One More Holy Grail

Originally Posted by igorad

Hi,

Please take a look at 2 ExFit oscillators: ExFit Stochastic and ExFit Fisher.

Code:

extern int     Length         =  25;   //Period of Smoothing
extern int     Order          =   2;   //Fitting Order
extern double  WeightFactor   =   2;   //WeightFactor(eg. 2-EMA,1-Wilder) 
extern double  OverSold       =  30;   //OverSold Level
extern double  OverBought     =  70;   //OverBought Level
extern int     Window         = 500;   //Window size in bars

Attachment 5254

Regards,
Igor

Hi Igor ,

Are these indicators continuation of poly fit series or are they calculated differently?Thanks.

Originally Posted by Tovim

Hi Igor ,

Are these indicators continuation of poly fit series or are they calculated differently?Thanks.

Hi Tovim,

No, these indicators are absolutely different from the polyfit series because they use the exponential fitting algorithm.

Regards,
Igor

Igorad,

I ve sent you 2 private messages. Coulnd't reach you. Can you get back to me please?

Thank you.

Thats chinese "After life" Currency..lol

The new version of the MetaTrader 4 terminal features the updated structure of user data storage. In earlier versions all programs, templates, profiles etc. were stored directly in terminal installation folder. Now all necessary data required for a particular user are stored in a separate directory called data folder. Read the article to find answers to frequently asked questions.

• Upgrade to New MetaTrader 4
• Data Copied During the Upgrade
• What Is the Data Folder
• What Is the Installation Folder
• General Mode of Terminal Start
• Portable Mode
• How to run old EX4

More...

Articleman:
I have been thinking on the same thing. But one thing is for shure, this is HARD psychologically. You would almost have to have an EA to do this for two reasons: 1. You can't miss a trade. It could be the rare winner. 2. You can't feel doubt and not take a trade, it could be the winner.

I have started to think that a reverse martingale but with some winnings set aside is a bit of a holy grail.
Reverse martingale is where you increase the risk when you win and lower when you lose. It is supposed to give more return since winners and losers have a tendency to come in clusters.

I have written this as a comment to a blogpost but I repost it here:

For example:
Risking 1% of 100000 (1000 in first round in other words).
Lets say a RR of 1,5 (but most would probably prefer higher),
(Winning percent 50%, doesn’t really change the calculations but how often we get winnings streaks.
Lets risk a lets say a forth won capital since last loser.

We first win 1500 Lets risk 375 extra next time. If a loser we are now down 1% of 101500 and 375 extra. 100110 in other words.
Not that bad, still positive.

Lets say I win four a row then a loser (not THAT uncommon with 50% winners),
With 1% risked of current capital I get:
100000
101500
103022,5
104568
106136

105074

With using an antimartingale of 25% risked of winnings since last loser
100000
101500
103585
106483
110512

106779

I have run simple excel simulations of this and over the long run never seen this system get beat by the straight linear system.

I alse have run a monte carlo simulation of this a few times (1000 trades in a series 10000 times) and the average is always better (by a lot) with using a modified anti martingale. The lowest outcome is lower (it actually is quite easy to calculate worst case compared to linear since that is if you get every other winner and losers. But frankly. That is highly unlikely.

Over 1000 trades (10000 simulations) the average difference (difference calculated as winnings anti martingale/winnings linear) between the systems are average 3,8. Min 0,778 and max 139. Repeated simulations get similar results (the min stays basically the same, average is just under 4… the max varies wildly though. 400. 200 etc.)


So... I guess... smart money managing is my "holy grail".

Hello Igor

It is possible for you , to code Alerts to the ExFit v.2 also with Notification ,if the Colour is changing , please?

Originally Posted by Micha

Hello Igor

It is possible for you , to code Alerts to the ExFit v.2 also with Notification ,if the Colour is changing , please?

Hi Micha,

Please check out the updated ExFit Color indicator with advanced popup/email alert.

Code:

extern int     Price             =   0;      //Price Mode (0...6) 
extern int     Length            =  25;      //Period of Smoothing
extern int     Order             =   2;      //Fitting Order
extern double  WeightFactor      =   2;      //WeightFactor(eg. 2-EMA,1-Wilder) 
extern int     Window            = 500;      //Window size in bars
extern string  alerts            = "--- Alerts & Emails ---";
extern int     AlertMode         =   1;      //Alert Mode (0-off,1-on)
extern int     SoundsNumber      =   5;      //Number of sounds after Signal
extern int     SoundsPause       =   5;      //Pause in sec between sounds 
extern string  UpSound           = "alert.wav";
extern string  DnSound           = "alert2.wav";
extern int     EmailMode         =   0;      //0-on,1-off   
extern int     EmailsNumber      =   1;      //0-on,1-off
extern int     WarningMode       =   0;      //Warning Mode (0-off,1-on)

Attachment 6282

Regards,
Igor

Hi!

But like all the Holy Grail indicators does all your ExFit indicators repaint the past in order to look perfect?