The battle: an efficient market and a TS with a positive maturity expectation. Who will win? - page 8

 
meta-trader2007 писал (а):
My TS - improper parameter optimisation and leaks..... I did not manage to prepare my Expert Advisor well - before the end of registration an error was detected and I managed to fix it only on the last day of registration. :(

Sorry for cutting the posts and replying to individual thoughts!

it's your experience! that in the EA the TS and STRATEGY are wrong and were just tweaked, maybe you took an unfortunate pair!

GBPJPY is a very profitable pair, but it's also very unprofitable!

a good EA should not only react to one pair!

Every pair cannot live on its own!

if your Expert Advisor does NOT read GBPUSD and USDJPY data, it will trade GBPJPY like a blind child!

 
YuraZ: Note the leader - it's true he is not the leader now, but apparently he can win with a high probability!

having only opened once on the canadian!

3 entries count as one trade! he has a great chance to win - but if the Canadian goes into a prolonged flat until the end of the year, he will have no chance for 1 2 3 places

or does anyone think that the dollar's yearly trend reversed yesterday?


IMHO his chances now depend more on how quickly the EA closes these three positions. A very high probability of a rate cut by the Bank of Canada, which the market has already reacted to by a rate correction. Also the probability of trend reversal on CAD or at least a very deep correction is great. And it's time for the greenback to get back on its feet - it's too speculative to get stoned :)
 
goldtrader:

There is also a good chance of a trend reversal on the CAD or at least a very deep correction. And it's time for the greenback to get back on its feet - too speculative to get stoned :)


I guess it's already pure fundamentals!

when the greenback will stand up will only be decided by AMERICAN capital!

In the meantime, they benefit a lot from a cheapening dollar! (AMERICAN DEBT, which is very high in dollars)

(AMERICAN OIL COMPANIES that are spread all over the world - not surprisingly America produces a lot of oil in foreign territories) and they are very happy about it!

 
People, for fuck's sake, use quoting intelligently. Why quote several large nested posts for the sake of a few lines of reply?!
 
meta-trader2007 писал (а):
I just wrote that the TS to win consistently must be adaptive to volatility!
I don't see the problem. I've been using the script for a long time, which I sketched out in a couple of minutes about a year and a half ago. I'm ashamed to show it here - it's so simple. The essence of it: calculation of the arithmetic mean of a bar (you can set the body only, or you can set the shadows). The parameter is the number of bars. I measure it once or twice a month at those TFs and instruments that I trade with. In principle, I can integrate this measure as a function in any Expert Advisor (taking into account the required periodicity of its operation) and obtain an adaptive MTS. You can develop other volatility estimation criteria if you do not like this one.
 
Mathemat:
People, for fuck's sake, use quoting intelligently. Why bother quoting several large nested posts for the sake of a few lines of reply?!

I second that.
 
Mathemat:
meta-trader2007 wrote (a): Stop? Are you saying that you have to give up - admit that you can't make money on forex, and withdraw your depo balances from your account and go to the factory? :-) If you want you can do so and I will continue to fight the market.

Conformity to the market - means that the trading system must indicate the points of entering the market so that each and every pose has a positive mathematical expectation for any market volatility. There is a mathematical expectation for each specific trade, of course, it would be better to say that this mathematical expectation should be potential, or rather it should be 100% probability of the positive outcome of a trade. This probability should be provided by adaptivity of the system to any volatility: from flat +-10 pips to large trends and sharp, powerful movements.


I apologize for replying so late. Meta-trader2007, I'm not giving up, I'm looking too. Foreh is a good drug: addiction usually happens immediately. It's been over 4 years since I first got to know it, and I'm still sniffing around - and I know I'll keep doing it.

Regarding your second paragraph... I think you need to read up on the basics of terver/statistics. "...so that each and every pose has a positive mathematical expectation" - that's, sorry, illiterate. It's not just one pose that has a mathematical expectation, it's the totality of them.

Well, three additional pages of this thread, it seems to me, have not brought you closer to the idea of constructing this system. Or do you think that knowing how, what and from whom is allegedly taken away on Foreh, you will know where to enter and exit?


Well, better late than never. :)
I´ve been dealing with Forex since less than I knew about it in the summer of 2005. I first got to know about it in summer of 2005. And I understood at once that I have to create a program, not to trade by hand, but the market volatility made it impossible to gain profit with my TS. So I came to a conclusion about the need of an adaptive TS.
And in the second paragraph I wrote: "I should rather speak about 100% probability of trade success.
The mathematical expectation is of course calculated for several trades. Here I mean probability very, very close to 100%.
Instead of discussing how to create the best adaptive TS, they argue with me all the time: nonsense - nonsense, nonsense - nonsense...
You don't need to know how to take away what and where.... it is meaningless.

Stop arguing - pips do not grow from this. Let's not argue, let's create an adaptive TS, capable of pumping a lot of money out of the market!
 
goldtrader:
meta-trader2007 wrote (a):
I just wrote that the TS to win consistently needs to be adaptive to volatility!
I don't see the problem. I've been using the script for a long time, which I sketched out in a couple of minutes about a year and a half ago. I'm ashamed to show it here - it's so simple. The essence: calculation of the arithmetic average of the bar (you can only use the body, you can include shadows). The parameter is the number of bars. I measure it once or twice a month at those TFs and instruments that I trade with. In principle, I can integrate this measure as a function in any Expert Advisor (taking into account the required periodicity of its operation) and obtain an adaptive MTS. You can develop other volatility estimation criteria if you do not like this one.
What does volatility have to do with it? The rate in a thin market can slowly move a couple of figures. The classical method has been known for a long time - trailing for adjusting the system to the movement. What is more important for MTS is the right entry.
 
YuraZ:
meta-trader2007 wrote (a):
Why six months ? - The market changes during this time and the pattern on which the EA was winning no longer gives profitable entry points ?
My TS is incorrectly optimising the parameters and is leaking..... I did not manage to prepare my EA well - before the end of registration an error was detected and I managed to correct it only on the last day of EAs acceptance :(



Note the leader - it's true, he is not the leader now, but it seems he has a high probability of winning!


having only opened once on the canadian!


3 entries count as one trade! he has a great chance to win - but if the Canadian goes into a prolonged flat till the end of the year, he will have no chance for 1 2 3 places



or who thinks yesterday was a reversal of the yearly trend of the dollar?



Take a better look at Axelforex's EA, he was on a roll as long as the pattern he used to make profits existed. But everything has an end - the market has changed and the EA.... Where is he now?

Once the volatility on the Canadian declines and the EA will start to dump and trade with varying success. Unless this EA is adaptive. Adaptive TS is the key to (almost) constant profits.
 
YuraZ:
meta-trader2007 wrote (a):
TS is mine - mis-optimised parameters and is leaking..... I did not have time to prepare my EA well - before the end of the registration an error was found and I managed to fix it only on the last day of the EA reception :(


Sorry cutting the posts and responding to individual thoughts!


it's your credible experience! that the TS and STRATEGY in the EA is wrong and was just tweaked maybe you took the wrong pair!


GBPJPY is a very profitable pair, but it's also very unprofitable!


a good EA should not only react to one pair!


Every pair cannot live on its own!



if your Expert Advisor does NOT read GBPUSD and USDJPY data, it will trade GBPJPY like a blind child!







This is a neuro-advisor - the signals to open and close the poses are given by a neural network. It is not trained correctly due to lack of time.
Reason: