[Archive] Learn how to make money villagers! - page 678
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The quieter the ride, the farther away you will be.
Why a year or two? Study the daily volatility at your leisure.
Because during the day you are like in shorts, you can't see a damn thing.
As for profit, I will take the same amount of money with one take as a farmer took with a hundred takes.
Here are the results of the Expert Advisor, which is roughly recommended by GEFEL. Synchronous triggering of orders in two directions. Take=Step=1000(five digits). No stops. Fixed lot.
... Fora is a flat market on a large scale. Just what you need for bilateral ilanos.
To minimise drawdowns, you need to get the scale right, measure volatility, and get the two ilanes to fully hedge each other.
Eventually, they should pull their takeaways towards each other, and ideally, close their series almost simultaneously.
Using a broker with zero margin on lots, it is possible to achieve a maximum drawdown of approx. 5-7% over a fairly long period of trading time.
Farmers, on the other hand, prefer to work intraday, and heroically struggle against micro-trends, which kill their deposits.
А... So... Why, then, do you have to go to the long haul? After all, both Ilan's are "fully hedged" to each other.
Why wouldn't this principle work intraday as well?
Except that doing it - fully hedging each other - is precisely the hardest part.
Except that doing so - fully hedging each other - is precisely the hardest part.
А... Right. Why then do we have to go to the long haul? After all, both Ilan's are "fully hedged" to each other.
Why wouldn't this principle work intraday as well?
Except that doing so - fully hedging each other - is precisely the hardest part.
He believes that the market is flat only on a large scale, and intraday is a small scale. Whether he is right is another question.
У... There's a lot of trends out there.
Flat is only if you look at a lifetime).
Villagers simply don't know where the price will go, so they try to create a universal trap for it )))) Otherwise, they would already be NOT villagers ))))
:-) Well... Well, I'm not so sure - here's a picture, also a map, is it not from a purely "rural" or, IMHO, still from a "rural" area? :-) including "the village of Nikologorskoye (Cotton Way)" - do not the villagers live in these settlements ...? unless "settlers", which does not change the essence... :-)
It's here.
KimIV:
1. I am writing an Expert Advisor with a minimum of calls to deal history and with a minimum of handling of execution errors returned by the trading server.
2. Optimization interval from 2001.01.01 to 2007.12.31
3. I choose a set of parameters according to Maximum Recovery Factor = Net Profit / Maximum Drawdown. If there is no set of parameters with FS > 30, then the Expert Advisor is discarded.
4. I check the selected set of parameters for stability by making small changes of all parameters one by one. I do not consider too much fluctuation of FS. That is, I determine whether I have selected the "peak of communism" or the "plateau". If the peak, then this set is discarded and I take the next one.
5. I analyze the flat set of parameters in the analyzer of portfolios for compatibility with other TPs. I form a TS portfolio with PV > 100, write an Expert Advisor for online trading and implement it in real account.
Nothing out of the ordinary. However, I need to clarify how Igor calculates the Recovery Factor (RF) for 7 years with known annual RF (and probably drawdowns). If FS is calculated as the sum of the FS for each year (very roughly), it is about 4.3 per year. And this is prohibitive?
It is not very clear where the requirement of minimum reference to transaction history comes from.
It's here.
Yes, I've seen it before. But it doesn't seem prohibitive now either)
Particularly unclear about the briefcase (highlighted).
Yes, that's right. Portfolio investing as described in the books is not present in my approach. But some diversification is achieved. Total portfolio drawdown increases to a MUCH lesser amount than total profits. The FS grows. I achieve what I want. For me, this is the main thing.
I.e. how do you come to this conclusion -portfolio drawdown increases in lesser amounts than total profits.
It seems that both (drawdown and profit) should go to the same value, limited only by the size of the deposit).