Not the Grail, just a regular one - Bablokos!!! - page 187

 
khorosh:
If the Expert Advisor successfully passes the test since 1999, then firstly, the probability of encountering an even longer non-trend in the future is low; secondly, the initial deposit size I take is twice as big as the maximal drawdown in this interval. So there is still some safety margin. If you do not want to concentrate all your funds in one account, it is better to divide them in several accounts and trade in several currencies, then your grandchildren will not have to hear any horror stories).

If you do not know anything about this, then you should not tell your grandchildren about it. Suppose the maximum losing series of 4, for the fifth attempt this already requires a 32*Start bet. A couple more drawdowns and you'll get 128*starting. thus you will lose starting deposit and safety cushion. Imho you have to keep maximal drawdown to avoid the pain. Or you may start a new series with minimum starting lot after the maximum drawdown event.
 
ivandurak:
On the subject of martin there is a good though short article https://www.mql5.com/ru/articles/1481 And it is not right to take a deposit with reserve. Suppose the maximum losing series of 4, for the fifth attempt this already requires a 32*Start bet. A couple more drawdowns and you'll get 128*starting. thus you will lose starting deposit and safety cushion. Imho you have to keep maximal drawdown at least to avoid painful experience. Or you may start a new series with minimum starting lot after the maximum drawdown event.

This is the tale of people who have not been able to achieve acceptable results in this field, even in the tester. Show me one of them who has had a successful test since 1999. And tell me what's the probability of a no return trend longer than the maximum on the history since 1999. Also, I will never lose the whole deposit as I use a limit when certain losses are reached.

 
7Konstantin7:

Closer to 3,000 orders closed for about 30 minutes :D

Synthetics Forever)

М15

Konstantin, if you don't mind telling me exactly what it is. So you have achieved serious results with synthetics?
 
Sta2066:
Konstantin, if you don't mind telling me exactly what it is. So you have achieved serious results with synthetics?


Not yet, but there are small results) at least what I do almost no one can repeat-no one has seen, once drove for a month without dips, now I just watch the demo-what happens, all I do by eye, the sea of options and not enough life, if I was a coder all would be faster and much more productive, If I was a coder, everything would be faster and more efficient, but everyone should pay for coding (I haven't got enough money to do it, I haven't invented that simple algorithm to open orders, but I have a good farmer to share it with, my head is working).I've got a good farmer's head, applied it in practice, that's not going to work with mt5, I know how to test it with mt4 stories, I just need to redo the code.
 
The topic is like a twatch thread. No references and lots of posts about nothing.
 

Duck, it is clear no one who does not put anything working is just not reasonable and does not say, the market is competition, or you his or he put you.

Man such as thinking years and times such a posted funny) and there are thousands of freeloaders who do not even write in a branch, read and wait to grab what, if something works and so the man has an advantage in the crowd, if this advantage becomes a national treasure is unlikely it will continue to work.

 
khorosh: And what is the probability of the occurrence of a reverse trend longer than the maximum one on the history since 1999?

I have an article on sandwiches - right here. If you want, you can try it out.

The question there is actually very similar - what kind of drawdowns can you expect?

You'll probably have to modify the script slightly (taking into account variable lot) and also check the system for Bernoullianity.

I'm not going to do it now, it was written too long ago... but the idea remains the same. You can calculate, conventionally speaking, the probability of a "black swan" - a drawdown, which you won't see on history, but which is very likely in the future.

The main point of the article is that for some strategies (actually - for most of them, about 80-90%) you can avoid analyzing a chart of a trading instrument, and simply consider a sequence of deals.

After all, at the end of the day, it's all about saving money, not increasing it.

 
7Konstantin7:

Duck, it is clear no one who does not put anything working is just not reasonable and does not say, the market is competition, or you his or he put you.

Man such as thinking years and times such a posted funny) and there are thousands of freeloaders who do not even write in a branch, read and wait to grab what, if something works and so the man has an advantage in the crowd, if this advantage becomes a national treasure is unlikely it will continue to work.

Is it working? Work by hand. It is unlikely that your TOR will give you what you expect. If you are a technician and know the basics, you can try it yourself.
 
Mathemat:
....

The main point of the article is that for some strategies (in fact for most, about 80-90%) you can avoid analysing the chart of the instrument being traded and just consider the sequence of trades......


But what is the point? There is still something to consider.
 
Sta2066:
Is it working? You have to work manually. It is unlikely that your TOR will give you what you expect. If you are a techie and know the basics, you can try it yourself.


It's getting better and better over the years, but not enough for stability.

The robot works, there are a lot of options how to run this primitive algorithm, both by order type and by portfolio, but one cannot retest it online and life is not enough, I just run it on a demo without much hope and look at it, My first time I had no drawdowns for a month, I showed a drawdown-free chart in my demo, then I erased it, I didn't like drawdown, which reached -750 and it became clear that trading with dollars is not suitable for cents... If I've tried it I've got a good chance to fix it, but I don't know how to fix it so I just cannot coder.

Yes, and look for a coder too, I do not know how many words would be) and he listens and say no... I can not or it's all nonsense, and he coding ...I don't know who to believe, I'm tired of handicapping(, my thoughts have been forming for many years, I've been looking at the charts for about 6 years, I've been trading every day for at least 3 years, I have rest in summer, and I trade every winter) I even stayed near the monitor this winter, I don't even go out :D I had to go out this winter once or maybe 20 times.

I don't know what's so abstruse as they often discuss on forums, they write all sorts of smart words and formulas but nothing comes out).

I have been testing portfolio trading for many years, portfolio diversification and the rest depends on the system.

Reason: