??????????? ????????? - ?????? ?????? ??? ???????? ???????? ?? ????? ?????????? ??????????c?? ????? - ? ??????, ? ?? ????? ??? ?????? ???????? ???????? ??????? ???????? ????? ??? ?????. ??????, ?? ????? ????????? ?????????? ????? ????? ??????? ??????
Автор: Apprentice
Разместил:   Дата: 2005-11-24 19:21
Комментарии: (0)   Рейтинг:

??????? «Kiss»

????????, ??? ?? ????? ?????? ?????????? ????? ?????????? ????? ??????? ?????????? - ??????, ????? ????????????? ????.

?????? ??????????? ????????? - ?????? ?????? ??? ???????? ???????? ?? ????? ?????????? ????????????? ????? - ? ??????, ? ?? ????? ??? ?????? ???????? ???????? ??????? ???????? ????? ??? ?????.
??????, ?? ????? ????????? ?????????? ?? ????? ????? ????? ??????? ?????? ?? ??????/????????? ? ??? ???????, ? ??? ?????? - ????? ????????, ???? ?????? ?????????? ????-??????, ? ?? ???? ??? ????? - ?????? ????? ????????? ??????????

? ???? ?????????? ??????????? ?????????, ??? ????? ??????????, ??? ????? (Volume), ??????? ?? ??????? ???????? ?????? ?????? ???????, ?? ????????? ???????????? ??????????? ? ?????????????? ?? 97-98%. ?????? ???? ?????? ? ???????? ???? ?????, ?? ????? ???????????? ??? ?????????? ???????? ?????? ???.

?????? ???????????? ???????? ??????? ?? ??????, ? ??????? ??????? ?? ??????, ?????????? ??, ?
- ???? ???????? ??????? ?????? ???????, ?? ?????? ?? ????????? ? ??????, ?????? ?????? ?? ?????? ???????? ? 2 ???????
- ???? ??? - ?? ?? ??? ??????, ?????? ?????? ???? ????, ???? ???? ???????

???? ????????? ??????? ?????, ?? ??? ?????? ??????????? ???????/?????, ? ?????? ?? ?????? ????? ????? ??????? ?? ????????????? ? ???????????? ????????? ???????? ???????? ?? ?????? ??????.

??? ????? ?? ?????????? ????? ??????????? ???????? ? ??????? ???????, ? ??????? ????? ????? ??????? ? ????? ?????????? ??? ?????? ????????????? High ? ???????????? Low ??? ??????????? ????????.


??????? ?????? ????????, ?????? ?????? ??????????? ???????? ? ????? , ?????????? ? 2 ??????????? - ????????? ??????????????? ?????????? ??????? LenS-LenF (????? LenS ?????? ????? ?????????????), ? ??????? ????-????? ? % ?? ???? ?????.

??? ??????? ??????? ???????? ???????? 2 ????????
- ??????? ??????? ???? ???????? ?????????? ( ?????? ?? 2 ?? 30 ? ????? ? 1)
- ???????????????? ????????? ?????? Volume ?????????? ??????????? ? ????????? ???? "???????????? ??????????" ?? www.finware.ru, ? ??????? ?????????? ???????? - ??. ??????? ??? ?????, ?? ?????????? ??????? 60 min, ?????? ? 07/19/2002?. ?? ????????? ?????.


??? ??????? ??????? ????? ????????????? ???????? 24. ????????? ??????? ?????? - 120 - ????????????? ?????????? ????? (24*5).

?????? ?????????? ??????? - ???????? ??? ?????.

{----------------------------------------------------------------------------------------------------------------}

Inputs: LenF(8), { ?????? ???????? ??????? }
LenS(24), { ?????? ??????? ??????? }
SL(0), { SL in % from entry price }
CloseOut(0); { ????????? ??????? ?? ????????? ???? ??? ????? ?????????? }

vars: avgF(0), avgS(0), signal(0), StBar(0),EndBar(0), OneTick(MinMove/PriceScale),
OrderSl_L(0),OrderSl_S(0),BuyPrice(0),SellPrice(0), LongEx(0),ShortEx(0);
{----------------------------------------------------------------------------------------------------------------}
{ ?????????? ??????? }
avgF=Average(V,lenF);
avgS=Average(V,lenS);

if avgF crosses above AvgS then begin { ?????? ????????}
signal=1;
StBar=BarNumber; { ???????? ??? ??? ??????? ?????? }
end;

if avgF crosses below AvgS then begin { ?????? ??????????? }
signal=0;
EndBar=BarNumber; { ???????? ??? ??? ??????? ?????? }
end;

if StBar>EndBar then value1=StBar-EndBar; { ????? ?????? }

if signal=1 then begin
BuyPrice=Highest(H,value1)+OneTick;
SellPrice=Lowest(L,value1)-OneTick;
end;
{----------------------------------------------------------------------------------------------------------------}
{ ?????? ?? ???? ?????? ?????? ?? ????? ?????? }
if signal=1 then begin
if MarketPosition>=0 then Sell ("Dn") SellPrice Stop;
if MarketPosition<=0 then Buy ("Up") BuyPrice Stop;
end;
{----------------------------------------------------------------------------------------------------------------}
{SL}
if SL>0 then begin { SL in % from Entry price }

if MarketPosition=1 then begin
OrderSL_L=(1-SL*0.01)*EntryPrice;
ExitLong ("Sl_L") OrderSL_L stop;
end;

if MarketPosition=-1 then begin
OrderSL_S=(1+SL*0.01)*EntryPrice;
ExitShort ("Sl_S") OrderSL_S stop;
end;
end;
{-------------------------------------------------------------------------------------------------------------------------------}
{Last day closing out}
if LastBarOnChart and CurrentContracts<>0 and CloseOut=1 then begin
if MarketPosition>0 then exitlong ("LDayL") close;
if MarketPosition<0 then exitshort ("LDayS") close;
end;
{----------------------------------------------------------------------------------------------------------------}

Total Net Profit $71,870.0000
Gross Profit $177,810.0000
Total # of trades 389
Number winning trades 176
Largest winning trade $7,190.0000
Average winning trade $1,010.2841
Ratio avg win/avg loss 2.0312
Max consec. Winners 6
Avg # bars in winners 47
Max intraday drawdown ($7,530.0000)
Profit Factor 1.6784
Account size required $7,530.0000

??? ?????? ?????? ???????. ????????? ?? ?????? ???? - ??? ??????? ????? ?? 4 ??????? ? ??????? ????? ?? 24 ???????. ????????? ? ?????? ???? ?????????? ??????? ???????? ??????, ?????????? ??? ???????? BuyPrice /SellPrice ??? ???????? ????. ?????? ?????, ??? ??????? ????? ??????? ?????, ? ????? ?????????? ????? ???? ?? ????? ????????. ???????? ????? ????? ???????????????????? ? ??????????? ?/??? ????????????? ???????.

P.S. ?????? ??????? ?? ????? ??????? ????????????? ? ???????????? ???????? ????????? ????????, ????? ?? ????????????? ????? ????????????? ?? ??? ????? ? ????.

????? ??????? http://www.geocities.com/fxapprentice/



 
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