Discussion of article "Developing a self-adapting algorithm (Part II): Improving efficiency" - page 10

 
Maxim Romanov:

then the input discreteness should be floating and depend on something. I did not try to figure out how to realise it and started developing an improved algorithm. The fact that it opens trades at the same level is done on purpose, the pattern of time discretisation is used here. I had an idea to use pairs of shares, such as GAZP/SBER, for trading and redesign the algorithm accordingly. Read the next 2 articles, the algorithm described there was developed with consideration of trading on shares, and the 4th article even has tests on shares. It is significantly different from this one.

Well, in my practice it is (max - min for all time )/ 8. Why 8? I work with that number. I'll read the articles. Right now I'm sitting here squeezing balloons waiting for a correction. ))))

 
Fantastic work, and some really useful methods outlined in source code which is so rare. Having looked at it, if I wish to increase risk and profitability proportionately, I think I am right in saying it is simply necessary to change, for example, the Lot_1 setting under each pair from .1 to .2. Am I correct? I am still working my way through understanding the code in full...
 
Andrew Thompson:
Fantastic work, and some really useful methods outlined in source code which is so rare. Having looked at it, if I wish to increase risk and profitability proportionately, I think I am right in saying it is simply necessary to change, for example, the Lot_1 setting under each pair from .1 to .2. Am I correct? I am still working my way through understanding the code in full...
thank.  Yes, in order to proportionally increase the risk and profit, you need to increase the lot from 0.01 to 0.02.  But there are still several methods for automatic correction of the lot based on the size of the deposit or on the current volatility.
 

I've turned into a trader's lapdog.

It's really like a grid. Just a little bit more and the deposit is kaput. ))). Good centovik.

Drawdown.

 
Aleksandr Dziuba:

I've turned into a trader's lapdog.

It's really like a grid. Just a little bit more and the deposit is kaput. ))). Good centovik.

It happens when you set it up wrong. That's why I am developing a new one.

 
Maxim Romanov:

It happens when you set it up wrong. That's why I'm designing a new one.

Then it's not self-adaptation. A new algorithm is great. But here dry your oars, gentlemen ))))

 
Aleksandr Dziuba:

Then it's not self-adaptation. A new algorithm is great. But here dry your oars gentlemen ))))

This one is not adaptive. There are some elements of adaptation, but in general it should be optimised for each tool.
Fully adaptive in the next articles. But even on this one you can make money.
 
Maxim Romanov:
This one is not adaptive. There are some adaptive elements in there, but overall it needs to be optimised for each tool.
Fully adaptive in the following articles. But even on this one you can make money.

Of course you can earn. But you can also drain )))). The stop worked at 40% of the deposit. Good centovik. Tested the work. It's not good enough for a netmaker. Honestly. And why did I lose it? Because the mmrtingale is not controllable. The next algorithm I think will also drain. I read the article. The robot will have the same mistakes with positions. That's my opinion. I will improve this robot. Already realised the shortcomings. I'll introduce a classic grid. I will introduce grid zones and more. Good experience. It's been a long time since I lost 50% of my deposit. ))))).

 
Aleksandr Dziuba:

Of course you can make money. But you can also lose )))). A stop on 40% of the deposit worked. Good centovik. Tested the work. It's not good enough for a netmaker. Honestly. And why did I lose it? Because the mmrtingale is not controllable. The next algorithm I think will also drain. I read the article. The robot will have the same mistakes with positions. That's my opinion. I will improve this robot. Already realised the shortcomings. I'll introduce a classic grid. I will introduce grid zones and more. Good experience. It's been a long time since I lost 50% of my deposit. ))))).

It's strange, of course, that you lost it so quickly. Probably the settings are super aggressive or not correct at all. I worked much longer. To lose in a week is a level. Once again it shows that it is not enough to get a robot, you need to know how to use it. This robot has made me a lot of money and managed large accounts.

I've only just noticed that the lots are big, and that's the result. It is necessary to reduce 10 times. In general, there are a lot of settings, everyone can do what he likes. I used lot 0.01 for 10000. but I am sure you can find more aggressive and stable settings.

 
Maxim Romanov:

It's weird that it got drained so fast. Probably the settings are super aggressive or not correct at all. It took me a lot longer. To lose in a week is a level. Once again it shows that it is not enough to get a robot, you need to know how to use it. This robot made me a lot of money and managed large accounts.

I've only just noticed that the lots are big, and that's the result. It is necessary to reduce 10 times. In general, there are a lot of settings, everyone can do what he likes. I used lot 0.01 for 10000. But I am sure you can find more aggressive and stable settings.

Lot. 0.1 because it's a centovik. 200 positions max. 56 positions were opened. Total drawdown was 5000 cents out of 15000 deposit. I don't know why the whole instrument closed. Any log messages? You know. I haven't got into your robot yet. It was interesting to see how the default settings of the set 26 that you suggested work.