Discussion of article "Combining trend and flat strategies" - page 2

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fxsaber:

MQ either haven't figured it out or are promoting the myth due to competition considerations with other optimisers.

Well, at least something, you can do the 3rd control section after selecting an acceptable back and forward

but those who switched to neural networks are no longer interested in this (and it is not comparable in terms of optimisation speed).

 
I have come to the conclusion that dividing the market into trend and flat areas is the wrong approach. It is necessary to define global trends that absorb flat areas. It is true that the TS will be feverish when defining a global trend, but after a short agonising period, the TS will still determine the direction of the main trend, allowing it to ignore flat areas for a long time until the moment of the global trend change and the cycle of searching for a new global trend will be repeated. I search for global trend parameters by optimising the sample size N, TP and SL for the last 5 years of history and this sample is updated every day by excluding one day from the further 5-year history by adding the just passed day. The working timeframe is selected once by optimising over the entire history of the instrument. Forward and back periods are not used.
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In order to trade the trend, you need to determine where it is going. FX5 Macd Divergence is a good tool for this. The dotted lines there show the hidden divergence, which tells you where the trend is heading and at what point you should enter the market
 
kalipso1979:
In order to trade the trend, you need to determine where it is going. FX5 Macd Divergence is a good tool for this. The dotted lines there show the hidden divergence, which tells you where the trend is headed and at what point you should enter the market

Thanks Sensei. And we thought about neural networks, it turned out to be much simpler.

 
mark
 
Excellent contribution! Thank you very much!
 
Can I have your contact details. I have some ideas to discuss in private.
 
bigpig :
Можете ли вы дать мне свою контактную информацию? Autoexec.bat меня есть несколько мнений, чтобы обсудить в частном порядке.

You can write me a private letter.

 
Vary good, Very informative.
 
mark