Discussion of article "Developing a self-adapting algorithm (Part I): Finding a basic pattern" - page 2

 
Maxim Romanov:

there's a difference with martingale. It takes a system of raising bets and mindlessly throws on a 50% probability of entry. Here I assumed that there is a certain pattern that will help you make money and the probability is different from 50%.

In general, the topic of pairing is interesting, I will have to draw distributions too

 
Maxim Romanov:

there's a difference with martingale. It takes a system of raising bets and mindlessly throws on a 50% probability of entry. Here I assumed that there is a certain pattern that will help you make money and the probability is different from 50%

Maxim Dmitrievsky:
Optimising martingale is more dangerous than it seems :)

we will support Maxim Romanov

the topic promises to be interesting, let's see what happens

 
fxsaber:

MT5 variant.

if it's not too much trouble, please post a screenshot from MT5 tester with balance graph as in the article.

I don't want to download the code, and as practice shows - "cheerful pictures from MT4" look very sad in MT5.

thank you in advance!

SUS: in 4 the main thing in 4 is to close profitable orders first, then everything else ;)

 
Igor Makanu:

if it's not too much trouble - publish a screenshot from MT5 tester with balance chart - as in the article

I haven't read the article yet.

 
Promptly read :-)))
https://www.mql5.com/ru/job/135527
 
Denis Kirichenko:
Promptly read :-)))
https://www.mql5.com/ru/job/135527
It's not clear why you need to order anything. Everything is posted for free)
 

As for the pattern...

You, in fact, open positions against the trend (the trend is highlighted through the predominant number of candles of the same direction), and then, for some reason, the position is opened not along the trend, but in the opposite direction!

If you call a possible future reversal a pattern, then there is logic in it. But in a practical sense, it is very risky, as it is not known in advance whether there will be a reversal or a minor correction and the trend will continue without a reversal.

Therefore, it is no coincidence that during testing there is a rather large drawdown even in the absence of a stop loss (of course, with a stop loss, the drawdown will be much larger).

As for the algorithm's self-adaptation... I will refrain from commenting.

But in general, the article is illustrative and interesting.

Совершение сделок - Торговые операции - Справка по MetaTrader 5
Совершение сделок - Торговые операции - Справка по MetaTrader 5
  • www.metatrader5.com
Торговая деятельность в платформе связана с формированием и отсылкой рыночных и отложенных ордеров для исполнения брокером, а также с управлением текущими позициями путем их модификации или закрытия. Платформа позволяет удобно просматривать торговую историю на счете, настраивать оповещения о событиях на рынке и многое другое. Открытие позиций...
 
Aleksandr Masterskikh:

As for the pattern....

You, in fact, open positions against the trend (the trend is highlighted through the predominant number of candles of the same direction), and then, for some reason, the position is opened not along the trend, but in the opposite direction!

If you call a possible future reversal a pattern, then there is logic in it. But in a practical sense, it is very risky, as it is not known in advance whether there will be a reversal or a minor correction and the trend will continue without a reversal.

Therefore, it is no coincidence that during testing there is a rather large drawdown even in the absence of a stop loss (of course, with a stop loss, the drawdown will be much larger).

But in general, the article is illustrative and interesting.

The degree of riskiness of opening in the direction or against the trend depends on whether the market is trending or flat. I wrote about it here https://www.mql5.com/en/articles/8184/91958#!tab=article. If the market is trending, you should open on the trend, if it is flat, you should open against the trend.

Forex is neither trending nor flat, it makes no difference whether you open on the trend or against the trend, the result will be the same. I can invert the logic, the robot will open on the trend, but the result will be similar, it has already been analysed.

 
Maxim Romanov:

...Forex is neither trendy nor flat, there is no difference in how to open, trendwise or counter-trendwise, the result will be similar. I can invert the logic, the robot will open on the trend, but the result will be similar, it has already been analysed.

That's new!

The result will probably be about the same, but not because"Forex is neither trendy nor flat", but because such a trading system is questionable in any direction.

 
Aleksandr Masterskikh:

This is new!

The result will probably be about the same, but not because"Forex is neither trendy nor flat", but because such a trading system is questionable in any direction.

This is something new by the fact that people are used to predicting the same statements written once by someone for no clear reason. Few people are willing to turn on their heads and test some assertion. My experience is not limited to the robot shown and I have already verified the statement that it is safer to trade along the trend than against it. It is not safer, there is absolutely no difference if you don't understand what you are doing, and if you do, there is no difference. And moreover, all these trader's truths are written not for Forex, but for the stock market. And the stock market works differently. There I can show when it is safer to trade on the trend, and when it is against the trend, justify the probabilities and calculate everything. Indeed, sometimes it is safer to trade on the trend on the stock market. I also have an article about it, confirming this statement with a primitive algorithm. And here it is https://www.mql5.com/en/articles/8231.

Perhaps someday I will write an article about the difference between the stock market and forex, if I am not lazy.

Научный подход к разработке торговых алгоритмов
Научный подход к разработке торговых алгоритмов
  • www.mql5.com
Торговля на рынках без торговой системы с вероятностью, стремящейся к 100%, неизбежно приведет трейдера к потере своего депозита. Неважно, на каких рынках торгует трейдер, долгосрочный результат неопытного трейдера закономерен. Для того, чтобы зарабатывать на рынке, нужна торговая система или алгоритм. Существует множество торговых систем и...