Not the Grail, just a regular one - Bablokos!!! - page 184

 
khorosh:
I'm not saying that all trades of a real system must end in profit. The main thing is stable growth with a maximum drawdown of no more than 20% and a profit of at least 100% per year. I think systems with such results exist.


I am not going to argue, maybe they do exist, but I don't see them anywhere as advisors or at least signals with proven history of "drawdown not more than 20% and profit not less than 100%" at least for three years...
 
khorosh:
If any strategy requires scaling or averaging, that's proof that it's a failure. Then it's better to make a traditional, albeit not too much, but fairly stable earning martingale, as I have done).


I would have been better off with traditional martingale, albeit not too much, and fairly stable, but I have done it.)
 
Mathemat:

What if you make such a synthetic so that it is not pseudo-stationary, but, on the contrary, differs from the average as much as possible? And then trade the trends of such a synthetic...

I tried, apart from the horizontal channel, a variant of trend with linear regression of majors on the straight y=x (arbomat does it, there is even a video somewhere on the net - "holy grail ... almost").
So-so results...

But the idea is definitely good, that a minimum of dispersion on an interval is by and large not the main goal.
All the stuff based on multivariate regression, and indeed recycle just minimise variance.
And for trading we need, first of all, fluctuations (with a reasonable amplitude) and recoverability.

The only problem is that there are very few methods of constructing such tools. So far I haven't found almost anything even in English.

However, it is clear to me that there is nothing in the free access that brings money.
It is not for nothing that analysts from big companies in usa have serious confidentiality signatures.



 
I have a question for the community of traders, who apart from our two heroes has a really working EA on arbitrage or at least a manual version of the system? As I saw, this topic has been around for many years. I'm afraid I may fall under illusion, because my trading method is risky. I'm afraid I have to avoid delusions, because my trading method is risky, but my profit is real, not illusory. I would like to think more secure. I have been digging deeper, the more questions and not many answers. I have learned a lot about EAs, but I have not yet reached good stability.
 
evillive:

I'm not going to argue, maybe they do exist, but I don't see them anywhere in the form of Expert Advisors or at least signals with a proven history of "drawdown not exceeding 20% and profit not less than 100%" at least three years...
There is. I have such an advisor on my PAMM.
 
paukas:
Yes, there is. I have such an advisor on a pamm.


I've written in plain English - from three years and more, proven results of "drawdown not exceeding 20% and profit not less than 100%". There's only the drawdown so far ;)
 
evillive:

I have written in Russian in white - from three years and more, proven results "drawdown not more than 20% and profits not less than 100%". There's only drawdown so far ;)

that's no way to sell you an elephant)))

In fact, I'm a sucker for grail-seekers. Come back in three years.

 
evillive:

I've written in plain English - three years and more, proven results of "drawdown not exceeding 20% and profit not less than 100%. There's only the drawdown so far ;)

I'm also wondering why three years...) ...how long should I put it...? Er, let's say three years...))


A year of stable work is not enough, two is no good, three is fine... and I'll write in white Russian to make it clearer... ))))))))))))))))

))))))))))))))))))))))

 
vgeny:

I'm also wondering why three years...) ...how long should I put it...? Er, let's say three years...))


One year of stable work - not enough, two - no way to go, leaving three... just right... and I'll write in Russian in white to make it clearer... ))))))))))))))))

))))))))))))))))))))))


Three is a sacred number. a father had three sons, a serpent-gorynych with three heads, the promise is waiting for three years....

 
paukas:

Three is a sacred number. A father had three sons, a serpent-gorynych with three heads, the promise of three years awaits....


And besides that in the tester since 1999.