Why does any strategy only work successfully for a limited time and then stop working? - page 9

 
leman >> :

You try it. Make an Expert Advisor and run it. Only the MM algorithm should be well thought out. I've done experiments, the MM pulls it out.

You're talking nonsense. Here's an ideal losing strategy. Immediately close. Guaranteed and stable loss of spread. The lot size, i.e. MM, is up to you. Show how this your MM will be used in such a strategy.

 
wise >> :

Bullshit. Here's the perfect losing strategy: Open on some pair. Immediately close. Guaranteed and stable loss of spread. The lot size, i.e. MM, is up to you. Show how this your MM will be used in such a strategy.

You can break a lot of things by fooling around.

 
NikT_58 >> :

You can foolishly break a lot of things.

"In a strategy, the MM is important. The right MM will make any strategy profitable.


Which is exactly what I needed to prove. No strategy with a negative MM can be pulled out by the "right" MM.

 
wise писал(а) >>

Bullshit. Here's the perfect losing strategy: Open on some pair. Immediately close. Guaranteed and stable loss of spread. The lot size, i.e. MM, is up to you. Show me how this MM will help you to achieve something in this strategy.

I'm not saying that the MM will help you if you want to deliberately lose the deposit. I'm saying that MM pulls in unfortunate periods for the strategy.

 
leman >> :

I didn't tell you that MM helps if you intentionally want to lose your deposit. I'm saying that MM pulls in bad periods for the strategy.

No, I don't want to intentionally drain. I cited a strategy with a negative MO.


I'm not arguing, MM is important of course. But it won't save a losing strategy in any way. And MM is important for a profitable strategy not to exceed the risks at unsuccessful periods and not to fail. And if it is profitable, it will crawl out. So it is not the MM, but the fact that the strategy is profitable. That's what I mean.

 
a profitable strategy - a strategy with a necessarily profitable MM
 
wise писал(а) >>

No, I don't want to intentionally leak. I cited a strategy with negative MM.


I'm not arguing that MM is important, of course. But it will not save a losing strategy in any way. And for a profitable strategy, MM is important so that in unfortunate periods the risks are not exceeded and the strategy does not fail. And if it is profitable, it will crawl out. So it is not the MM, but the fact that the strategy is profitable. That's what I mean.

I don't know what MM you use, but thanks to my experiments I came to the conclusion that it's not necessary to optimize indicator parameters but MM parameters. If a strategy is profitable, it can be profitable in all symbols and periods with MM. This is my approach. You plan your budget. Planning your budget is even more important in Forex, Forex won't give you delays on payments.

 
leman >> :

I don't know what MM you use, but I came to the conclusion based on my experiments that it's not the indicator parameters that should be optimized, but the MM parameters, and if the strategy was profitable in principle, with the help of MM it can be made profitable for all instruments and periods. This is my approach. In Forex it's even more important to plan your budget. Forex will not give you deferred payments.

As an ideal case to demonstrate this statement is a random entry and exit upon reaching a given profit or loss, with a profit/loss ratio > 1.

However, in this thread I already told you about "Maxwell's demon" - an example from thermodynamics.)))

 
leman писал(а) >>

I don't know what MM you use, but I came to the conclusion based on my experiments that it's not the indicator parameters that should be optimized, but the MM parameters, and if the strategy was profitable in principle, with the help of MM it can be made profitable for all instruments and periods. This is my approach. You plan your budget, in Forex planning your budget is even more important, Forex won't give you deferred payments.

fitting MM to a story is as easy as any other set of options. This does not guarantee that the MM will pull something in real trading.

 
Avals >> :

it is as easy to fit MM to a story as any other set of options. It doesn't guarantee that MM will pull anything in a real trade

(shrugging) Well, yes, it can. And the sky is blue. Only what's that got to do with what I wrote?

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