Scold :) Interested to hear your opinion regarding... - page 3

 
alexx_v писал (а) >>

The EA uses nothing but MM, i.e. no turkeys, i.e. at all :)

All it does is shoot moose in early childhood :) well, and grow fat profits of course :)

I think it's a very interesting study. In fact, it means that even the most inexperienced and inexperienced trader, if he will stick to a suitable scheme of weighing his fear and greed, can resist in Forex and even go in the red. And what prevents a man from doing that? His own psyche. Here is the proof that the psyche in Forex should, must be limited by clear rules. And these rules can be worked out with the help of such an expert and a tester.

alexx_v, can you tell me more about your MM? And how does your EA enter the position? Your "direction is essentially random" seems to be different from just random, based on say MathRand()?

 
Yurixx писал (а) >>

I think it's a very interesting study. In fact, it means that even the most clueless, inexperienced and ignorant trader, if he clearly adheres to a suitable scheme of balancing his fear and greed, can manage to stay in forex and even make a profit. And what prevents a man from doing that? His own psyche. Here is the proof that the psyche in Forex should, must be limited by clear rules. And these rules can be worked out with the help of such an expert and a tester.

I totally agree!

 

There is no doubt, in my opinion, that the reasons for market failures lie in ourselves. In fact, this Expert Advisor was created not to get a robot that will avoid human factor in trading (in my opinion, problems should be solved, not avoided, because the problems lie in traders themselves, but you can not avoid yourself), but in order to check the long-term validity of reasoning that suckers should be killed while they are small and let profits grow, instead of grabbing the first available kopeshy profit. Basically, this is the base, the foundation of MM, about the details of which Yurixx asked, because all the rest is only details.

Ваше "Направление по сути случайное", похоже, отличается чем-то от просто случайного, на основе скажем функции MathRand() ?

In this case the entrance is made by the principle "market goes down - buy, and vice versa", we may start from "market goes down - sell, and vice versa", or we can think out other variants, the main point is not the point. The point is that in addition to the strict observance of MM rules, reasonable entries, based on market analysis, the profitability can be increased many times over :)

SZZY: I do not see the future in robots who make us money :) I see the future in thoughtful, disciplined traders who are aware of what they are doing and why.

ZSZZY-zY: but I'll start a more or less complete multicurrency EA on Monday, in demo mode, and maybe lock it a bit later, I wonder how it will behave all the same :)

 
alexx_v писал (а) >>

In this case the entrance is made by the principle "market goes down - buy, and vice versa", we may start from "market goes down - sell, and vice versa", or we may invent a lot of other variants, that is not the point. The point is that in addition to the strict observance of MM rules reasonable entries, based on market analysis, the profitability can be increased many times over :)

I see. :-(

This cannot, of course, be called "almost random" inputs. It is exploitation of a certain counter-trend strategy. And we do not understand it here as well. How has your Expert Advisor gone up against the trend, first it reached 1400 points, and then another 1100 points? And how does it manage to grow profits if it plays against the trend?

Apparently the logic behind your EA is not as simple as described. :-) And it's not that you don't want to reveal it. It is exactly the right thing to do. The matter is that you cannot say about your Expert Advisor that it uses nothing but MM. And it does not matter if there are indicators there or not. If there are any principles of market entering (for example, developed by you in practice), then this is the core on which he works. And which is probably supported by the right MM. After all, it somehow determines that "the market is going down", and that is the indication of the trend.

Try to make the entries really random and then it will become clear whether the MM can pull the trade out or not. I personally think not. That's why I was so surprised by your statement. But I think it was premature.

 

Yes, entries are unlikely to be random. If random at 0.1 there would be a slow drain on the order of the spread per trade. Here, by the way, the m.o. of the trade is not too high, 3.5 spread.

alexx_v, I have the same request for you as for Yuraz: show testing over several years at 0.1. Basically I'm only interested in the average trades (losing and profitable), their frequencies, as well as the lengths of the maximum series of losses and profits.

2 Yuraz: Exciting again! But here we have a fly in the ointment: an average profit trade is one and a half times less than an average loss trade. This greatly limits the MM capabilities of this strategy.

2 All: Congratulations to all on the super victory over the Dutch! Russia beat them like puppies!

 
alexx_v писал (а) >>

In this case the entrance is made by the principle "market goes down - buy, and vice versa", we may start from "market goes down - sell, and vice versa", or we may invent a lot of other variants, that is not the point. The point is that in addition to the strict observance of MM rules, reasonable entries, based on market analysis, the profitability can be increased many times over :)

SZZY: I do not see the future in robots who make us money :) I see the future in thoughtful, disciplined traders who are aware of what they are doing and why.

ZSZZY-zY: but more or less woken up multicurrency EA I'll launch on Monday, in demo of course, and lock it maybe later, I wonder how it will behave all the same :)

I would have to disagree.

MM can be added to an algorithm that implements the exploitation of some working idea. But not an idea to MM.
MM by itself won't do anything. Simply nothing.

Take a deliberately random process, like flipping a coin, and screw any MM to it. It won't do any good. If bets are small, then the flush will be slow and volatility will be low. If the bids are big, the volatility will increase. (drain due to spread, no spread - the process will draw fluctuations around the 50/50 watershed). And that's it.

Take a clearly non-random process - for example, flipping a bimetallic coin. It will more often fall (in the air) on the lattice whose metal density is greater. And no MMs can "tilt" the rising balance line if you bet on tails and "raise" it if you bet on heads.

Demonstrating a profitable balance sheet chart on a "no-money" MM indicates only a randomly profitable interval of historical data. Run it since 1999 and it is likely to average out to be a drain on the spread.

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I see the future for robots. I think there's nothing to argue about. The robot is just a doer. If you put all of your ideas into it, you won't be able to do any better than a robot. Simply because it will have a small, but ultimately decisive advantage - the robot does not make mistakes, is not capricious, is not nervous and does not want to sleep. And most importantly, it is obedient. The question comes down to our suitability.

 
Mathemat писал (а) >>

Yes, entries are unlikely to be random. If random at 0.1 there would be a slow drain on the order of the spread per trade. Here, by the way, the m.o. of the trade is not too high, 3.5 spread.

alexx_v, I have the same request for you as for Yuraz: show testing over several years at 0.1. Basically I'm only interested in the average trades (losing and profitable), their frequencies, as well as the lengths of the maximum series of losses and profits.

2 Yuraz: Exciting again! But here we have a fly in the ointment: an average profit trade is larger by half than an average loss trade. This greatly limits the MM capabilities of this strategy.

2 All: Congratulations to all on the super victory over the Dutch! Russia beat them like puppies!

HOWEVER!!! The most beautiful football!

Aleksey - thanks for the comments on the game - I tried the system on a shorter period of time, but I hadn't even tried it from 2003 to 2008!

i have seen the results myself after your request

and it still has the logic.

 

Yes since 1999 I'm pretty sure myself that it's going to sell off (almost 10 years and unchanging parameters, it's unreal...) what's the point of approaching the market with estimates from 10 years ago? :) Does anyone even use this in their trading? i.e. making a decision today, but based on what was 10 years ago? or 9? or even 7 or 8? :) just curious :)

ZS: i will of course post the results as i see them :)

 

Я вижу будущее за роботами. Мне думается. что здесь вообще спорить не о чем. Робот лишь исполнитель. Заложите в него все Ваши идеи - и Вы не сможете работать лучше робота. Просто потому, что у него будет небольшое, но, в конечном счёте, определяющее преимущество - робот не ошибается, не капризничает, не нервничает и не хочет спать. И главное - он послушный. Вопрос сводится к нашей состоятельности.

When science gets to the point where it can recreate not just a copy of a person, but an absolute copy, so that even the train of thought at one point in time is identical - except then I won't be able to work better than a robot, and why should I :) Let him work then. Until then...

 

Демонстрация прибыльного графика баланса на "безыдейном" ММ свидетельствует лишь о случайно прибыльном интервале исторических данных.

There! :)

Actually not for the sake of boasting or whatever, the tester's report is posted (as I wrote, tested not "grail", but the idea, and in principle all that I wanted to get from the test, I got).

Sergey, could you develop your thought a bit, I have highlighted the point of interest there in bold in the quote.

Reason: