Market theory - page 204

 
Yousufkhodja Sultonov:
Now, indeed, 51% of winning positions, kudos to you!
% should be 50-52% of longs + and 50-52% of shorts + and as a result average % of total 50-52% .And by number longs and shorts should not differ more than 1-3%
 

this is from the system report

Short positions (% of winners)4183 (51.90%)Long positions (% win)4181 (51.57%)
Profitable trades (% of all)4327 (51.73%)Loss trades (% of all)4037 (48.27%)
Largestprofitable trade240.00losing deal-135.00
Averageprofitable deal40.73Deal loss-38.95

It is not that to measure something ... This system works since 2006 ... But it not pipsovchnyj and result is considered only in annual calculation

 
azfaraon:
% should be so 50-52% of longs + and 50-52% of shorts + and as a result average % of total 50-52% .And by number longs and shorts should not differ more than 1-3%

On H4 from the beginning of March 2005 to present time, it is also not possible to equalize shorts and longs at TP=SL=500pp:

Bars in test 16384
Ticks modelled 32666
Modelling quality n/a
Mismatched charts errors 0
Initial deposit 100000.00
Spread Current (13)
Total net profit 1213675.26
Gross profit 2858979.97
Gross loss -1645304.71
Profit factor 1.74
Expected payoff 78.49
Absolute drawdown 71909.63
Maximal drawdown 260827.42 (26.40%)
Relative drawdown 75.49% (86505.96)
Total trades 15463
Short positions (won %) 7138 (48.21%)
Long positions (won %) 8325 (47.20%)
Profit trades (% of total) 7370 (47.66%)
Loss trades (% of total) 8093 (52.34%)
Largest
profit trade 510.89
loss trade -505.41
Average
profit trade 387.92
loss trade -203.30
Maximum
consecutive wins (profit in money) 843 (424700.69)
consecutive losses (loss in money) 403 (-47555.37)
Maximal
consecutive profit (count of wins) 424700.69 (843)
consecutive loss (count of losses) -96545.89 (239)
Average
consecutive wins 36
consecutive losses 40

 
Yousufkhodja Sultonov:

On H4 from early March 2005 to present, also fails to equalise shorts and longs at TP=SL=500pp:


Yusuf. There is no need to equalise them. This system does not work by this principle, but by identifying the direction of the market. If the direction is ascending, then longs prevail, if descending - shorts. The market trend was not necessarily 50 longs/50 shorts during this period of time. It means that the ratio of long / short positions was not 50/50.

You need to seek fidelity in your entries. You have a lot of extra ones. You can see that the market is clearly in a pullback, but you still open positions. You should expect a reversal in the direction of the trend after a pullback, rather than the simple averaging.

Further - you do not need a swing. Do not close an open position with an opposite signal (close everything that is in the plus by half of the volume and bring it to Breakeven, everything that is in the minus, if you have opened an opposite position - let it remain in the tray until a stop - something will be taken by the stop, and the rest may turn into gains)

 
azfaraon:
% should be 50-52% of longs + and 50-52% of shorts + and as a result average % of total 50-52% .Also by number longs and shorts should not differ more than 1-3%

"The % should be..." -- Bullshit... That percentage of longs/shorts owes nobody anything.

In fact, the system can be based only on longs or only on shorts, i.e. longs / shorts percentage may be 100 / 0 or 0 / 100.

Basically, this ratio is about nothing.

 
Artyom Trishkin:

Yusuf. There is no need to equate them. This system does not work on this principle, but on identifying the direction of the market. If the direction is upward, then longs prevail, if downward - shorts. The market trend was not necessarily 50 longs/50 shorts during this period of time. It means that the ratio of long / short positions was not 50/50.

You need to seek fidelity in your entries. You have a lot of extra ones. You can see that the market is clearly in a pullback, but you still open positions. You should expect a reversal in the direction of the trend after a pullback, rather than the simple averaging.

Further - you do not need a swing. Do not close an open position with an opposite signal (close everything that is in the plus by half of the volume and bring it to Breakeven, everything that is in the minus, if you have opened an opposite position - let it remain in the tray until a stop - something will take a stop and the rest may turn into gains)

If you have a good idea, you may start a winning position. If only for the sake of images. Can you do it?
 
MASTERXAYS:
Artem, so make such a bot. At least for the sake of pictures. Can you do that?
Sure I can. But what's the point for me?
 
Artyom Trishkin:
I can do it, of course. But what is the point for me?

For the sake of meaning! :-)))

example of the ToR.

1.Trade on m1 1000 bar to market price line with averaging.

2. Your options.

 
 
Alexander Ivanov:

Well done. Now, you need to learn how to comment on your screenshots so that it is clear to the participants, roughly as follows:

1. By the beginning of Friday's session on 30. 07 The bear market turned bullish, after the Bulls attacked;

2. In the Asian session the market changed hands repeatedly, but, neither side was able to break the market's mood to flat;

3. By the start of the European session, the Lion took control of the market and established a tight flat until the release of important news;

4. Before the news release the market turned bullish and the indicator is ready to correctly reflect the process of preparation for the news release on the market;

5. The outcome of the news: Bulls impulse for a sharp rise in price, the market price P (Bears) did not support and this means that the price should return to its original state, which happened subsequently, this opportunity could be used to increase the buy from the high price;

6. Moreover, the Bears themselves got the price to manage peacefully at the Leo level at 7pm and the market remained bearish until the end of the US and generally, the afternoon session;

7. On Monday 03 08, around the red marker at 1-30, the Bulls attacked the Bears and took over the price and the market became bullish.

Roughly, so. Let's learn to understand the new market theory with the indicator.

Reason: