"The 'perfect' trading system - page 12

 
VictorArt писал(а) >>

Well, what can you do - the words are simple, but apparently not everyone understands their meaning.

Whoever wants to, will try to understand the meaning, the rest of us don't need to.

I know what you mean. You'd have to be hard-pressed to find such perverts. So far you have found only three - I wish them a stable, very stable flush. As stable as possible!!!! - there's happiness in that!!! So I wish you luck in finding them!!! ))))

 
VictorArt писал(а) >>

1. Stable losses are more important than stable profits :)

2. However, it is very difficult to create a TS that is very likely to have limited drawdowns in terms of time and depth.

If you manage to control the drawdown, you can make the profit as you want - within reasonable limits of course.

1.

If by stability you mean manageability, then I must agree with statement that "stable loss is more important than stable profit", as long as the deposit grows. Indeed, if you can manage losses or eliminate them altogether, then there is nothing to stop profits from growing the deposit. Even the worst trading strategy has profitable trades, and if we can manage losing trades, then the deposit will grow.

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2.

This has already been implemented and there is nothing complicated there. With a frequency filter you can manage profits, losses and drawdowns - 'as you like'.

Take a look at the branch: 'Activity spectrum and AFC of Mts using Moving Average Expert Advisor as an example'.

 

The "ideal" trading system knows how to manage losses.

 
VictorArt писал(а) >>

On everything - see General Trading Theory (GTT).

There are a million examples of TS where the loss is greater than the target, but they do not show stability.

There are a million other examples of TS, where the direction of trades changes - similarly.

Therefore, an adaptive Expert Advisor works only in correlation and harmony of all components.

The target after a profitable trade is not reduced, but adapted, i.e. in general, it can change in either direction depending on what is happening in the market.

The regularity you noticed is a special case, on a separate time period.

OTT is, imho, nonsense. Justify your system mathematically, or say you use TA. ;) It makes much more sense to build a system on a different principle; see the game (it argues that using deterministic strategies leads to failures, and that it makes sense to use mixed strategies).

If sl>tp, then just as many TCs show stable growth (due to over sitting), and then a stable drain (failed to over sitting). Which is also typical of your system.

A change in the direction of the trade can also be justified. If after a losing trade you can predict that the price will continue its movement - it makes sense to open a deal in the right direction. In this case, you should not wait for closing on stops either.

"Adaptation" in this case is just an example of building a nice balance line by means of drawdowns.

 
VictorArt >> :

Stable losses are more important than stable profits :)

I don't really believe in the seriousness of your claims as every time you state it, you add a smiley face. Why would you do that?

However, creating a TS that has a very high probability of making limited time and depth drawdowns is indeed very difficult.

Yes, it's very difficult, I agree.

As I understand it, you are going to trade the history of trades, not prices? And anyway - where can I find links to OTT? Is this your know-how?

Here is your main problem, because of which you are criticized here: you are experimenting on a PAMM account and not on your own money. I thought that PAMM is not intended for experiments.

Why have you put up offers? Traded on this PAMM account by yourselves, without any offers, and would have shown everyone, how the balance curve is gradually correcting to the growth. And then the offers would have come...

 
Mathemat писал(а) >> Here is your main problem, which is why you are being criticised here

That's not why they're criticised. They are not being criticised. It's just surprising that there is no understanding that a six-month long and 60% deep drawdown with 1:4-1:6 trading leverage is not a problem and it is argued that profit is not necessary for investors or for yourself.

 
It's simple - no one cares about a PAMM of a couple of hundred Greens. If a "smart guy" were to steadily drain a couple of hundred kilobucks from the big boys, that would be an interesting conversation. But in the meantime, we're playing "monopoly" here.
 

VictorArt писал(а) >>

1. Stable losses are more important than stable profits :)

Or maybe the man is just joking, making conversation...? It's hard to write that seriously when you're in your right mind. Maybe not quite on topic, but it sounds like a joke. Where has Angela gone?
 
Helen >> :
{...} Where's Angela gone?

Somebody's been doing a lot of self-promotion... And it's much more interesting to read Angela.

 
Helen >> :
Or maybe the man is just joking, making conversation? It's difficult to write such a thing in earnest, if one is in one's right mind. It may be off-topic, but it sounds like a joke.

I don't think so, Helen. The man just fell into his own trap in the heat of the controversy and is now defending to the end the stupidity he has said. It's just a character trait - I'll shit myself (though I've done it more than once), but I won't give in.

Where's Angela gone?

What is Angela doing here? Is there anything on her topic here? )))

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