Discussion of article "Combination scalping: analyzing trades from the past to increase the performance of future trades"

 

New article Combination scalping: analyzing trades from the past to increase the performance of future trades has been published:

The article provides the description of the technology aimed at increasing the effectiveness of any automated trading system. It provides a brief explanation of the idea, as well as its underlying basics, possibilities and disadvantages.

Imagine: there is a cannon (a trading system or an algorithm) and 2 boxes of shells — one with positive (profitable) trades, and the other with negative (losing) trades. If you shoot them and study the craters on the battlefield, it turns out that some positive deals never fall into negative craters throughout the shooting history.

Visually, it might look like this:

Figure 1. Digital field of trading history

Figure 1. Digital field of trading history

Author: Oleg Besedin

 

thanks for sharing knowledge!

So, what you mean is that one of the way to improve a trading system, is to include some time expiration function after an opened position and then optimize this time variable?

 

Great contribution!

Although I'm still researching this way of finding patterns (my code is still very crude), the idea of adding specific forced timing closed on top of the original strategy closing has already added great value to a couple of my own EAs, increasing their performance even on OOS and Validation data samples. 

 



Thank you so much!

 
As part of the research of this "Combination Scalping Method", Agreed Forex Levels were found. This is briefly written at the end of the this article. Since then, I have devoted all my time to exploring these levels. And the preliminary results are impressive! Even simple trading algorithms work effectively, and there are many options for trading strategies. Research for the years ahead!

GBPUSD, H1

Agreed Forex Levels on Chart


Each level (horizontal line) is 225 pips.
Each dot is a 225 pips movement.

Examples of other trading weeks and Agreed Forex Levels:

GBPUSD, 01-05 February 2021

Total pips per week = 11025 pips


GBPUSD, 01-04 June 2021

Total pips per week = 7650 pips  


GBPUSD, 17-21 May 2021

Total pips per week = 8325 pips


GBPUSD, 22-26 February 2021

Total pips per week = 21825 pips.   2182 points per week!


Who is looking for the treasure? Here it is! You just need to take it.

 
This article makes me think of dynamic stop loss and take profit, which could be used in optimization to tell you at which profit and stop loss level providing you the best profit margin.
 
Positive thinking, But the statistical method is wrong, the absolute value should not be used at bar.  Using absolute value statistics, the sample size in a single case must be very small.  The statistics don't tell anything.  It can be improved according to the idea.
 
Thank you very much
 
Oleg Besedin #:
As part of the research of this "Combination Scalping Method", Agreed Forex Levels were found. This is briefly written at the end of the this article. Since then, I have devoted all my time to exploring these levels. And the preliminary results are impressive! Even simple trading algorithms work effectively, and there are many options for trading strategies. Research for the years ahead!

GBPUSD, H1



Each level (horizontal line) is 225 pips.
Each dot is a 225 pips movement.

Examples of other trading weeks and Agreed Forex Levels:



Total pips per week = 11025 pips



Total pips per week = 7650 pips  



Total pips per week = 8325 pips



Total pips per week = 21825 pips.   2182 points per week!


Who is looking for the treasure? Here it is! You just need to take it.

Thank you very much
Reason: