Hello interested !
I have had no nerves recently to through the whole process that requires
CBT.
that's why I'm asking for any input regarding the following trading
system (conceptual or technical);
Wha do got:
1. unlimited basket of instruments
2. fixed fractional money management
and there its how it goes to make it simple for those unfamiliar with
volatility, trading costs and mathematical reality (I'm far for being an
expert on this one) :
the title of my project is : "ROULETTE BREAKER"
the systemis imposible to be applied in the tables of casinos but it
might find place in fin. markets easily (not efficiently).
I'm sorry to give just the code for the moment.But i have done a lot of
additional code that will assist those interested,
By the way its an indicator: you just plot it.
> SetBarsRequired(0,sbrAll);
>
> msg = "\n-------------------------------";
> tot = 0;
> num = 0;
>
> totspins = 0;
> totRed = 0;
> totBlack = 0;
> totzero = 0;
> incr = 1;
> for (n = 40; n <=60; n = n +incr)
> {
> num++;
> e[0] = 100;
> balckEquity[0] = e[0]/2;
> redEquity[0] = e[0]/2;
>
> Risk = 1/100;
> res = mtRandomA() * 100 > n;
> zero = mtRandomA() <1/37;
> Spins = 0;
> red = 0;
> black = 0;
> zero = 0;
>
> for ( i = 1; i < BarCount; i++)
> {
> spins++;
> totspins ++;
>
> if ( zero[i])
> {
>
> balckEquity[i] = balckEquity[i-1] * (1-Risk/2);
> redEquity[i] = redEquity[i-1] * (1-Risk/2);
> zero ++;
> totzero ++;
> }
> else
> {
> if ( res[i])
> {
> balckEquity[i] = balckEquity[i-1] * (1+Risk);
> redEquity[i] = redEquity[i-1] * (1-Risk);
> red ++ ;
> totRed++;
> }
> else
> {
> balckEquity[i] = balckEquity[i-1] * (1-Risk);
> redEquity[i] = redEquity[i-1] * (1+Risk);
> black ++;
> totBlack++;
> }
> }
> e[i] = balckEquity[i] + redEquity[i];
>
> if ( frac(spins/7) ==0)
> {
> //balckEquity[i] = e[i]/2;
> //redEquity[i] = e[i]/2;
> }
> }
>
> Plot( e, "", colorGreen, styleLine|styleNoLabel);
>
> msg = msg + StrFormat("\n# %g equity = %g (%.1f%%)
> {{VALUES}} " , num,e, (black/spins * 100));
> tot = tot + e;
>
> }
>
> av = tot/num ;
> Plot( av, "", colorOrange, styleLine|styleThick|styleArea);
>
> Title = "Table of Results : " +msg+
> "\n---------------------------------" +
> "\nAverage Equity = " + av +
> "\nTotal spins = " + totspins +
> "\nRed/Black Ratio = " + totRed/totBlack +
> "\nZero = " + totzero/totspins*100 + " %";
Aron
