アルゴリズムと機械の外国為替戦略 | OneStepRemoved

成功したトレーダーを作るもの?

によって 7 コメント

成功外為トレーダーの割合が比較的少ない, まだ彼らはある特定の類似を共有します。: A well-built trading system, plus the right combination of personality traits and learned behaviors.

もちろんです, the tools are important – Regardless of a trader’s personal characteristics, a successful trader always builds, uses or finds a good Expert Advisor (EA). Most people believe that if they just find the one magic bullet, then everything will be fall into place. As Shaun discusses in the forex robot secrets report, that’s almost never the case.

Characteristics of successful traders

Traders and EA developers who succeed are usually found at one of the two extremes of intelligence: Either they’re highly intelligent, or they’re extremely dim witted. There doesn’t seem to be much middle ground in which “average” developers succeed.

1 つの手, it seems easily explainable that sharp developers should be more successful than “average” ones. まだ, those at the other intellectual extreme are often also more successful than the typical developer.

なぜ?

One theory to explain the trading success stories of traders and EA developers who are outside-the-ordinary is illustrated by this anecdotal experiment: If a mouse is placed into a cage where cheese is found on a particular side of the cage 60% 時間の, と 40% of the time on the opposite side, every mouse will eventually learn to choose the side of the cage where cheese is found 60% 時間の.

mouse and cheese

他の言葉で, mice are at least intelligent enough to stop guessing and simply choose the pathway which is more often successful. 対照的に, humans generally try to improve their success by finding and improving on some sort of pattern in randomness, even when it’s not there.

This theory may explain why less-intelligent traders can be successful by sticking to a system based on simple rules that win more often than they lose. もちろんです, “home-run” systems that are over-optimized in an attempt to “win everything every time” usually fail.

From the perspective of the mice described in the above experiment, it’s not about getting すべて the cheese every time, it’s about getting enough cheese more often than not.

A trading success story is based on more than just brain power

An automated trading success story may begin with brainpower, but it doesn’t end there. Brainiacs tend to build trading systems based on deep technical analysis. Theories are developed and modified as testing reveals strengths and weaknesses in a given system.

If a mouse is placed into a cage where cheese is found on a particular side of the cage 60% 時間の, と 40% of the time on the opposite side, every mouse will eventually learn to choose the side of the cage where cheese is found 60% 時間の.

しかし, there are plenty of intelligent, well-educated traders, and many of them don’t thrive when they’re involved in day-to-day trading. Significantly, winning traders’ ideas tend to become simpler over time instead of more complex.

An EA can be あまりにも powerful

Being too smart is a handicap that can keep traders from winning, and the power of EAs can also work against them. EA-focused traders tend to drift off course instead of remaining focused on the simple pathway toward trading success.

Without consistency, it’s difficult make any progress, nor measure results effectively. Too many indicators and too many pathways to explore may tempt EA traders to go astray, and wander away from the simple, basic rules that win.

Trading is a process, not a destination

When the trader approaches system design as a process rather than as a fixed destination, the outlook becomes much better. Success is relative, and improvement is ultimately more important than perfection.

たとえば, when a trader focuses on a system’s accuracy, the trade-off usually comes in the form of accepting a less-profitable exit point from a given trade. だから, a trader’s urge to win a slightly-higher percentage of trades often erodes the system’s performance.

対照的に, process-oriented system designs let traders assess how making slight changes in the trade-entry protocol affect the system’s efficiency. と, using expert money-management methods can help by reducing the emphasis on entry and exit protocols.

Emotion in trading can’t be denied, yet it can be channeled appropriately

Emotion is impossible to separate from trading. しかし, it shouldn’t be the reason for trying to develop a winning Expert Advisor.

代わりに, rational reasons for building an EA include situations in which a trader has been trading a given system long-term and wants to automate a proven winner, or finding ways to automate one’s trading based on narrowly-targeted indicators that win more often than not, even without generating perfect signals.

The question isn’t how to to remove emotion – Instead, the question is how to channel it appropriately, especially when the trader or EA developer has made a huge investment in time spent developing a system.

The goal is to develop and implement a consistent system – not a perfect system. When traders swing back and forth between winning and losing, the lack of consistency makes them feel less confident in their systems.

When a trader is “married” to a supposedly perfect system, there isn’t likely to be any trading success story in his or her future.

Work with professional EA developers

Designing a winning trading system takes hundreds of hours of time, plus at least a decade of experience. 前述のとおり, system development is a process instead of an endpoint. まだ, there’s a way to expedite the process – work with a professional developer like OneStepRemoved.

Where are you in your trading journey? Share your ideas below for you how “find more cheese” in the markets.

ダフ屋 EA のポジションサイジング

によって 10 コメント

Andrew posted a great comment on the ダフ屋 EA noting how he increased profits dramatically with position sizing. You can think of the expert advisor as the orange and the potential profit as the juice. We want to squeeze out every last drop.

Orange juice squeeze

Squeeze more profit out of your expert advisor with position sizing rules

I always talk about winning percentage and the R multiple together. It doesn’t matter that if win 99% または 15% 時間の. It matters how much you win compared to how much you lose. Winning frequently does not correspond to profitable trading.

Only when you know the percent accuracy and R multiple can you determine expectancy: do I expect to make a profit or not following this expert advisor?

The explanation reveals two assumptions:

  1. I know the real accuracy of the system
  2. I know the real R multiple
Accuracy and R Multiple

NinjaTrader backtest reports show the percent accuracy and the R Multiple (ratio of avg win to avg loss)

I don’t know either for a certain fact. The real accuracy and real R multiple may be above or below the numbers seen in backtesting.

It’s important that we consider how we developed these numbers. I found them after analyzing an entire year’s worth of chart data. There’s a real risk that they overestimate future performance.

The forward test for 2012 discounted that notion – the R multiple and percent accuracy numbers actually improved on the blind data. しかし, as most of you know, I’m extraordinarily risk averse.

I assume the worst case scenario in nearly everything that I do. If the worst case isn’t so bad and the average case is fantastic, that’s the only threshold that pushes me past my risk inhibition. It has to be a really amazing opportunity for me to pull the trigger.

A pessimist’s view on position sizing

The goal is ない to maximize profits. It’s more complex than that. The real goal is to maximize profits with a view to how many losses you can stomach.

That number is pretty low for me. Use bigger numbers if you can tolerate more pain.

I operate with the same attitude when selecting my position sizing strategy. It’s important to make reasonable, yet pessimistic, assumptions when selecting your money management approach.

ステップ 1: Decrease the strategy’s accuracy by 5%

Strategies vary in their accuracy with the chart and instrument where it operates. I have not done an analysis, but my rule of thumb is that accuracy fluctuates ±5%. The worst percent accuracy seen is usually within 5% of the best percent accuracy seen.

The rule generally holds across multiple instruments and time frames. Once you get a feel for the accuracy, you take the observed accuracy and subtract 5%.

The scalping strategy profited 75.93% of the time after including trading costs. Removing 5% off of that number leaves a reasonable worst case assumption of 70.93% 精度.

ステップ 2: Decrease the R multiple by 20%

The method used here depends on the expert advisor’s trading style. Range trading expert advisors usually come out with an R multiple (average win/average loss) within a consistently narrow band. Trending EAs exhibit wild fluctuations in the R multiple.

This should make sense to readers with several years of trading experience. Range trades earn profits on the majority of trades. No individual trade contributes dramatically to the final outcome.

Trend trades do exactly the opposite. A small handful of trades contribute enormously to the overall result. The traders faces the risk of overemphasizing how well volatility played to his in advantage in the past. If trends of similar magnitude fail to materialize, the trader’s estimate for the R multiple will be wildly off the mark.

Rules of thumb for adjusting R multiple assumptions:

  1. Cut the observed R multiple for a ranging strategy by 20%
  2. Cut the observed R multiple for a trending strategy by 33-50%

The scalper EA trades ranges and showed an R multiple of 0.53. Cutting that number by 20% reduces it to 0.424.

Apply pessimistic assumptions to model money management

The adjusted numbers for the scalping strategy are 70.93% accuracy and an R multiple of 0.424. I can now take these numbers and start playing with the money management software.

The first thing that I did was to reduce the number of trades in the test to 100. That equates to roughly 1 year of trading, which is a meaningful period of time for this expert advisor.

固定小数マネーマネジメント using 1% risk and the pessimistic assumptions puts the trader slightly ahead of breakeven after trading costs (、 1% 利益). The worst case scenario shows an annual loss of 25%. Nobody wants a loss like that. しかし, it’s something that I can handle as a plausible worst case.

Final numbers

Pessimistic position sizing assumptions

The pessimistic money management assumptions still show an average profit.

Increasing the percent number to 2% doubles the minimum and maximum outcomes. Tripling it to 3% triples the worst and best outcomes. You should select a number whose worst outcome strikes you as something personally acceptable to you.

I selected 1%. The worst case scenario is something that I can handle. The next step is to split the difference between the observed numbers and the pessimistic number for the percent accuracy and R multiple.

The numbers are 73.43% accuracy and 0.477 for the accuracy and R multiple. When I plug the numbers into the software, it spits out an average return of 8.9% with a maximum upside of 40.9% 後 100 取引.

Moderate position sizing assumptions

Moderate assumptions for position sizing show an average return of 8.9%.

Using fixed fractional money management squeezed more juice out of the orange. We brought the worst case scenario up to -25% and the best case scenario on moderate assumptions to over +40%. もっと重要なこと, the average return increases without affecting the best and worst cases.

What position sizing ideas do you have? Leave your thoughts in the comments section below.

EA 問題チェックリスト

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テクニカル サポートに問い合わせるし、カスタマー ・ サービス担当者を求めるとき、それは私が狂った駆動します。, “お使いのコンピューターをを接続します。?” When I step back and think about it, しかし, they ask dumb questions for a reason. Some people really do forget to check the obvious things.

If you’re stuck trying to load a MetaTrader expert advisor and you cannot get it to trade, this checklist will help you resolve the most obvious problems.

You should see the name of your expert advisor and a smiley face in the top right corner of your open chart. The image below contains a blue line. Everything is correctly displaying above that blue line.

MT4 EA

Expert Advisor Problem Checklist

Do you see the name of your expert advisor on the chart? はいの場合:

  • If an X appears, then click the big EA button at the center top of the screen. It should appear pressed down
  • If an upside down smile (a frown appears), then right click on the chart. Choose Properties. Click the Common tab. 選択します。 “ライブ取引を許可します。” と “Allow DLL Imports”. Remove the check next to “Confirm DLL Function calls”
  • Click the Inputs tab. Change the inputs to whatever values you desire. Push OK.
  • If a smiley face appears, you’re all done.

Do you see the name of your expert advisor on the chart? そうでない場合:
Drag and drop the EA onto the chart.

  1. Click the Common tab. 選択します。 “ライブ取引を許可します。” と “Allow DLL Imports”. Remove the check next to “Confirm DLL Function calls”
  2. Click the Inputs tab. Change the inputs to whatever values you desire. Push OK.

 

MT4 EA Button unpressed

The X appears on the chart because the Expert Advisors button is not pushed down

EA frown

The frown on the chart indicates that “Allow Live Trading” is not enabled.

The EA button correctly pressed

The smiley face appears on the chart after the Expert Advisors button is pushed down.

専門家アドバイザーの仮定

によって 3 コメント

彼らの最初のカスタム プログラミング プロジェクトを発注している多くのお客様. 彼らは作成したいと考えてエキスパートアドバイザーの一般的なフレームワークを知っています, しかし、彼らは、具体的に求めるために何がわかりません. この記事の目的は、最も一般的な質問に関連してどのようにEAの機能の概要を説明することです.

私は専門家のアドバイザーが取引に使用する通貨ペアと時間フレームを選択するにはどうすればよいです?

エキスパートアドバイザーは、ユーザーがそれを適用し、チャート上で実行されます. あなたはEURUSD M15チャートにEAを取引したいときは, EURUSDチャートを開きます. M15までの時間枠を変更します. EAを適用します. すべての決定は、チャートに基づいて行われます.

入力はどのようなものがあります?

入力は、ユーザーが追加のプログラミングなしに変更することができます変数です. トレーダーらによると、多くの場合、彼らが使って好きな指標を知っています. 設定は、あまり明確で. 入力は、プログラマは、あなたの心を変更するたびに電子メールで送信することなく、微調整や実験を可能に. より具体的な例では、移動平均を使用してEAを考慮することです. です 50 より良い期間MA 55 期間MA? 期間を作るの入力はトレーダーが素早く簡単に試すことができます.

どのように私のEAは、それがトレードべきか多くのたくさん選ぶん?

私はあなたがそうでなければ私に教えていない限り、あなたは、固定ロットサイズを交換したいと仮定. 私たちのSOWのほとんどは、 ロット 入力. あなたが入力した金額を入力します。表示される売買シグナル ロット. クライアントは頻繁に他のタイプを要求 お金の管理. あなたは明示的の種類を述べる必要があります お金の管理 あなたが含めたいか、そうでなければエキスパートアドバイザーにされないこと.

なぜすべてのSOWは、停止を含む、利益を取るん?

それが害はありませんにいるん主な理由. ゼロにそれらを設定すると、その機能のそれぞれを無効にします. クライアントの大半は停止し、制限値を選択することを可能にしたいです. 私たちのプログラミングテンプレートは自動的には、開発プロセスをスピードアップするために、私たちのクライアントのためのコストを削減することが含ま.

一般的なトレーリングストップとAの違いは何ですか 損益分岐トレーリングストップ?

一般的なトレーリングストップは、ほとんどの人がストップを末尾の単語が表示されたときについて考えるものです. それは見て最も有利な価格から設定距離を維持. A 損益分岐トレーリングストップ より複雑です. これは、以前のブログ記事で覆われていました.

SOWの目的は何ですか? なぜあなたはすべての詳細を下にピン止めのようにしつこいです?

私たちのプロジェクトのすべては、プリペイドされています. 我々はすべてのプロジェクトのためのSOWを必要とする前に、, OSRとクライアント間の期待がしばしば異なっ. 顧客は一つのことを期待しました; 私たちは別の期待しました. それは、誰もがプロジェクトを理解することを確認するために余分な時間を割いて価値があると何を期待されています.

SOWはまた、任意のお金が手を変更する前に、仕事上の関係を開発することができます. あなたは既に私たちは上から下にプロジェクトを理解していることを知っているとき、あなたは購入すると、より快適に感じます.

私が取引したいです 10 当時の通貨ペア. なぜ単一EAはすべてを管理することはできません 10 通貨ペア?

単一のエキスパートアドバイザーは、技術的には、複数の時間枠と複数の通貨を管理することができました. 私はアイデアが素敵であることを認識します; なぜ管理 10 あなただけ管理できるのEA 1 EA? 問題は、MT4のEAを更新するために、着信ティックに依存していることです. エキスパートアドバイザーはAUDUSDを売買したいと考えていますが、EURUSDに適用されていた場合, ユーロドルは、着信見積もりを受け取るまでのトレードオフ起動しません. それはよくありませんわ, 特に、短い時間枠で. 予想よりも後でオフ発射の取引の危険性があります, 更新に時間がかかりすぎて後続の停止, など. もっと重要なこと, 実行は常にためのボトルネックになります トレード状況がビジー状態 エラー.

私はこれらのブログの記事に関する質問を歓迎. あなたは、EASがどのように機能するかを常に不思議に思っていましたし、あなたの質問は、ブログで答えたい場合, その後、私送ります Eメール.

Too Many Charts

によって 2 コメント

A million charts on the screen. It looks like a blob of every known currency pair with a mix of every time frame added for good measure. You, 私の友達, suffer a nightmare juggling the EA settings on all these charts.

The idea of running a single Expert Advisor that trades all charts and multiple time frames stands out as an obvious solution. It’s not a good one, しかし. The way that MetaTrader 4 is designed prevents this setup from working smoothly.

The start() function in MQL4

MQL4 Expert Advisors only run in one of three different ways. The init() function is called when you load the EA onto a chart. The deinit() function operates whenever you remove the EA. That leaves the start() 関数. It’s like the beating heart of all MQL4 programs.

Incoming ticks tell the chart to notify an attached expert advisor about the updated price. When that occurs, the expert advisor runs the start() 関数. That function contains all of the code that traders associate with expert advisors: placing trades, implementing trailing stops, など. All of those actions depend on incoming ticks.

、 organization of MQL4 creates a problem for the goal of creating an EA that places trades for all charts. Expert advisors only update when a tick comes in. If I wanted to trade the GBP/JPY from a chart attached to the EUR/USD, any delay in EUR/USD ticks causes a delay in executing GBP/JPY trades.

This probably does not seem like a big deal. It isn’t a big deal – ほとんどの時間. It can, しかし, create a nagging problem of wondering why a noticeable percentage of trades seem to execute late. Traders on one minute charts would even notice missed signals. Although it’s not frequent, even the major pairs often go longer than one minute in between ticks.

Work-arounds

One idea to reduce the number of open charts while ignoring the incoming tick problem is to create an EA that trades on 複数の時間枠 for the currency pair where it’s attached. If I wanted to trade the AUDCAD on M30, H1, H4 and D1 charts, then I could place the EA on one of the those charts but have it look for trades on the selected time frames. This type of solution could decrease the number of open charts by 75% 以上.

The idea of controlling everything from a single chart is very similar to the market scanning indicator that we created several months ago. There is really no difference between that indicator and the expert advisor proposed here. I feel that missing an indicator signal is of far less consequence than missing trade signals. Expert advisors are more likely to perform extra, ongoing operations like trailing stops that indicators completely ignore. The consequence of delayed ticks is far less significant for an indicator than it is for an EA.

メタト レーダーに変換します。 5

によって 2 コメント

メタト レーダーのアルパリの最近の発表 5 mql5 を翻訳依頼の小さな波を引き起こした. Most traders assume that MT5 is about to take over the world. Perhaps it’s better to front run any potential problems. I assure you, しかし, that there’s no need to panic.

The launch mainly signifies that the larger forex firms will start rolling out their own installations of MT5 within the next six to twelve months. Rumor has it that Alpari’s owners are very close to the owners of MetaQuotes. Perhaps this is hearsay, but it’s my impression that Alpari is the first among equals when it comes to MetaQuotes’ clientele. Alpari did pay up the wazoo, しかし, for their license. Maybe they’re just getting rewarded for adopting the new platform so quickly.

Most brokerages, especially the large ones, are not chomping at the bit to adopt the new release. 実際, most of them hate MetaTrader with a passion. The back office is written largely for brokerages that exclusively want to use MetaTrader. The larger brokers, all of whom invariably offer their own proprietary platforms, have to jump through a lot of hoops to get all the moving parts between separate back office systems working in sync. The rollout will likely embroil their IT staff in problems for months on end. I seriously doubt most CEOs are looking forward to the switch.

また, offering MT5 as the primary platform does not mean that your brokerage is going to flip the off switch on MT4. They depend on MetaTrader 4 for their cash flow. Brokerages will not sabotage themselves by preventing all of their customers from trading.

Rollouts of new technologies usually occur over a period of 9 months or more. When I worked with FXCM, I remember the handful of clients that refused to switch from Trading Station I to II. It wasn’t until 2 years after the initial release of the new version where the company decided to drag the stragglers kicking and screaming onto version II.

The switch from MetaTrader 3 宛先 4 worked in much the same way at the brokerages offering it at the time. It wasn’t until two years or so after its initial adoption that version 3 went by the wayside.

You have little to worry about as a retail trader considering the switch over to MT5. If you want to program a brand new EA and your broker already supports MetaTrader 5, then you should definitely program it in MQL5. それ以外の場合, stick with MetaTrader 4. It still has years of shelf life.

メタト レーダーのマジック ナンバー

によって

The magic number is a Metatrader concept used to track the open positions of an EA. The concept allows the Ea to distinguish the trades that it opened versus those that it did not.

Each car uses a license plate. When you detect a car in a different state or even a different country, you observer that every plate that you come across is unique. Law enforcement can utitlize the number to determine who owns the car.

Magic numbers function like the license plates for expert advisors. When an expert advisor detects an open trade, called a ticket, it repeatedly asks for its magic number. If the magic number of the ticket is identical to the number that the expert advisor expects, then it knows to manage the position.

Magic numbers are helpful, particularly when you want to trade multiple time frames of the same forex pair. Traders often use settings that differ from those on M1 prices versus those that they would use on the daily chart. If they used the Expert advisor with the same magic number on all different time frames, the result would be chaos. The expert advisor would open and close positions with no rhyme or reason. Setting every Expert advisor to emply an unique magic number disallows the robots from interfering with the others.

Magic number factoids

The magic number of a manually opened trade is 0.
The number that you use for a magic number must be a number ranging from 0 と 2147483647. The MQL programming language assigns that last number EMPTY_VALUE and protects the name as an integer value.

OneStepRemoved.com is a company that specializes in programming an 専門家アドバイザー for traders. Shaun Overton is the company owner.

専門家アドバイザーを最適化します。

によって 1 コメント

One of the lesser known features of the メタト レーダー backtester is the optimization feature. It’s so small that you could be forgiven for overlooking it.

Optimization is the process to maximize a certain outcome. この場合, it’s profit. Any EA developer wants to maximize the amount of profit made over a given period of time. The MetaTrader optimizer allows the trader to search for the combination of inputs that yielded the maximum profit over a given period of time.

The process is identical to running a バックテスト, except that MT4 runs multiple backtests at the same time. It then organizes the results and offers up the best combination.

Telling the backtester to run in optimization mode is easy. Simply put a check next to the word 最適化. MetaTrader will then sort through the combinations that you tell it to consider.

MetaTrader EA Optimization option

Place a check in the box next to Optimization in the MT4 backtester

The next step is to click on the Expert properties button to the right. A new window appears that contains three tabs: テスト, Inputs and Optimization. These screens allow the trader to inform MetaTrader which variables to consider for testing and how to weight the results.

テスト

The top of the testing section applies to every type of バックテスト. Here you can select the starting balance. MetaTrader defaults the option to $10,000, although you can make this any amount of your choosing.

The second default option allows the trader to restrict the direction of trades. It’s a frequent expert advisor programming request. It’s also one that is unnecessary. Both the backtester and expert advisor options screen allow the trader the option of restricting trades to long only or short only without additional programming. If the EA is not well programmed, this setting may cause errors 4110 または 4100 to appear all over the trading journal. It’s harmless. The only effect should be that the backtester slows down. It’s the result of writing to the journal hundreds of times or more.

The testing tab of the MetaTrader backtester

The testing tab of the MetaTrader backtester

A groupbox appears underneath these options that inexplicably relates to the optimization process. You’d think it would make more sense to place it in its namesake tab. That’s typical MetaQuotes logic at work.

The first line contains numerous parameters for choosing the best option. User overwhelmingly select for the largest account balance, but other options include the profit factor, expected payoff, maximum drawdown and drawdown percent.

The last line automatically uses a genetic algorithm. Optimization processes use either brute force methods or genetic algorithms. Brute force strikes most people as intuitive although obviously exhausting. The software tests every combination possible. Genetic algorithm’s attempt to make the process more intelligent. When the software sees that certain parameters almost inevitably lead to a losing performance, the algorithm skips similar tests where it expects to lose.

This is a great idea if you have a quality genetic algorithm. My opinion of the メタト レーダー backtester is less than stellar. I don’t feel very confident about the algorithm at all. If you don’t mind spending extra time waiting for test results then I suggest unchecking this option. You don’t want to miss a potentially important combination.

Inputs

Most people find this screen confusing. The first column, called 値, strictly controls inputs for simple backtests. 、 値 column is totally ignored during an optimization run.

The inputs tab of the MT4 backtester expert settings

The inputs tab of the MT4 backtester expert settings

The important columns for this task are Start, ステップ と 停止. Start is the lowest number that the MT4 backtester will consider. Step refers to the interval between the lowest value and the highest value. Tightly controlling this setting allows the user to gain quick insights into how changing the variable values affects performance without dragging the tests out for a full week. 停止 is the highest number that the expert advisor will use.

The most obvious candidate for testing in this example is the Take Profit value. The default setting is listed at 50. If you trade the majors, you might want to consider settings ranging between 10 pips and 200 ピップ. That means that you set Take Profit row to 10 ため、 Start column and 200 ため、 停止 column. The real trick here is selecting the ステップ. If you choose ステップ = 1, then MetaTrader will run a separate test for every value between 10 と 200. That’s 190 テスト, which is overkill. A step of 10 cuts the total number of tests down to 19.

最適化

This section is the nit-picky part. If a trader feels it’s unacceptable to have 10 consecutive losses in a row, he can place a check next the the Consecutive wins box. MT4 automatically discards any tests which yield a result that contains anything checked off.

The optimization tab in the MT4 backtester expert properties

The optimization tab in the MT4 backtester allows users to discard tests with undesirable traits.

When you finish going through each of the tabs, push OK in the bottom right corner. It’s time to launch the tests.

Curve fitting in the MT4 Optimizer

A word of warning: my personal opinion is that optimizing an expert advisor is usually a very bad idea. The unique settings that yield the most profit in 2012 are unlikely to yield the most profit in 2013. If you don’t control for random chance, there’s a good probability that the 2012 best combination may result in catastrophic losses in 2013.

I recommend that traders pursue any strategy development work in NinjaTrader. I don’t like the idea of optimizing at all. 代わりに, I always focus on testing strategies for 入口と出口の効率. I know from years of experience that these values never fundamentally change on instruments of the charts traded. Entry and exit efficiencies make wonderful metrics for automated trading because they are so stable.

リバース エンジニア リングの専門家アドバイザー

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私はあなたがリバース エンジニア リング専門家アドバイザーのアイデアを検討する最初のトレーダーではないことを保証します。. アイデアは、商業専門アドバイザーのため支払う必要はありませんトレーダーの間で最も頻繁ポップアップします。. 別の方法として, 別に同じ戦略を使用するトレーダーは、アイデアを共有したくない、. リバース エンジニア リングのための動機の私に思い出させる EAs を逆, アイデアの警戒心を抱いてくれてください。.

リバース エンジニア リングのみの戦略は、戦略に関するいくつかのパラメーターがわかっている場合にチャンスを立っています。. 場合, たとえば, 戦略は、MACD と移動平均のクロス オーバーを知っていた, それは、少なくとも合理的な出発点を提供します. プログラマは、MACD のすべての既知の型と様々 なタイプの 2 つの移動平均のすべての可能な組み合わせを組み合わせたソフトウェアを書くことができます。. プログラマは、可能性があります信号の種類可能性があります購入の結果や決定を販売についての推測を行います. 推測は非常に良好ではない場合, リバース エンジニア リングの試みの結果は、特定の障害.

決定を基にするグラフに推測の問題があるし、. 多くのトレーダーは、M1 と M15 のような標準的なグラフを使用してください。, M3 のようなより少なく共通のオプションを使用して、多くの人が、. トレーダーは、M2 と M10 のような複数のグラフを使用する場合, 結果として得られる取引履歴が一緒に混乱させるだろう. 幸運の別のシリーズを離れて詮索しよう.

悪い業者が時間にまったく依存しないグラフを使用するかどうかは、ものを作る. 目盛りのグラフが最も一般的, ポイント アンド フィギュア グラフおよび Kagi グラフのように少ない正統派のオプションを時々 見るが. 時間とは無関係. テストを実行するチャート上の任意のアイデアを持っていません。.

ブルート フォース攻撃と呼ばれる壁で泥を投げながらやや知能化は、このアプローチを推測します。. あなたは文字通りすべてのユニークな組み合わせを指定します。, どの 1 つは比喩的な安全を開くを参照してください。. いくつかの結果は、実際の結果にまったく似ているを有しません. あなたは非常に幸運および/または幻想的な知能を持っている場合, 戦略に近いレプリカを見つけるかもしれないし、.

提供されたアカウントのステートメントの値とテスト対象の値の相関関係を研究することが可能でしょう. 理想的にはリバース エンジニア リングの戦略と実際のアカウント ステートメントの間の相関関係を大幅に変更しないと同様の変数の設定を持つデータ クラスターを検索したいと思います.

戦略について非常に多くを知っていない場合, またはあなたが知っている何を考えて間違っていることが判明した場合, その後、勝ち目はないすべてのリバース エンジニア リング、専門家のアドバイザーで. あなたが知っているすべてのことについて, 使用と思ったら EA rsi は判明する可能性が月の満ち欠けで実行 (はい, そんな本物の戦略があります。) コインフ リップに基づく決定をするか.

ほとんどの人々 は、彼らが彼らが実際よりも多くを知っていると仮定します。. すべてが、ほとんどばかボリュームのあるまたは試みを作るから頑固な阻止するだろう, そうための非常に良い理由を持っていない限り.

メタト レーダー内のスクリプト

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Scripts are executable files in MetaTrader that only run 1 つ 時間. They are perfect for tasks that are routine but time consuming or unpleasant to do. The most advantageous use of scripts is that they do not rely on incoming price ticks in order to run. The script executes the moment that the trader drops it onto a chart.

An expert advisor runs continuously, but it relies on incoming ticks to know that it should update itself. The frequency that the market changes price varies with the time of day. This means that the period between updates for an expert advisor is highly unpredictable. The predictability of a script’s timing – it runs immediately – makes it more suitable for some trading tasks than an EA.

Script examples

A scalper wants to open a trade quickly. He routinely applies a 20 pip stop loss and a 3 pip take profit. His usual process would involve:

  1. Click inside of MetaTrader to open a trade
  2. Select the correct forex pair
  3. Wait for the trade to open
  4. Frantically add the take profit as quickly as possible

別の方法として, the trader could keep his chart open and the scripts window nearby. Whenever he decides to trade, he drags the script onto the chart. The steps above still occur. The critical difference is that they happen in a fraction of the time. The script runs once, then it removes itself from the chart.

Some tasks require a tiresome amount of clicking rather than speed. Scripts are also useful in that scenario. A lot of MetaTrader users like to stack multiple pending orders above and below the market in a grid pattern. An example would involve placing 10 orders above and below the market at different prices. Doing this manually would take a few minutes.

The alternative is to run a script that does it one time for you. Scripts can display input screens just like expert advisors. That way the user can control the settings.

When the trader is ready to bracket his orders, he drags and drops the script onto the chart. The orders show up on the screen at the requested prices. The total time takes a few seconds instead of several minutes.

Other script uses

The most common, 非正統的なものの, use of a script is to feed prices into the History Center for a custom offline chart. スクリプトは、半秒毎のように設定された間隔で実行するようにプログラムされています. The script samples the price, then records the information where the historical prices are kept. The offline chart then re-reads the information and updates the price.

MQL プログラマ elect to use a script instead of an expert advisor because they are setting an infinite loop. Although scripts technically run once, this script is never allowed to finish its first run. It keeps waiting every set interval to update the price. EAs would not work well here because new, incoming ticks would create a backlog of occasions where the EA is supposed to have run. I would expect MT4’s memory use to eventually get out of control and crash the program if someone elected to take this approach. Even though it is not an ideal solution, scripts update historical prices successfully without the tick backlog concern.