Utility trawl - utopia or reality? - page 2

 
Avals >> :
trawl is a recalculation of the exit point as the trade progresses. That is why the question is reworded - is it possible to change the exit conditions after opening a position? More precisely, may the quotes received after the position opening provide us with an additional statistical advantage? Sure they can, why not?

Yes, they may. However, according to your scheme, trawl recalculates the exit in the current moment based on the current trend - tactics, while position is often opened by strategy and it turns out that closing by trawl is correct (even profitable sometimes :) ), but only for the current moment. And according to your strategy (and account), at that moment you took a hit. Probably the decisive one. Imho - the trawl should be activated upon reaching the exit point. And you have to decide which one exactly according to the quote's movement.

 
Trawl is like a cow's saddle for strategy...
 
Choomazik >> :
Trawl is like a cow's saddle for strategy...

Not at all. It's a helper (automatic squeeze). Even if it is a cow's saddle. Better to have both a cow and a saddle than separately, or neither.

 
Choomazik писал(а) >>
A trawl is like a cow's saddle for strategy...

Not true. Trawl is part of the strategy and only so. That's why there can't be universal trawls.

It is correctly noted above that a trawl is simply a recalculation of a likely exit point.

 
Shaitan >> :

Not true. The trawl is part of the strategy and only so. That's why there can't be universal trawls.

It is correctly noted above that a trawl is simply a recalculation of a likely exit point.

It has to be (?) recalculated if it wasn't calculated correctly to begin with, right? If you have calculated it correctly, then you will kill the drawdowns with a trawl for example....

 
At the beginning...at the end, the market is constantly changing. Consequently, expectations may also change. And let them change, as long as the algorithm of expectation change fits into the strategy. For instance, I have an Expert Advisor in which trailing profit significantly improves results during tests. Without the trawl such results cannot be obtained.
 
Avals >> :

trawl is the recalculation of the exit point as the trade progresses.

Let's say we have a strategy. We are in.

We have 3 possible exit points for different cases -- regular close, TP and SL. Then the trawl is really recalculating one of the exit points.

So the question is reworded - can we change the exit conditions after opening a position? To be more exact - can quotes obtained after the position opening provide us with an additional statistical advantage? Sure they may, why not?

They can, in theory, but will they? That is the question, in principle.
 
Speaking of saddles. A true story from life (recreated from eyewitness accounts). There were two friends. One in the city C. another in the city B. 12 kilometres from the city C. One of them (from the city B.) on the basis of life troubles and post-alcoholic syndrome a little crazy and went to the psychiatric hospital for voluntary and compulsory improvement of health. And so, after intense psychoactive treatment, one fine morning our patient (in a half-dream) decided to visit his friend. He got out of the fence, got on a stick and galloped to city K. He galloped quite fast, I should add. And then two grannies were out of luck, coming back from their gardens to K. They were standing at a bus stop 3 km away from the city. And they were carrying a decent sack of vegetables. And then an unshaven, striped-clad man hopped up to them. On a stick. The women were surprised. And the man asked them politely if they wanted to go to C or to B. The grandmothers are brave people - they answered to C. The man was pleased, he said: "Get in the cradle, I'll give you a lift. I don't want to be bored on my own. The women were still surprised. Where do you have the cradle? - They asked the uncle - You're on a stick. The man got very offended and started to explain, swearing that it was a motorbike with a cradle. The women realised they were in trouble. What can they do? He's going to kill me, the madman. - They thought as a choir, one on the side of the stick, the other on the backseat. The overtaking and overtaking drivers were VERY surprised. But most of all the traffic inspector was amazed as he watched this strange vehicle with two female passengers sweating and crying in the town of K., observing all traffic rules. He was a clever man, and immediately suspected something amiss. He got out of the car and waved his magic wand. Then he walked up to the man and asked for his license. The man suddenly blurted out that he didn't have a motorbike, but a horse. Then the inspector asked where your saddle was, as you can't ride around town without it. As I did not have one, he asked me to come into the car to draw up a report. While the protocol was being compiled, the inspector radioed to find out what was going on (by that time, the patient had been seen and reported to the police and traffic police) and called for backup from the local mental hospital. This is how the absence of a saddle helped to catch the sick man.
 
locol91 >> :
Speaking of saddles. A true story from life (recreated from eyewitness accounts). There were two friends. One in town C. another in town B. in 12 kilometres from town C. One of them (from the town B.) on the basis of vital troubles and the postalcoholic syndrome a little has gone mad and has gone to mental hospital on voluntary-forced correction of health. And so, after intense psychoactive treatment, one fine morning our patient (in a half-dream) decided to visit his friend. He got out of the fence, got on a stick and galloped to city K. He galloped quite fast, I should add. And then two grannies were out of luck, coming back from their gardens to K. They were standing at a bus stop 3 km away from the city. And they were carrying a decent sack of vegetables. And then an unshaven, striped-clad man hopped up to them. On a stick. The women were surprised. And the man asked them politely if they wanted to go to C or to B. The grandmothers are brave people - they answered to C. The man was pleased, he said: "Get in the cradle, I'll give you a lift. I don't want to be bored on my own. The women were still surprised. Where do you have the cradle? - They asked the uncle - You're on a stick. The man got very offended and started to explain, swearing that it was a motorbike with a cradle. The women realised they were in trouble. What can they do? He's going to kill me, the madman's crazy. - They thought as a choir, one on the side of the stick, the other on the backseat. The overtaking and overtaking drivers were VERY surprised. But most of all the traffic inspector was amazed as he watched this strange vehicle with two female passengers sweating and crying in the town of K., observing all traffic rules. He was a clever man, and immediately suspected something amiss. He got out of the car and waved his magic wand. Then he walked up to the man and asked for his license. The man suddenly blurted out that he didn't have a motorbike, but a horse. Then the inspector asked where your saddle was, as you can't ride around town without it. Because I did not have one, he asked me to come into the car to draw up a report. While the protocol was being compiled, the inspector radioed to find out what was going on (by that time, the patient had been seen and reported to the police and traffic police) and called for backup from the local mental hospital. That is how the lack of a saddle helped catch the sick man.

:)))

 
TheXpert писал(а) >>

Let's say we have a strategy. We are in.

We have 3 possible exit points for different cases -- staff close, TA and SL. Then the trawl really recalculates one of the exit points.

You may, in theory, but do they give it? >> That's the question, in principle.

There is also an exit by time or after a certain time. Especially for intraday.

As for me personally it increases stat advantage in some strategies, like for Shaitan, and not only in tests. I can't say anything about trall stop because I don't have any strategy where stop-tall would give advantage.

Reason: