A "break-even" strategy - page 5
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It's a lame idea... because in the end it's not about what to do, but when to do it, because everyone knows what to do...
I think a lot of people have done it, the first approximation is that there's an appearance of winning and the tester confirms it.
the tester confirms it, but you can't trust it... in real life it's a very fast drain...
I did a similar system too... it wins - the deposit increased 8 times in a couple of days,
and then loses it in the next couple of days on the demo because it doesn't have the main WHEN...
because in the end it's not about what to do, but when to do it, because everybody knows what to do.
i think many similar systems have done this and the first approximation is that you get a good impression of the payoff.
I don't trust the tester, you just can't trust it... The real thing is a very fast drain...
I did a similar system too... it wins - the deposit increased 8 times in a couple of days,
and then it goes to zero for the next couple of days on the demo because it doesn't have the main WHEN...
Hi guys... the principle of this system has been known for a long time... pure casino gambling principle... we bet on anything all the time (on any colour in the casino) and when we lose we double the bet... I can say that it's really a theoretically win-win strategy without one thing ... namely, a limited deposit ... because the amplitude of its fluctuations (profit and drawdown) will increase and sooner or later the deposit will not withstand drawdowns
I will try to explain the meaning of the strategy. Upon a certain signal, the EA places a buy order with 0.01 lot, let's assume the price went down and moved a little bit away from the open position, then the EA puts 0.02 lot in the sell position to compensate for the first sell order when it reaches a certain level. If the price went down again and reached the level of the 1st order, the Expert Advisor will place a 0.03 lot sell order to compensate for the losing 0.02 lot sell order, and so on until the price moves out of the H pips corridor. The problem with this strategy is that the volume of lots are opened exponentially, but with a certain H (should be high enough) and an initial high deposit you can achieve good results. This strategy is good on days of high volatility and it does not matter which way the price goes. In this strategy it is also possible to limit the losses, by prohibiting the opening of an order when a certain lot volume is reached. The probability of the price fluctuating for a long time in the 100 point range is small and it will either rise or fall. Here are two charts with different parameters for 2008.
What's the point? .... I have a little bit of a system that does not change (it's also a diagonal) for the following pairs GBPJPY USDJPY AUDJPY CADJPY EURJPY CHFJPY NZDJPY... I think I've got it all (just a bunch of currency pairs ... by the way I've tested it on EURUSD too ... but for some reason I don't own the island yet :(... the maximal mm was at the pound 16 times more than the initial lot was only 2 times from 1999 to 2008 on July 15th and only on the pound it was among 6000rands ... 8 times was only 4 times, the main lot was 4 times................. after the real the result: mm had to be crossed out of all further EAs :(
I read the beginning of the thread again. Tell me, why did you create it? You're not asking anything, are you?
The answer is simple. You know the weakness of your strategy and hope that you'll be convinced that it's okay. I had the same "genius" idea.
I don't know how your advisor starts. If there is no system, my advice to you is to optimise it by corridor size and then move the start of testing by a couple of days. You know, it's sobering. You can set up entrance by indicators, by levels, or by who knows what else. But believe me, your EA will gobble up any reasonable deposit at testing range starting from 1999. I have not convinced you? In that case, open microreal, cent account, or something else and earn your first million
Even with microreal, you need at least $2,000 to survive the fluctuations.
And I had a hope that someone would be interested in the code and decide to buy it.)
I read the beginning of the thread again. Tell me, why did you create it? You're not asking anything, are you?
The answer is simple. You know the weakness of your strategy and hope that you'll be convinced that it's okay. I had the same "genius" idea.
I don't know how your EA starts. If there is no system, my advice to you is to optimize it by corridor size and then move the start of testing by a couple of days. You know, it's sobering. You can set up entrance by indicators, by levels, or by who knows what else. But believe me, your EA will gobble up any reasonable deposit at testing range starting from 1999. I have not convinced you? In that case, open microreal, cent account, or something else and earn your first million
starts, by a simple indicator, in general I have enough imagination to develop this idea further))
No, not any! Only the one with a positive Z-score.
Igor, we can (like the market) only see the Z-account in the past.
But there's no guarantee that the TS won't start losing in a row and it won't change as early as tomorrow.
Igor, we can (like the market) only see the Z-account in the past.
But there is no guarantee that the TS will start losing in a row and it won't change as early as tomorrow.
That's right... Fear the wolves, don't walk in the woods. Risk without knowledge is foolishness. In order to take risks consciously, you have to have knowledge. Where else but in the past? About the volatility of the market, I have this opinion. The market is people. And people have always been and will always be greedy and cowardly. Greedy for material goods and cowardly at the risk of losing them.
So why are we trading at all? What are we counting on? Everyone has their own answers to these questions. For me they are as follows. I trade because I have a statistical advantage. I'm counting on it to stay with me in the future. This confidence I get from the results of my studies on long historical intervals. The longer the history interval of the investigated trading system is satisfactory for me, the higher the probability that the TS will behave in the way I need it to.
This is the confidence I get from my research over long historical intervals...
Igor, i.e. are you saying that you have found a statistical advantage over a long interval?
I would like to know:
- What is the resulting P/L ratio and other indicators?
- has the statistical advantage been found on one or several instruments?
- and in general - what exactly are you analysing (candlestick patterns or something else)?
I trade because I have a statistical advantage on my side. And I expect it to be on my side in the future as well. This confidence is given by the results of my studies on long historical intervals. The longer the history interval of the investigated trading system behaves in a satisfactory manner for me, the higher the probability that the TS will behave in the way I need it to.
I totally agree.
.
From recent practice:
Almost a year ago I finished working on a good Expert Advisor I thought I had at the time.
It was working on tests on 5 currency pairs on 3 year history, a year of OOS. Put it on forward for 3 months.
Great. On real for another 6 months - great. Dosed. И ... September, we're out. Almost full.
Turned it off in time. Would have been full. Very frustrating.
I would like to know:
1. what is the resulting P/L ratio and other metrics?
2. what is the statistical advantage of one instrument or several instruments?
3. and in general - what exactly are you analysing (candlestick patterns or something else)?
1. from 2.5 and above... For example, one CU has 2.89
2. on several combining portfolios with different instruments and different system parameters
3. other...