Classical analysis 'doesn't work'? - page 6

 

Well, VictorArt's load is quite acceptable, by the way. The maximum is 20%, and that's because of the downtime.

 
Figar0 писал(а) >>

...Shouldn't the trading techniques change after what is constantly changing? Is it always necessary to buy when the crocodile opens its mouth and sell when it sticks its tongue out through its tightly closed lips? I highly doubt it. The problem with "classics" is that it is very static, at the time when these indicators were created the markets were very different ...

The only thing that is in favour of CTA so far, is that while there are no proven profitable tactics and techniques, everything has a right to live.

Trading techniques from "classics" do not change, only improved if necessary or possible. They are either applied or not. You choose the right one for the specific situation. But that is only from a personal point of view.

 
Mathemat писал(а) >>

Well, VictorArt's load is quite acceptable, by the way. 20% at the most, and that's because of the dips.

I'm not arguing that it's critical. But the fact is that it has increased. Under unfavourable circumstances, the pawn will simply go into deficit faster. This has to be taken into account....))))

 
alsu >>:

полагаете о результатах деятельности вашего "советника" здесь еще не все наслышаны?


And why don't you like the results?

The Adaptive EA was published 5 months ago and the code hasn't changed since then - it still works.

My point is that there are fully formalised strategies out there that work without being overly romanticised, like this: "The great thing about a trading strategy is that it's always 'searching', so... elusive" :)

A human trader is always an additional risk, in the form of the "human factor". I have already stopped trusting people with my money - sooner or later they will sell out anyway.

 
LeoV >>:

Тсссс!!!.....)))) У него в последний торговый интервал прирост составил +32%. Он в пафосе ))))). Правда такой прирост образовался засчёт увеличения нагрузки депо, а соответсвенно увеличения риска, хотя анонсировался низкий риск и плавность эквити......)))))

Low risk has never been mentioned - that is a myth.

Smooth equity - yes - we try to keep it fairly smooth as far as possible.

The increase is due to the transition to the "increase in profitability" - this was announced in advance, i.e. you have confused cause and effect here. The increase in deposit load is a consequence of the increase in the number of trades over a period of time, which occurred due to the addition of 3 additional adaptive trading robots.

 
VictorArt писал(а) >>

Low risk has never been mentioned anywhere - that's a myth.

Equity smoothness - yes - we try to keep it fairly smooth, as far as possible.

The increase is due to the transition to the task of "increasing profitability" - this was announced in advance, i.e. you have confused cause and effect here. The increase in deposit load is a consequence of the increase in the number of trades over the period of time, which was due to the addition of 3 additional adaptive trading robots.

I do not know what caused the increase in risk - that is up to you. But the fact that it has increased is a fact. And that is not good. If the risk remained at the same level, our profit would not be +32%, but about +10%. And that's not good either. If we were to increase our profit to 32% at the same risk, that would be great. And a 6% change in equity is far from smooth.....))))

 
LeoV >>:

Ну я уж там не знаю за счёт чего увеличился риск - это вам виднее. Но то что он повысился это факт. И это не есть гуууд. Если б риск остался на том же уровне, то прибыль была бы не +32%, а где-то +10%. И это тоже не есть гуууд. Вот если бы при том же самом риске прибыль увеличилась бы до 32% - то это было бы супер. Да и изменение эквити в 6% - это далеко не плавность.....))))


Lyonya, don't disturb the professor, let him hang a dozen more and ...calm down
 
VictorArt >>:

Прирост образовался из-за перехода к решению задачи "увеличение прибыльности"

as far as i remember, from the "steady drain" task?

...because of the addition of 3 additional adaptive trading robots.

confess who you bought it from :)

 
LeoV >>:

Да и изменение эквити в 6% - это далеко не плавность.....))))

The purpose of the deposit is to work, not to lie around for beauty.

Equity is considered "smooth" if investors do not start a mass withdrawal of invested funds, i.e. they do not get nervous.

For example, if a deposit is down by 50% within a day, it is obvious that some investors will hurry to withdraw the balance so as not to lose everything.

If there is no withdrawal - then investors' funds are used rationally and it can be assumed that the smoothness of the curve suits everyone.

Just chasing the smoothness of the curve is absurd, because it is obvious that there is no profit without drawdowns.

 
alsu >>:

насколько я помню, от задачи "стабильный слив"?


From the objective of 'achieving stability'.
Reason: