Discussion of article "Developing a self-adapting algorithm (Part I): Finding a basic pattern" - page 3

 
Maxim Romanov:

This is something new because 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.

Traditional methods of analysis are really outdated - starting from indicators and ending with classical candlestick analysis. In this sense I agree with you - with such tools the accuracy of finding entry points is so low that the direction of entry almost does not change the result. There are also peculiarities of different markets in terms of the nature of trends.

However, trading on a trend is more reasonable, at least because the amplitude of a trend is always greater than the amplitude of a correction (except for a complete reversal).

 
fxsaber:

Haven't read the article yet.

failed to run in MQL5 - I removed errors: replacing extern with input, a couple of errors on changing constants.

starts in MT5 tester - but does not trade, there is a high probability that it does not want to work with global terminal variables in MT5.


in general, if the author is satisfied, it means it was designed that way, let him trade.

 
Igor Makanu:

failed to run in MQL5 - errors removed: replacement of extern by input, a couple of errors on changing constants

starts in MT5 tester - but does not trade, it is highly probable that it does not want to work with global terminal variables in MT5.


In general, if the author is happy with it, then it was designed that way, let him trade.

I haven't used this robot for a long time, it was for testing the idea, so I didn't transfer it to MT5. And I don't recommend to bother with it. In the next article I will post an improved version, it makes sense to transfer it to mt5.
 
Aleksandr Masterskikh:

However, trend trading is more appropriate, if only because the amplitude of a trend is always greater than the amplitude of a correction (except for a complete reversal).

It is important to note that the correction amplitude is smaller than the trend amplitude in stocks! There are fundamental reasons for this there. On bitcoin, on usdrub. Although the reasons are different on the ruble than on stocks. On majors like eurusd, I haven't found any confirmation at all that it works. Maybe, I won't say it can't be at all, but I haven't found any causes or effects. I continue to research in this direction though, maybe one day I will be able to tell you exactly what you need to do to make trend trading on forex majors make sense. So I will not prove that it 100% does not work, it is possible that there is a very tricky and not obvious pattern. But as most people understand it, it doesn't matter whether it is trend-following or counter-trend.
 

When it comes to forex regarding trend and non-trend trading.

I have studied many trading strategies and everyone has seen many screenshots where an indicator (any indicator) shows perfect entries.

Is that the thought that doesn't come to mind? The market always looks the same on these screenshots. On the screenshots of pro-trading courses, all screenshots are the same. But the market looks different.

The market has not only the state of trend and flat. It has a state of some patterns, like a melody of 7 notes. But at first the market plays with some patterns for 2-3 months, then with other ones. All this repeats. The percentage of successful traders is just a funny deviation. Just when everyone learns the same thing, sooner or later the strategy will work, because the market at the moment operates with those patterns, which coincided with the learnt strategy. I will not go into details further. You are too stupid to be clever) No one will teach you how to trade plus. Except for the fact that the man-management will allow you to sit through minus phases of the market that do not fit the strategy.

 
I would like to support the author, almost all robots that I made ended up being reduced to the burden of this very pattern. There is not even a pattern, but the physics of the market. The market is flat because buy-sell-buy-buy-sell-buy-sell. It is an oscillating process that will never stop. Elliot waves, if you want, work according to the same scheme, but there are clearly defined waves, clear. And there are those waves that are hidden in candlesticks. The only thing I do not understand is how the price keeps rolling back almost the full value of the price movement. On small timeframes there is no such thing. By the way, the lot can be increased carefully, towards the end, the technique is working, although dangerous. You can also choose the direction of the fan only in the direction of a positive swap, so part of the spread can be repelled, if not the whole, as I understand protracted fans hang there for a long time, which with a drawdown
 
Evgeniy Ilin:
I would like to support the author, almost all robots that I made ended up being reduced to the burden of this very pattern. There is not even a pattern, but the physics of the market. The market is flat because buy-sell-buy-buy-sell-buy-sell. It is an oscillating process that will never stop. Elliot waves, if you want, work according to the same scheme, but there are pronounced waves, clear. And there are those waves that are hidden in candlesticks. The only thing I do not understand is how the price keeps rolling back almost the full value of the price movement. On small timeframes there is no such thing. By the way, the lot can be increased carefully, towards the end, the technique is working, although dangerous. You can also choose the direction of the fan only in the direction of positive swap, so part of the spread can be repelled, if not the whole, as I understand protracted fans hang there for a long time, which with a drawdown
The price does not roll back to the full movement. There is an interesting peculiarity. If it is a stock, the pullback is always less than the movement (upward movement, downward pullback) and there are fundamental reasons for it, I have identified them. But I have not built a working model on forex yet. It seems to me that in forex the pullback is always bigger than the movement. And the movement can be in any direction and the pullback will be bigger. Forex is like an expanding sinusoid, which has an increasing period and amplitude.
 
Maxim Romanov:
The price is not on a full retracement. There is an interesting peculiarity there. If it is a stock, the pullback is always less than the movement (upward movement, downward pullback) and there are fundamental reasons for this, I have identified them. But I have not built a working model on forex yet. It seems to me that in forex the pullback is always bigger than the movement. And the movement can be in any direction and the pullback will be bigger. Forex is like an expanding sinusoid, which has increasing period and amplitude.

Everything is understandable, the amplitude of the waves depends on the trading volumes, new players come, respectively, volatility increases and as a consequence the average size of candles. The period grows for the same reason, because each layer of traders trades its own timeframe and the inertia of each layer increases, as a result, all amplitudes and periods of fluctuations increase, along with the size of trends and their duration. And the fact that on Forex the pullback is always greater than the movement is very interesting, I just did not check it because I worked on small timeframes (probably in pursuit of the number of orders, although I instinctively understood that it is better to move to high ones, at least because of the spreads high), but I could not find patterns on high ones for some reason. Plus, the sample becomes extremely small, so it becomes uncomfortable. It is hard to trust such a small sample. It seems to me that a bigger pullback is connected with the fact that the market artificially creates a part of the movement to collect the stops of the players, and some of the stops are below the beginning of the half-wave, so they pull until the end until enough stops are collected, and the stops help it in this, plus new players start to enter on the reversal and also help it

Документация по MQL5: Торговые функции / OrdersTotal
Документация по MQL5: Торговые функции / OrdersTotal
  • www.mql5.com
Не следует путать между собой действующие отложенные ордера и позиции, которые также отображаются на вкладке "Торговля" в панели "Инструменты". Ордер – это распоряжение на проведение торговой операции, а позиция является результатом одной или нескольких сделок.
 

I think this analysis would be worth checking out for BO. If the analysis is reduced to candlesticks. And if the analysis is reduced to equal deviation, then it is absolutely necessary to check it on renko charts.

If my words suddenly influence the creation of the grail, I will be glad to receive a copy of the algorithm (even with dll binding) in a private message).

 
Vitaliy Kuznetsov:

I think this analysis would be worth checking out for BO. If the analysis is reduced to candlesticks. And if the analysis is reduced to equal deviation, it is absolutely necessary to check it on renko charts.

If my words suddenly influence the creation of the grail, I will be glad to receive a copy of the algorithm (even with binding via dll) in a private message).

Already checked on renko) not exactly renko, the algorithm is a bit different, but I will show the result, in one of the next articles. And there the idea will go very far, much further than a simple application on renko.