Combining trend and flat strategies into one TS = grail? - page 16

 

.......... people are not offended, but in extreme cases they get upset, it's just that when they post about serious things, everyone laughs, and then try to discuss the matter themselves, they do not realize that these posts do not have anything serious and everything has been invented for a long time, but they are just making a fool of themselves .......... If you treat life more simply, people will help .....

 
bosslb:

.......... people are not offended, but in extreme cases they get upset, it's just that when they post about serious things, everyone laughs, and then try to discuss the matter themselves, they do not realize that these posts do not have anything serious and everything has been invented for a long time, but they are making a fool of themselves .......... If you treat life more simply, people will help .....


Just take it easy and look at the world in a simpler way. By the way the success of any interesting discussion depends on the brevity of information
 
Techno:
ok, the degree of slope, if a big trend, almost a horizon - a flat. You can prooptimise the transition boundaries on history.


Not always - the criteria for a trend and a flat are very blurred, even a fuzzy logic won't help...

But there is always a trend - it's important to understand how price moves ...

 
forte928:



but the trend is always there - it's important to understand how the price moves .

What is there to understand? Anyone can guess three times that it's either up-right or down-right.
 
There is another nuance in the definition of a flat state trend. Both the duration of a flat and the trend are non-stationary in time, and when you switch the strategy to a trend, it ends by the sandwich law, the situation with the flat is similar. Well, it's easy to determine whether we are in a trend or a flat, we just have to perform virtual trading and analyse virtual equity. Once again, the concept of a trend or a flat may only be applied to a specific strategy, otherwise you will sink in the definitions and descriptions.
 

In general, what are you talking about? A trader should have at least one TS - the flat TS. We do not need TS on the trend, it is clear! There is nothing to unite.

If programmatically, the problems in programming and indetification, and so on.

 
Techno:
ok, the degree of slope if a big trend, almost a horizon - a flat. You can prooptimise on the history of the transition boundaries.

optimisation is not always the answer, but for finding values maybe, I am more inclined towards the method of execution of the indicators themselves and techniques which are inherently correct in relation to current changes in the market
 
Reshetov:
What is there to understand? Anyone can guess three times that it's either up-right or down-right

there's not a lot of options, but something prevents many from deciding on the direction of the trend...
 
sever30:
Who thinks about it? Without being specific, has anyone implemented "combining the incompatible" in 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"?

Yes, there was such a thing. I personally combined and traded. The grail didn't come out, of course, but the strategy didn't lose either (of course, if you don't go over the "sensible" position volume levels). The principle was very simple: the first strategy that is designed for a trend uses either pyramiding or the same reversal martin with not too aggressive increasing of a lot. It should lead to profit (no choice), but let's say there are flat times, when strategy gives a decent drawdown (about 80% of deposit). For this period there is a flat strategy. Flat strategy has negative mathematical expectation. Of course, flat strategy is losing during the trend, but it is earning during the flat. The two strategies together bring a total profit. The flat strategy simply evens out the equity curve of the first strategy during the flat and takes some part of the total profit of the first strategy (but not all, of course). Both strategies are not based on any analysis of price movement (non-syndicated and not aimed at predicting the price movement with anything else, like patterns, etc.).

And another thing, trend and flat strategies work all the time, i.e. there is no recognition of trend and flat.

 
sever30:
Who has any thoughts on this? Without being specific, has anyone implemented "combining the incompatible" into a single TC? 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"?

I decided to organise a school specifically to solve this problem, as most traders are fixated on such parameters,

The definition of "flat" and what is a trend. The problem is that they are obvious enough, and anyone could have easily spun it all,

If not for the authority of "western gurus", who turn off their minds for a long time, if not forever.

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