Forex strategies - page 10

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paukas:
50 is not enough. We should have 100.
In fact, 50 won't be enough at the same time. You have to take working tools, and there's a maximum of 25.
 
more:

It looks silly, but it's worth a try.

There's probably nothing to do in forex with a normal psyche.

It'smore difficult to "WINNING" a PROFIT, by the way, than to sitting on a loss !



You should try it, but not in the literal way I wrote it. I wrote it from the ball, I just tried to reverse the pseudo-strategy and make anti-pipsing from pipsing. You can even say I took it as a joke. But really, there's a bit of a joke in every joke... of a joke. I will try this on the demo:

- Take TF D1. We determine the trend. We clearly see it without indices. If we need a trend indicator to see the trend, it means there is no trend there, so we stop &&& on this currency pair and take another one that has not less volatility and also a small spread. We wait for the pullback. The pullback comes.

- We take the TF M15. It is clear that there we clearly see the opposite trend as there is a pullback on D1. We wait when the trend reverses. We move the stop order to the opening closely behind each obvious extremum. It works. We put a stop for the current, most recent local extremum at M15. On the history, it often does not exceed 50-60 pips. I.e. we set the moose by the 15-minute standards, but we set the take line by the day standards. I do not know exactly, but let it be 300. Why 300? Well, let's say 300 is less than the average height of weekly candlesticks. Also, the price can pass twice as much distance on the daily chart without a pullback. A moose triggers - so what, we wait for the next signal, in the same direction, in the direction of the daily trend. We set the next order.

Do you think it may work? I looked at the history and found positive results. I will test it the right way when I have time. (I mean I do it manually, I have no Expert Advisors). It may seem that there will be too many losses, but I was astonished to see that it was not so. They are overlapping with profits. Maybe, I was watching the wrong months and it accidentally caused some kind of fitting...

 
goldtrader:

You're not checking well:

- The expectation above 6000 with an incremental lot says exactly nothing,

- Modeling quality is n/a,

- If you look closely at your chart, you can see that the TS at least did not earn anything on the last 500 or so trades. And this is the period where there is an M1 story.

.

Conclusion: set a SUSTAINABLE 0.1 lot (to estimate the real expected payoff), download the M1 history, and achieve 90% (or 25% for M1) modelling quality. Chances are, after that the idyll will disappear.

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
Period15 Minutes (M15) 2010.04.01 01:45 - 2010.12.24 16:59 (1970.01.01 - 2011.01.09)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)

Bars in test18495Ticks modelled36890Modelling qualityn/a
Mismatched charts errors0




Initial deposit10000.00



Total net profit5598.94Gross profit6558.96Gross loss-960.02
Profit factor6.83Expected payoff28.71

Absolute drawdown231.09Maximal drawdown1270.41 (11.40%)Relative drawdown11.40% (1270.41)

Total trades195Short positions (won %)88 (95.45%)Long positions (won %)107 (85.05%)

Profit trades (% of total)175 (89.74%)Loss trades (% of total)20 (10.26%)
Largestprofit trade151.03loss trade-182.08
Averageprofit trade37.48loss trade-48.00
Maximumconsecutive wins (profit in money)60 (2510.56)consecutive losses (loss in money)5 (-420.42)
Maximalconsecutive profit (count of wins)2510.56 (60)consecutive loss (count of losses)-420.42 (5)
Averageconsecutive wins13consecutive losses2

 
albe:

1) Yes, it's obvious from the picture - he was increasing LOT, but he hid the LOT size.

2) You have to test without changing the LOT or else it's all rubbish!!!

1. he didn't hide the lot build-up. That's what he wrote: aggressive lot increase is part of the strategy. And he didn't hide the lot size either - nobody asked him. ;)

2. There is such a theory. I don't support it. What about adaptive MM? This case, by the way, could also be classified that way. :)

 
paukas:
Most of the time not doing shit, oddly enough. The less time you are in the market, the less risk there is.

What do you do less of the time?
 
Byte:

and the lesser part of the time what to do?
Be in the market. Oddly enough, it can be profitable.
 
artikul:

You see, I'm a meticulous and anal-retentive person )))) I check everything myself )))) So, here is the result of using only two functions - iClose and iVolume))) When the expectation is greater than 6000, do you agree that it makes no difference what these same volumes display))))


Can someone post the expert of this strategy for testing?
 
artikul:


Here's a turkey, so you don't suffer too much ))))


What colour bars to use for placing stop orders, and whether to place stops on open positions?
 
tara:
Being in the market. Oddly enough, it can be profitable.


So it turns out that you need to be in the market for the last 100 bars/candles less of the time?

:)

 
MetaDriver:

1. he did not hide the build-up of the lot. He wrote: Aggressive bidding is part of the strategy. He didn't hide the lot size either - nobody asked. ;)

2. There is such a theory. I do not support it. What if it is adaptive MM? This case, by the way, could also be classified that way. :)

double LOTS(int index)
{   
   if(Lots>0) return(Lots); 
   if(Step>0) int F=AccountBalance()/Step; else return(MINLOT(index));
   if(F>0) F--;
   return(MathMin(MINLOT(index)+LOTSTEP(index)*F,MAXLOT(index)));
}
Lots and Step - external variables, index - symbol number (EA is multicurrency). After reaching the maximum allowed lot size, you can say that the Expert Advisor is trading with a constant lot size ))) Although, if you specify the lot size explicitly, there will be no increase. ))) But why cut profit when the market goes in your direction? )))
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