Not the Grail, just a regular one - Bablokos!!! - page 185
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
And apart from that in the tester since 1999.
For all currency pairs including corn on all TFs!
On all currency pairs including corn on all TFs!
Now we come to the idea that there are states in the market that are favourable for the TS and states that are not favourable. For example, let's take two martin (don't spit the code word for example), one is designed to continue the movement of the other to return. As you know, both eventually lose, but the market has states favorable to trade by this method. Now we should determine the market condition we are in and select one of two martins. We should also define the transition of the market from one state to another occurs in a stepwise manner or this is a smooth function (code word - smooth). I propose the following method of solving this problem. We postpone +10 points from the current price. The price breaks through +10. We record +10, from this level we defer another +-10 and the price breaks through -10. We record +10, -10. As an example, we obtain the following vector +10,-10,+10,+10,+10,+10,+10,+10,+10,+10. Let's go through the history and raise a couple of three thousand vectors like these, then train a neural network or Kohonen (another method of classification might be suggested). As a result, we will know where we are now (Silence to Hussars) by the current vector and what kind of martin we should use, or better yet, sit on the fence. Carefully read backhanders, coding an interesting idea ready to take on itself.
Read the thread In the follow-up (spelling is author's own). The author is the unforgettable Svinozavr. The thread is large, but interesting. The most interesting thing is not immediately, but when the discussion of the context begins.
Context is something very similar to what you are talking about now. That is, it is the state of the market.
If you write about it, I don't mind being the first tester. For example take two martin (do not spit code word for example), one is designed to continue the movement of the other to return. As you know, both eventually sell, but the market has states favorable to trade by this method. Now we should determine the market condition we are in and select one of two martins. We should also define the transition of the market from one state to another occurs in a stepwise manner or this is a smooth function (code word - smooth). I propose the following method of solving this problem. We postpone +10 points from the current price. The price breaks through +10. We record +10, from this level we defer another +-10 and the price breaks through -10. We record +10, -10. As an example, we obtain the following vector +10,-10,+10,+10,+10,+10,+10,+10,+10,+10. Let's go through the history and raise a couple of three thousand vectors like these, then train a neural network or Kohonen (another method of classification might be suggested). As a result, we will know where we are now (Silence to Hussars) by the current vector and what kind of martin we should use, or better yet, sit on the fence. Carefully read the backlash, coding an interesting idea ready to take on itself.
There will be something similar to equity trading of the system. We wait for the equity to go into drawdown and start trading on this system. There is only one positive aspect of martingale with equal steps - a series of losses with adequate steps is always within some limits on the history. For example, on eurobucks with 300 pips (5 pips), it is difficult to find a zone where the euro will go without rollback, at least by 1 step, 10 steps. Or to stand in the corridor of 300p with touching the boundaries 10 times alternately, without going beyond the boundaries at 300p.
There is such a scoop - Carcharodon, it's on alp forum in the branch with the same name. It's a mod of the famous cheburashka (from the same place). It is a flip, but with the ability to skip a given number of flips (false signals). I.e. you set 5, it works, records that the already flipped 5 times, and only on 6 comes in. The programmer even closed that branch for some reason)).
Such an approach would probably be profitable. The problem here is something else - signals on such systems will be 1 per month, or even 2. Yes, you can run on all trading instruments and have a signal in a day or a day and a half... hz... if you write it, I would not mind being the first of testers)).
There will be something similar to equity trading of the system. We wait for the equity to go into drawdown and start trading that system. Only in case of martingale with equal steps, there is one positive aspect - the series of losses, with adequate steps, on the history are always within some limits. For example, on eurobucks with 300 pips (5 pips), it is difficult to find a zone where the euro will go without rollback, at least by 1 step, 10 steps. Or to stand in the corridor of 300p with touching the boundaries 10 times alternately, without going beyond the boundaries at 300p.
There is such a scoop - Carcharodon, it's on alp forum in the branch with the same name. It's a mod of the famous cheburashka (from the same place). It is a flip, but with the ability to skip a given number of flips (false signals). I.e. you set 5, it works, records that the already flipped 5 times, and only on 6 comes in. The programmer even closed that branch for some reason)).
Such an approach would probably be profitable. The problem here is something else - signals on such systems will be 1 per month, or even 2. Yes, you can run it on all trading instruments and have a signal in a day or a day and a half... hz... if you write it, I would not mind being the first of the testers.))
Averaging martin has more potential. I'm telling you this from my years of experience of constructing different variants of martin.
Averaging, as in 1-1-1-1-1-1- with a target of always 50% of the move?
It will be something like trading the system's equity. We wait for the equity to go into drawdown and start trading on this system. There is only one positive aspect of martingale with equal steps - a series of losses with adequate steps is always within some limits on the history. For example, on eurobucks with 300 pips (5 pips), it is difficult to find a zone where the euro will go without rollback, at least by 1 step, 10 steps. Or to stand in the corridor of 300p with touching the boundaries 10 times alternately, without going beyond the boundaries at 300p.
There is such a scoop - Carcharodon, it's on alp forum in the branch with the same name. It's a mod of the famous cheburashka (from the same place). It is a flip, but with the ability to skip a given number of flips (false signals). I.e. you set 5, it works, records that the already flipped 5 times, and only on 6 comes in. The programmer even closed that branch for some reason)).
Such an approach would probably be profitable. The problem here is something else - signals on such systems will be 1 per month, or even 2. Yes, you can run it on all trading instruments and have a signal in a day or a day and a half... hz... if you write it, I would not mind being the first of the testers.))
There is such a thing https://www.mql5.com/ru/articles/143 https://www.mql5.com/ru/articles/145
I suggest a slightly different option. Next, I will look at the Kohonen map as an example. Let us draw a map, let it be according to the variant proposed above. Then we will control the profitability of TC1 and position of the current moment on the map. We select the area1 of the highest returns and apply TS1 when the moment hits the area1. It is possible to select several TS, each with its own areas. Imho this option is more preferable, area1 can consist of several areas, one of which will be small to bring profit, but enough to convert the trade from virtual to real. In addition, statistics can be made on the time the market has been in the areas. Maybe according to the trajectory of momentum now on the map, it will be possible to predict where on the map ( read market condition) we will be in the future.
That Mathemat don't want to write a book, I would show it to my grandchildren, this man banned me. Well at least then at least throw interesting links from your bookmarks.
Averaging, as in 1-1-1-1-1-1- with a target of always 50% of the move?