Where is the line between fitting and actual patterns? - page 61
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I DON'T KNOW. It's possible to get to the pole, of course.
But at first glance, a clear exploitation of a pattern.
Of course, over-sitting for up to half a year and a high series of transactions is a bit different from what I'd like to see...
But as a starter material - I think it will do.
Good luck with your development.
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PS And on other instruments, how does it behave?
Thank you.
"...Explicit exploitation of a pattern." - I agree.
Limited the number of orders in the market at the same time to 10. Tests made with the maximum available history from the moment of a signal to enter the market - medium term - average order from 1 month to 6 months, trawl is disabled, for smoothing the curve - entries with additional confirmation of the force index, all reports are in the trailer, pictures are attached. Days, by open prices, stops, take - big - for entries/exits (mostly) strictly by TS signals.
For the first two: FS = 34 in each case, on the third: FS = 24, in this regard, I draw your attention to this branch of the forum, in particular to
I call your attention to this forum branch, in particular to Kim I.V.'s post on its first page where he shares his experience, for which I want to express my gratitude.
P.S. Related to the subject - answers have already been posted there many times... :-Р
OnGoing:
...
Now it's clear what the levels are)) I can do a lot more than that on a story)
Just a smile so far... :-Р
It's not about the levels of price changes of a traded instrument, but the levels of a found pattern.
A facet can be calculated by comparing results between Sample and OOS
Many neural network packages have a very convenient way of separating the sample into a training sample and a test sample. The boundary is very easy to identify. If there is no improvement at all on the test sample then it is a naked fit. I.e. the inputs are non-kosher and the TS can be discarded. In other cases, we look until the moment when the results continue to improve on the training sample, and no longer improve on the test sample - this is the boundary.
It's not about the levels of price change of the instrument being traded, but the levels of the pattern found.
This is interesting. Another question, does the Expert Advisor only react to patterns of the current timeframe (d1) or does it look at lower/older ones as well?
Added: stupid question)) no need to answer. This pattern works on lower timeframes, and what are the drawdowns there?
Interesting. Another question, does the EA only react to the patterns of the given working timeframe (d1) or does it look at the lower/senior ones as well?
Here - only daily - is the "working" variant, you can look in the forum thread: Bill Williams and his strategies (for EURUSD) - hence (and the next page) for five measurements of B.Williams - including on H4 (this is a variant of entry and additions by trend, similar to the one here - force index).
1. This pattern works on lower timeframes.
2. and what are the drawdowns there?
1. It does, but perhaps to a lesser extent - I have not dealt with it in detail myself.
2. If you want to trade profitably in the direction of the main trend, you have to look at it. The initial description of this pattern of price movements of market instruments - see the posts on this and next pages of this forum.
Limit the number of orders in the market at the same time to 10.
If you set the limit = 1, you will get 40 trades in 10 years? Can you post the header of such a report?
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That's not what's on my mind here.
I have a large-caliber profitable strategy with average lifetime 5.13/5.36 days of buy/sell trades respectively, reversal without position overlap.
I ran it in visualizer now, and I am thinking: what if I cannot buy or sell with some other periodicity (once in 4 hours or at 0:00 PM, or at 14:00 PM for example)?
I.e. if the MO of each trade is positive, then the application of such a "fan" of orders should improve the performance of the TS ?!
At least visually it seems to be true ... 8))
If you put a limit = 1, would you get 40 transactions in 10 years? Can you post the header of such a report?
.................
That's not what I was thinking here.
I have a large-calibre profitable strategy, with average lifetime of 5.13/5.36 days respectively, reversal, no position overlap.
I ran it in visualizer now, and I am thinking: what if I cannot buy or sell with some other periodicity (once in 4 hours or at 0:00 PM, or at 14:00 PM for example)?
I.e. if the MO of each trade is positive, then the application of such a "fan" of orders should improve the performance of the TS ?!
At least visually it seems to be true ... 8))
I'll post it now... there more... :-P Little busy... :-Р
IMHO, I think it's not about the frequency of topping up, but strictly when a trading signal comes in. In my opinion it's not about the frequency of topping up but strictly on the signal we receive. We should use it if we want to get the maximal profit of the client ... If we want to get the maximal profit of the client ... If we want to get the maximal profit of the client ... then we should use the express express possible. If we take the entire movement - we fill it strictly by signals, the main thing is not to be too rough with the number of shares and their volume.
As for the visual one, when the movement is defined and the signals are coming from the meeting of trading criteria in its direction, but price may move downwards for some time (if entries in buy). Thus if market entry is not one order, for example, at once 1 lot, but 10 times 0,1 (let us assume, on each subsequent candle - naturally at observance of trading criteria of the moment of an entrance in a deal), then it turns out (at the subsequent price movement upwards) - profit more. It's like - "smeared" in time entry point. If the market after an entry by "starting" order continues movement in its (the order) side and conditions of shares are fulfilled, then we enter them in the course of movement - thus yes - profit is less, than at once to enter 1 lot, but it is not critical ...
And maybe this variant (of a spread entry point - averaging) - is not a part of technical analysis? :-Р
"I.e. if the MO of each trade is positive, then using such a "fan" of orders should improve the TS's indicators ?!" - we should look... :-Р
If you put a limit = 1, would you get 40 transactions in 10 years? Can you post the header of such a report?
For USDCAD - values of input parameters too. I enter immediately with 1 lot and at the same time one order is in the market.
I paid attention visually - there were significant pullbacks from the main movement (about 40-50%). What I mean is that if we optimize levels and types of trawl, stop-loss and take, we may enter the market with one order if we take the take position, price rebounds from the main position and then re-enter the market with one order, i.e. there would be more profit. At present I am choosing the variant of TA for this TS which is responsible for the trading criteria of market entering.