Combining trend and flat strategies into one TS = grail? - page 4

 
sever30:

1. If you can give an example of the relationship.

2. Agree. What do you think :

- in a neutral situation, in which direction should the centre of gravity be shifted, in a trend or a flat working strategy?

- We state flat, so the user has determined for himself the current state of affairs, in which direction should the centre of gravity be shifted, in a trend or flat strategy?

- trend, which way should the centre of gravity be shifted, trend or flat?

Answers will generate questions. Therefore, I will refrain.
 
hrenfx:
Answers will generate questions. Therefore, I will refrain.

:)
 
sanyooooook:

))), like in a horror movie, the number of heroes gradually decreases.

ZS: hu of next?


San, do not worry, you're not going anywhere, unless you temporarily move to CROWFR:)
 
sever30:

Sanya, don't worry, you're not going anywhere unless you temporarily move to the CRUFM
Of course, if someone (something) disappears somewhere, then somewhere else will appear.
 
alsu: but the main ones are sinusoidal oscillation and exponential relaxation [...] in fact, I'm doing something similar myself at the moment.
Are you solving diphurcs, Alexey?
 

Flat and trend we see as a beautiful picture on the chart at a given minute, but what will happen next (chaos) we do not know and it is better to trade "window" patterns - mechanically. Hands will always lead to half hundreds of mynas spread. True maybe there are conservative technicians out there.

Chicago futures trading, namely making trades is done with expensive (almost inaccessible) information (probably insider information as well).

 
Jingo:

Flat and trend we see as a beautiful picture on the chart at a given minute, but what will happen next (chaos) we do not know and it is better to trade "window" patterns - mechanically. Hands will always lead to half hundreds of mynas spread. True maybe there are conservative technicians out there.

Chicago futures trading, namely making trades is done with expensive (almost inaccessible) information (probably insider information as well).


but you can always look up "Chicago trading"...
 
sever30:
Who is thinking about this? Without being specific, has anyone implemented "combining the incompatible" into a single TS? Not an alternation of one with the other, but a complete and organic combination of a flat strategy and a trend strategy in a single TS... What are the principles and characteristics of such a "hybrid"?
Flat is also a trend, only sideways. That is why we do not change the system.
 
Mathemat:
Solving the difurcations of tea, Alexei?
Yeah, almost, only in reverse - blind deconvolution interested))
 
sever30:
Who thinks about it? Without being specific, has anyone implemented "combining the incompatible" into a single TS? Not an alternation of one with the other, but a complete and organic combination of flat strategy and trend in a single TS... What are the principles and characteristics of such a "hybrid"?

If combining different (correlation sign) strategies into a portfolio, I don't see a problem, but

1. All strategies should be combined into one EA for testing and into different ones for trading

2. Each EA shall place its equity in the file in the tester at bar opening

3. All Expert Advisors must be set up for trading with a constant lot (otherwise, it is cheating)

If you meet the above conditions (i.e., all advisors have to add their equity to the csv format file in testing mode, i.e., one line for each bar), I will do the rest.

More precisely, I have already done everything else, i.e. I have a program which takes a csv file and calculates the optimal (the best and ideally no drawdown) portfolio based on it.

Reason: