9160
                              https://www.mql5.com/ru/market/product/7145
                              статьи и совы внутр. и внеш бар
                              https://www.mql5.com/ru/articles/1771
                              https://www.mql5.com/ru/articles/1946

                              Если будет стратегия и параметры, то закодить под конкретную среду - думается не проблема ...


                              ПС
                              в любом случае кому не интересно - тот может не читать ...
                                 
                              Проект "Лестница в небо"
                              https://www.forexdengi.com/threads/9...stnitsa-v-nebo

                              Комментарий

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