MTS = profit FALSE ||TRUE - page 13

 
YuraZ писал (а) >>

You want an intraday system!

You want to buy or sell on monday tuesday but you don't want to hold the position for a week or a month?


go to month MN1 on eur 2006 2007 2008

see how many candles are white and how many are black

i am not being dramatic but it should be interesting to you to think about

the real reason is the rise in forex prices, the fall in forex prices for the euro and hence the rise in forex prices,

i think 50% of a daily move is good enough.

The more so because, for example GBPJPY goes from 200 to 500 pips and the dynamics of the move is such that you can close in any direction (as long as you choose the right time)

 
olltrad писал (а) I think 50% of a day's movement is not a bad result at all.

The smart books say that it's enough to take a third of the movement. I think that even a tenth is a great result.

 
olltrad писал (а) >>

The advice is definitely good. It's just that the other thing is not clear:

- they are there for a long time

-they've been around for a long time (decades).

-they are always there

-they are there all the time and on all pairs

-each couple has its own dependencies

underline as needed.

Persistent - this means that the pattern identified is likely to be profitable for you, not "worrying" about your balance sheet.

"- they are there for a long time" - yes, most likely the correct answer is "they are always there"

I have reason to believe that a significant proportion of traders don't know what to look for, and as a consequence, how to look. As a result, everyone has a supergrade and a vague near-scientific idea of its regular over-optimisation or something like that. Without finding, a stable pattern, one slips into constant fitting, i.e. searching for parameters at which the system will show a positive balance, a "random win". In contrast, a stable pattern contains money, a "system win", for all parameters. Therefore, the search for a pattern is methodologically different from optimization.

 
Mathemat писал (а) >>

The smart books say that it's enough to take a third of the movement. But I think that even a tenth is already a great result.

I give less - 5 pips. Market, five pips is enough for me :)

Seriously speaking, I personally find it confusing to approach from the opposite direction, to rationalize envy through the notion of missed profit, to see the whole movement and think how to take at least a part of it. I think there is a psychological trap here.

 
Vita писал (а) >>

Clarification doesn't change anything. You have a limitation, an implicit sounding axiom, according to which you consider the following to be an indisputable reality: "Any idea of reality is, by definition, a fiction...". This is your limitation that you impose on the world. Within that limitation I will always be wrong to say otherwise.

It is everyone's choice what, how and what to limit. So, my answer "no, not any" can be read as "I wouldn't limit myself like that".

I'd hate to go off-topic on philosophical topics.

However, I think you are mixing subjective and objective limitations in this post. Yes, we all have our own cognitive-biocognitive patterns of perception, and they certainly distort reality. But beyond this aberration of perception, there are also issues such as the physical limitations of the world available to our perception. We cannot see further than our telescopes and deeper than electron microscopes. We can only assume what lies beneath our feet (the extent of the largest well relative to the diameter of the Earth is like pricking an elephant with a pin). Our science is descriptive, it can tell us how the process happens (again, only in the part of the universe accessible to our study), but it cannot answer the question of why this is the case.

 
DrShumiloff писал (а) >>

I don't want to get into an offtopic on philosophical topics.

However, I think you are mixing subjective and objective limitations in this post. Yes, we all have our own cognitive-biocognitive patterns of perception, and they certainly distort reality. But beyond this aberration of perception, there are also issues such as the physical limitations of the world available to our perception. We cannot see further than our telescopes and deeper than electron microscopes. We can only assume what lies beneath our feet (the extent of the largest well relative to the diameter of the Earth is like pricking an elephant with a pin). Our science is descriptive, it can tell us how the process happens (again, only in the part of the universe accessible to our study), but it cannot answer the question of why that is.

"there are problems such as the physical limitations of the world available to our perception" - there you go again imposing a limitation. If you don't get off the tree of knowledge, then you are absolutely right. Within science and other ways of knowing reality by decomposing molecules into atoms you are right that telescopes and microscopes can't see everything and we have to guess-figure it out.

My bad for the off-topic, I was just trying to say that the tree of knowledge may not be the only way to give us a view of reality. As the saying goes, some monkeys may sit on other trees and have different ideas about reality.

 
Vita писал (а) >>

"there are problems such as the physical limitations of the world available to our perception" - there you go again, imposing a limitation. If you don't get off the tree of cognition, you're absolutely right. Within science and other ways of knowing reality by decomposing molecules into atoms you are right that telescopes and microscopes can't see everything and we have to guess-figure it out.

My bad for the off-topic, I was just trying to say that the tree of knowledge may not be the only way to give us a view of reality. As the saying goes, some monkeys may sit on other trees and have different ideas about reality.

Ah, well, if you have a way to comprehend the True Essence of Things by connecting to the World Mind, I can only be glad for you :)

 
Vita писал (а) >>

I give less - 5 pips. Market, five pips is enough for me :)

Seriously, I'm personally confused by the reverse approach, by rationalising envy through the concept of lost profit or something, by seeing the whole move and thinking about how to take at least part of it. I think there's a psychological trap here.

5 pips on half a depot every day and sure! is enough - just kidding

seriously - 5-10p a day with a reasonable MM is enough if they are a guarantee.

 
timbo писал (а) >>

"Can you see me well, you banderolls?" (C) Kaa


I see everyone's enjoying the monkey games. So, championship 2008. Expert attached.

Randomly choose the direction of entry, as well as the size of the stop and profit. We trade only one lot with a maximum size of 15 - all as the sapiens. We play on EuroUSD.

Lot size is regulated by composter library lot_lib - https://www.mql5.com/ru/code/7749 Method - percentage of deposit, risk 33%. Too risky? What do you expect - a championship!

Dummy variable TotalNumber allows multiple passes, i.e. we set optimization from 1 to 603 on the period of the last championship. Genetic algorithm OFF.

Start of the championship! Tadam!!!

Ten finalists:

PassProfitTotal tradesProfit factorExpected PayoffDrawdown $Drawdown %
259148530.491041.971428.1833156.0061.89
272121399.441071.691134.5738650.5053.37
172105213.891061.38992.5855557.0042.64
34567612.01761.41889.6347795.1969.40
49765566.36801.37819.5864312.9972.11
10462174.06731.40851.7058303.0785.20
23158340.58691.33845.5235452.5061.35
38356311.63771.52731.3231357.2872.36
13342289.67601.25704.8344068.5060.01
50041039.74711.98578.0218304.6483.84

I would have made 150K profit if I had traded completely out of the blue.

I.e. it is quite possible that this cosmic result is just a fluke. Which in no way belittles Batter's work, but puts a big fat cross on any attempts to use the Championship results as an indication that automatic profitable trading is possible.



There is a nuance. Bettinger had three EAs at the tournament. 3 EAs brought together in one, completely independent, which is not prohibited by the rules.

A sensible strategy is better than a random average together with statistical outliers .

 
Vita писал (а) >>

In contrast, a sustainable pattern contains money, a 'system gain', for all parameters. Therefore, the search for a pattern is methodologically different from optimisation.

It turns out that a steady pattern should have approximately 99% of system hit (1%-minus force majeure), as opposed to systems with regular reconfiguration, where the percentage varies from one dependence to another.

Reason: