Discussion of article "Extract profit down to the last pip" - page 35
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Gave the example of a black swan in the foreign exchange market.
...
What would be the first thing to collapse in a storm? Statistical analysis without fundamentals, of course. Yes, scalpers made stable profits for years, but it was a cool statistical analysis of calm times. The Ninth Shaft has sunk.
A prerequisite during force majeure is the presence of fundamentals to stat. analysis. Fundamental ratios between raging symbols are different in that their chart does not go anywhere.
Please tell me what technical stuff you use against black swans and other unexpected trouble. So far it is clear that it would be better to trade fundamentally backed. Logically, you don't want to get into 1000-1 leverage on the whole cutlet. It is better to build a portfolio, and from uncorrelated instruments. But still I am interested in technical things, maybe some volatility filters to protect against spikes. In your post about the swan you wrote, for example, that the market was stormy before the weekend. Is it possible to formalise and program this "storm"?
Please tell me what technical things you use against black swans and other unexpected troubles. So far it is clear that it would be better to trade fundamentally backed. Logically, you don't want to get into 1000-1 leverage on the whole cutlet. It is better to build a portfolio, and from uncorrelated instruments. But still I am interested in technical things, maybe some volatility filters to protect against spikes. In your post about the swan you wrote, for example, that the market was stormy before the weekend. Is it possible to formalise and program this "storm"?
Calendar (we should put the bible in the KB) and various semi-automata. Regarding formalisations of various states - I did and a lot. But locally. I don't use anything like that on a regular basis. All this smells of fitting and a terrible thing in algo-trading: flair.
Calendar (you need to put the bibloo in the KB)
Very much on topic. Looking forward to it!
Calendar (gotta bibla out to QB) and various semi-automatics.
Can you elaborate here?
I.e. do I understand correctly that you put the EA into battle bald without any checks, protections, etc., but periodically take a look and if you don't like something, you introduce some additional measures according to the circumstances?Regarding formalisations of different states - I have done and a lot of them.
And here, if I may. Methods and what states were defined. I am doing this, I have 4 or 5 states with characteristics. And the characteristics of one state are not suitable for another (for trend width, speed and duration, for expansion contraction 2e speed and duration, there is a problem of flatness, than to define it, emissions they have no speed, it is 2e candles)))).... interesting occupation.
Can you elaborate on that?
Analysing the symbol's changing trading conditions. Too long a flat/trend. Etc. Pretty subjective.
I.e. do I understand correctly that in a battle you put the EA out bald without any checks, protections, etc., but periodically take a look and if you don't like something, you introduce some additional measures according to the circumstances?
Correct.
And here, if I may. The methods and what states were defined. I'm doing this, I have 4 or 5 states with characteristics. And characteristics of one state are not suitable for another (for trend width, velocity and duration, for expansion contraction 2e velocity and duration, there is a problem of flatness, than to define it, emissions they have no velocity, it is 2e candles)))).... interesting occupation
Like everyone, forged a topic due to my perception of what I would like to see now. No proper builds were created. Therefore, nothing much was remembered.
There is little interest in the topic of filters. It's more in line with MO. The most interesting challenge is increasing the profit on history.
Calendar (gotta bibla out to QB) and various semi-automatics.
Do you use the calendar (I understand, recently posted?) also on semiautomatic? Is it like visually seeing the news and depending on them you can adjust the trade or is it still built in automatic?
Do you use the calendar (I take it recently posted?) on the semi-automatic too?
I use the calendar in the most stupid way - a reminder. And the purpose of writing this bible was exactly that. While making the implementation, all sorts of thoughts came to mind, how to make it convenient to solve other potential problems with the fundamental. I was surprised that there are only two threads in the whole forum that mention at least something on this topic, but unfortunately without any usefulness.
https://www.mql5.com/ru/forum/318575
https://www.mql5.com/ru/forum/241140
Documentation gave 35% of information, poke method - 65%. Now I understand pretty well why the developers did it this way. But it is so low level that there is nothing to do there without any library. It covers its needs comfortably. For others - there are not even such needs, since everywhere is still empty on the topic.
I do not build in automatic filters.
I received a question, I answer it here in detail, so as not to repeat myself.
In combat advisors I use only these libraries out of all public libraries:
Research: