Stable MTS

 

Colleagues, share your experiences. Has anyone seen any real trading advisors that are more or less stable in any type of market.

Clarification:

I'm not asking this question in search of a grail or freebie. Firstly, I want to know if we can believe in various stories about superprofitable trading robots.

Secondly, I'm interested in a very specific question for developers (don't tell me that it's a trade secret) - what parameters in ATSs are achievable and which of them can be considered good, and which are mediocre and hackwork?

A developer came to me and showed me his TS. I've looked at trade statistics and immediately realized that the system is weak. Or vice versa - the system shows fantastic results, at the level of the best of the best. It means that I am either a genius or I am being cheated.

In fact, I need an ETALON of a good system to distinguish flies from cutlets.

P.S. I would ask you to speak on the merits, without verbiage and pretty phrases. If you have nothing to say, please talk in another thread, there are many.

 

I suppose there is no such thing.

By the way, how do you envisage it?

 
Yuriy Asaulenko:

I suppose there is no such thing.

By the way, how do you envisage it?

As an algorithm that earns little by little, the main thing being that the drawdowns are not catastrophic (within 10%). I've heard stories about them, I've seen pictures with capital charts, but I have never managed to test one.

Well, I'll ask a more specific question, has anyone seen here in the Market algorithm, which when tested, at least a little closer to the ideal, with a max. drawdown <10%, and the recovery time after DD at least 3-4 months.

 
Oleg Shenker:

As an algorithm that earns a little bit, the main thing is that the drawdowns are not catastrophic (within 10%). I've heard stories about them, I've seen pictures of capital charts, but I've never managed to test one.

Ok, I'll ask a more specific question, has anyone seen here in the Market algorithm, which when tested, at least a little closer to the ideal, with a max drawdown <10%, and a recovery time after DD at least 3-4 months.

This is another challenge. Originally it was

Oleg Shenker:
Has anyone seen any real trading advisors that are more or less consistently making money in any type of market.

It's not possible.

 
Such advisers do exist, I know that for a fact.
 
Oleg Shenker:
Colleagues, share your experiences. Has anyone seen real trading advisers that are more or less stable in all types of markets.

There is no way that one Expert Advisor can work consistently in all markets!

 
prostotrader:

There is no way that one advisor can work consistently in all markets!

Even a human being is not breathing steadily ... But from say 2006 to the present year there is no one who has lost money.
 
prostotrader:

There is no way that one advisor can work consistently in all markets!

Maybe, of course, you need to think outside the box. I think that if an EA only works on one instrument, it is a bad EA.
 
Maxim Romanov:
Maybe, of course, you have to think outside the box. On the contrary, I think that if an EA only works on one instrument, it is a bad EA.
If you understood the full structure of the market, you wouldn't say that...
 
Oleg Shenker:
Colleagues, share your experiences. Has anyone seen any real trading EAs that are more or less stable earning in any type of market.

In any case, a robot is just a tool, until there are hammers that design houses and hammer nails themselves. The situation here is about the same. I usually make EAs multicurrency. So the answer is yes, there are such EAs, but they are not grails, there is always a risk and it should be taken into account. The last Expert Advisor that I am going to use now, has been successfully tested for 1.5 years on 16 currency pairs and shows profitability on tests about 10% monthly. The drawdown is about 30%. If you reduce the yield, it has been running tests since 2000, but there the yield turns out to be about 25% per annum. It should appear in the Market within a month. After that I will start to develop another EA and then another one. That is the secret, always develop something new.

If you need an Expert Advisor with one button "Make money", they do not exist, I mean that they probably do, but I doubt their stability. In any case, the developer should always modify them.

 
azfaraon:
If you fully understood the structure of the market, you wouldn't say that...

Oh, right, I forgot, I don't know anything about markets and pricing... liquidity... ...about stock market operations.

What is the structure of the market, that would prevent creation of Expert Advisor that works in any market?

Reason: