Utility trawl - utopia or reality? - page 5

 
infinum13 >> :

Wrong. I don't fuck around at all, and I certainly don't play the indicators. I am simply expressing my thoughts and observations, reflecting.

What exactly am I wrong about? That MAKD shows the difference of MAKs? :)

I don't trawl as discussed here either, but... Without transferring stops you can only take movements, trend following involves transferring stops, and that's what trailing is.

 
gip >> :

What if the entry signals are formed a couple of times a day? .... For example, who works from the channel boundaries, how do they trawl?


If entry is towards the open order, it may be a fill or simply increase the target. If the signal is against the order, the deal is closed, this is the idea of trawling.

Whether or not to open an order in the opposite direction at this point should be decided independently, depends on the strength of the signal. Actually, there can be many variants here. This is the essence of the matter.

I work from the channel boundaries all the time, but I do not see the difference in the way a person enters - the trawling does not depend on this. Channel boundaries are only a WAY (or rather a PLACE) to get a signal. Then trawling depends on signal strength and trading style anyway.

I suspect that infinum13, for example, takes the first movement and then on an additional signal (on a pullback) re-tracks in the same direction (if trending). I also like this way - I use the FIRST continuation signal. I combine such entries with trend following.

 
EVladMih >> :

What you are writing is not a trawl. What I mean is that the trawl must be generated by signals other than input signals. Because conditions are different and there are no input signals between input and output. But there are reverse movements.

 
gip >> :

What you are saying is not a trawl. I meant that a trawl should be generated using other signals, not input signals. Since conditions are different and there are no input signals between entries and exits. But there are reversed movements.

Yes, I have deviated a bit, sorry. If trawling using indicators, then SL should be moved to the extremum where the trend continuation signal is received.

It makes no sense to do it earlier, if one wants to take a trend and not a piece of a single movement.

 

Trawl decreasing mathematical expectation. Fixed trawl, left-right approach sl level to current price, horizontal bar on left - sl away, no triggers.

 

A trawl that increases the expectation. Both examples are quite abstract.

 
gip >> :

>> trawl to increase expectancy.

It's a nice puzzle, but could you make a list of the results of the optimisation? Or a report?

>> And I want to touch it :) .

 
TheXpert >> :

It's a nice puzzle, but could you make a list of the results of the optimisation? Or a report?

I want to touch it :) .

It's just a fixed trawl, no algorithm in the trawl itself. The only difference is when it can be applied and when it cannot.

 
gip >> :

It is just a fixed trawl, there is no algorithm in the trawl itself. The only difference is when it can be applied and when it cannot.

When the trawl application is selective, this selectivity is already part of the trawl algorithm.

 
In this case the trawl has no algorithm of its own, it is a secondary tool of the system and relies on the state of the system. So I can't even comprehend its behaviour. That is, in some places it works, and in other places it doesn't work.
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