Discussion of article "Developing a cross-platform grider EA (part III): Correction-based grid with martingale" - page 3
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every "5th member" of the forum has already done it, the problem will be that the main TS will wait for the grid of orders to work - i.e. the main TS will "sleep",
It should not sleep. Otherwise it is another TS. The exit of the main TS from the market should always coincide with the exit of the refill modification.
You need some universal solution to add a grid to the existing TS to each placed order - then there will be an increase in TS profitability, but it will also require an increase in deposit, risks.... etc.
Yes, it is not difficult to write such a solution and connect it to any Expert Advisor. I did something like this, but I didn't make a universal one, because the refill was done through limit orders. As well as exit from a position. And since the regular Tester normally executes limit orders only on Netting with stock custom symbols, I had to sacrifice universality.
But if you do the replenishment through market orders and do not bother with deception of the Tester, then 80% lies in the KB - Virtual.
Let's clearly define what Stupidity is. Stupidity is when optimising in the Tester to put into the portfolio a TS, which showed a loss on the tested interval. This is an absolutely clear wording.
Yes, that's the correct wording.
I usually phrase it this way: if after testing a TS with a fixed lot and a fixed stop loss in the optimiser, the tester writes that the expectation of this TS is very low and mainly depends on the size of the stop loss, then this TS does not "see anything in the market". i.e. the TS signals are a fiction.... (another issue is that they start to chase it all over different TFs, but this is another area of fanaticism).
But if you do the replenishment through market orders and do not bother with deceiving the Tester, then 80% lies in the KB - Virtual.
the trouble with this Virtual, it works, but nobody knows how to use it, that's why everything is the old fashioned way - "tester is our everything".
It should not sleep. Otherwise it is another TS. The exit of the main TS from the market should always coincide with the exit of the share modification.
Standard "Kim's ?" schemes of writing TS are limited for modifications, they are usually arranged as follows: tick - count orders - if there are no orders, wait for a signal - if there are orders, follow. According to this scheme, more than 90% of Expert Advisors are written according to the signals of indicators, to such a scheme "to screw the grid of orders" you need to try harder, usually the output will be as I wrote - the main TS will sleep while the grid of orders is working - I have seen such realisations so far, the same Ilan puts the main order and then around it will be formed a grid of orders, a new main order is not put until the grid closes.
Since the discussion touched upon the topic of TC Portfolio, we can make a very uncommon statement.
A portfolio TS is always diversification. This is true for the simple reason that equity TSs are included in many portfolio TSs, which are made on the basis of the diversification principle.
The trouble with this Virtual, it works, but no one knows how to use it, so all the old fashioned way - "tester is our everything"
Here I have to give my hands up, because not knowing how to use Virtual is like not knowing how to write for MT4.
Here you have only to divorce your hands, because not knowing how to use Virtual is like not knowing how to write for MT4.
I have read the whole topic of this library, unfortunately I have not seen a single participant of the discussion who would have managed to use this library or at least asked a meaningful question to the author, perhaps these "participants are quietly using" this library.
I haven't figured out Virtual yet , either I don't spend enough time on it, or my habit of using a tester prevents me from using it.
SZY: I lied, I didn't read the discussion till the end (I stopped reading on page 13), in the last ones Ilya Malev at least asked questions on the subject.
I have read the whole topic of this library, unfortunately I did not see a single participant of the discussion who would have managed to use this library or at least asked a meaningful question to the author, perhaps these "participants are quietly using" this library.
I haven't figured out Virtual yet , either I don't spend enough time with it, or my habit of using a tester prevents me from using it.
In the appropriate topic for discussions you can.
Well there you go - the finished Article Plan )
The solution to this problem is a good enough for an article?
Task.
Any TS that opens positions only through market orders and not more than one at a time should be able to make it refillable by writing just one and the same line in the source code.
The best test results are summarised in the table below.
These are excerpts from the article.
Show me 90% per year ?
I see 9% in 8 years on the chart.
And the starting capital is 100k.
I have met 2 people in my life investing so much money in forex. one of them is the well-known hrenfx. So he had his own strategy and he lost part of his deposit by the way.
I think on the forum such non-poor people will be 3 people.
My experiments on this topic showed the following.
Fractional orders, of course, gave a higher profit, but they had a worse ratio of profits to losses (which is also natural - all the main deals closed on SL were duplicated by fractions, which were also closed on SL, but not all profitable main deals were duplicated by fractions, as the price simply did not touch them).
That is, the losses, though smaller in absolute terms, were 100% taken by share orders, and profits - only partially. Because of this, it made no sense to skip the main deals.
In fact, the distance from the main deal to the fill is a function of the quality of the entry point of the main strategy. If the distance is 0 (the result does not improve with fills), the entry points are perfect. If the distance is large, there is something wrong with the signal.
And the conclusion from all this is the same - the fills themselves (with or without martingale) do not make any sense. If the strategy is good (the entry points are perfect), refills will not improve the result. And if the strategy is bad, they will not improve the result anyway (but they can temporarily pull in a plus at the expense of greater load on the deposit and drawdown).
I have read the whole topic of this library, unfortunately I did not see a single participant of the discussion who would have managed to use this library or at least asked a meaningful question to the author, perhaps these "participants are quietly using" this library.
I haven't figured out Virtual yet , either I don't spend enough time with it, or my habit of using a tester prevents me from using it.
SZY: I lied, I didn't read the discussion till the end (I stopped reading on page 13), in the last ones Ilya Malev at least asked questions on the subject.
I used virtual, I liked it. It didn't start with half a turn, though, but I always have a file at hand.