The battle: an efficient market and a TS with a positive maturity expectation. Who will win? - page 9

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meta-trader2007 писал (а):
Have a look at Axelforex´ adviser, it was a winner as long as the pattern it used to make profit existed. But there is an end to everything - the market has changed and so has the adviser.... Where is he now?

Once the volatility on the Canadian declines and the EA will start to dump and trade with varying success. Unless this EA is adaptive. Adaptive TS is the key to (almost) constant profits.

ADAPTIVITY is a necessary element!

I apply it in real MTS trading ... I use MTS in real trading ... but not just blindly put it on the account!

i put MTS on those moments when i think a reversal should happen!

its task is not to sleep on entry! and keep waiting ... I follow it to safe levels - feeling the reversal and switching back to MTS.

that way I sift out false signals!

 
FION:
goldtrader:

meta-trader2007 wrote (a):
I just wrote that the TS to win consistently needs to be adaptive to volatility!
I don't see the problem. I've been using the script for a long time, which I sketched out in a couple of minutes about a year and a half ago. I'm embarrassed to even post it - it's so simple. The essence: calculation of the arithmetic mean of the bar (you can only use the body, you can include shadows). The parameter is the number of bars. I measure it once or twice a month at those TFs and instruments that I trade with. In principle, I can integrate this measure as a function in any Expert Advisor (taking into account the required periodicity of its operation) and obtain an adaptive MTS. You can develop other volatility estimation criteria if you do not like this one.
What does volatility have to do with it? The rate in a thin market can slowly move a couple of figures. The classical method has been known for a long time - trailing for adjusting the system to the movement. More important for MTS is the right entry.



The main problem is exactly in the entries. At one volatility level the entries are accurate, and at another one they are not. This is what is most important in the adaptive TS - at any level of volatility there should be accurate entries.
 
Mathemat:
People, for fuck's sake, use quoting intelligently. Why quote several large nested posts for the sake of a few lines of reply?!
Okay. :)
 
meta-trader2007 писал (а):
The main problem is in the entries. At one level of volatility the entries are accurate and at another they are not. This is what is most important in adaptive TS - at any level of volatility there should be accurate inputs.
And what do you dislike the way I suggested to measure volatility (if you read it)? Measure it more often over a shorter period and apply it to get more accurate entries.
 
YuraZ писал (а):

ADAPTIVITY is a necessary element!


I apply it in real MTS trading ... I use MTS in real trading ... but not just blindly put it on the account!


i put MTS on those moments when i think a reversal should happen!


its task is not to sleep on entry! and keep waiting ... I follow it to safe levels - feeling the reversal and switching back to MTS.


I start MTS again when I feel a reversal - that's how I sift out false signals!



It's not really an MTS...
And I want it to be a fully mechanical TS. MechanicalAdaptive Trading System - that's it.
 
goldtrader писал (а):
 Why don't you like my suggested way of measuring volatility (if you have read it)? Measure it more often over a shorter period and apply it to get more accurate entries.

For measuring volatility the method is fine. But how do you relate it to the indicators giving the entry into the market, so that at the largest variation in volatility, the indicators will indicate the best (or almost the best) entry points. Solving this problem solves the problem of changing market volatility.
 
meta-trader2007 писал (а):

Stop arguing - it does not grow pips. Let's not argue, let's create an adaptive TS, capable of pumping a lot of money out of the market!

Well, there's finally a chance to move on from words to action. So maybe you, as the author of this thread, would like to have your say on the matter? What are your suggestions, ideas?

What do you mean by adaptivity and what are you going to adapt? Parameters ? Strategies ? Something else ? What pattern has Axelforex used ? Why, of all the aspects of forex, are you fixated only on volatility and what do you call this word (based on the context of your posts - not at all what everyone else does) ?

That's a lot of questions, isn't it ? This is because, imho, the success of the solution depends significantly on the problem statement. And in order to set the task correctly it is necessary to understand the essence of the phenomenon. It seems that you haven't understood it so far, but you already know for sure that deals of your TS must have "probability very, very close to 100%" of success. And that "Adaptability of TS is a key to (almost) constant profit." Do you really think that it is possible in Forex - knowing for sure about 100% success?

If you have the right ideas for this - go ahead and help us implement them. If, of course, you have opened a branch for it. If not, then instead of talking about how success should be 100% and profit should be constant, you should probably try to move on to specific questions, such as those formulated above.

 
meta-trader2007 писал (а):


The main problem is in the entries. At one level of volatility the entries are accurate and at another they are not. This is what is most important in the adaptive TS - at any level of volatility there should be accurate entries.


No it isn't! Not exactly! I recommend to approach the matter a little differently than almost everyone else does. And do it in a slightly unconventional way.

Let's assume that WHO "manages" our terminal. And this UNIT has the right only to open positions by some reasons known to him. And our task is ONLY to support and close positions!

With this approach - (try it, if you are interested...) you can find different intelligent solutions to improve your existing trading systems! Good luck to all!

 
Yurixx:
meta-trader2007 wrote (a):

Stop arguing - it doesn't make pips grow. Let's not argue, let's create an adaptive TS, capable of pumping a lot of money out of the market!

Well, there's finally a chance to move from words to deeds. So maybe you, as the author of this thread, will give your opinion on the matter? What are your suggestions, ideas?


What do you mean by adaptivity and what are you going to adapt? Parameters ? Strategies ? Something else ? What pattern has Axelforex used ? Why, of all the aspects of forex, are you fixated only on volatility and what do you call this word (based on the context of your posts - not at all what everyone else does) ?


That's a lot of questions, isn't it ? This is because, imho, the success of the solution depends significantly on the problem statement. And in order to set the problem correctly, you need to understand the essence of the phenomenon as much as possible. It seems that you still do not understand it too well, but you already know for sure that deals of your TS must have "probability very, very close to 100%" of success. And that "Adaptivity of TS - the key to (nearly) constant profit." Do you really think that it's possible in Forex - knowing for sure about 100% success?


If you have the appropriate ideas for this - outline them, we will take part in their implementation. If, of course, you have started a branch for this purpose. If not, then instead of talking about how the success rate should be 100%, and the profit - a constant, you should probably try to move on to specific issues. For example, those formulated above.


Maybe I'm not answering accurately, but I'm just really pissed off - my Opera has gone wild and pissed off. :(((( and this is the second time I've written this reply message.

Ideas are there!
Adaptability - the ability of the TS, to adapt to the volatility and dynamics of the exchange rate at any given time.

The system is best suited to be a channel-turned one.
It's better to change the indicator parameters, TP levels, SL, and trawl according to the volatility.
And most likely you should manage the lot size.

I do not know what Axelforex used, but judging by the prescription his Expert Advisor tries to detect peaks and troughs.
Volatility is the most convenient way to make the TS consistent with the market. If you think that this is not the case and that something else is better, suggest your own idea.

Adaptive TS seems to me completely composed of dynamic elements.
1 Adaptive indicators
2 Dynamic TP, SL and trawl.
3 Lot management - lot size depends on previous trades: draw two LMAs with different averaging periods on the balance chart. If СМА with a small period is lower than СМА with a larger period - then the lot is smaller, the bigger is the difference between СМА, the smaller is the lot. And vice versa - bigger lot.

This is how I see it. Suggest your own ideas.
 
Here's a dynamic stop:
extern int period_ATR=8;
extern double coaff=1.5;
extern int period_time_ATR=1440;
extern int predel=20;
 
 void STOP_LOSS()
 {
   int UFX=MarketInfo(Symbol(),MODE_STOPLEVEL);
   int razmer_stop=(NormalizeDouble(iATR(Symbol(),period_time_ATR,period_ATR,0),0))*coaff;
   if (razmer_stop<predel) razmer_stop=predel;
   if (razmer_stop<UFX)razmer_stop=UFX;
   return(razmer_stop);
  }
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