For those who are convinced that all EAs with a martin are losing out. - page 51

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khorosh:
What do you mean by anti-martin - a remedy against martins?
By the way, a question for you as a subject matter expert.
A trading system that is two identical martins put on two inversely correlated pairs will help reduce risk compared to a single martin?
And what is the principle behind trying to optimise it?
 
Two loss-making systems add up to one loss-making system
 
granit77:
By the way, a question for you as a subject matter expert.
Would a trading system representing two identical martins placed on two inversely correlated pairs help reduce risk compared to a single martin?
And what is the principle behind trying to optimise it?
Regardless of whether there is or is not correlation between the instruments, if the maximum drawdown of the Expert Advisors occurs in different time periods, then the total maximum drawdown will not be much greater than the maximum drawdown of one of them. This may result in a profit on the recovery factor. It seems to me that optimization should not depend on each other by the best recovery factor.
 
khorosh:
Regardless of whether there is or is not correlation between the instruments, if the maximum drawdown of the Expert Advisors occurs in different time periods, the total maximum drawdown will not be much greater than the maximum drawdown of one of them. This may result in a profit on the recovery factor. It seems to me that optimization should not depend on each other by the best recovery factor.

Thank you. I don't quite agree with you, but I get the gist. I will dig through the old stuff and try to check it on the demo.
 
YOUNGA:
Two unprofitable systems add up to one unprofitable system

I don't think so.

Have you heard about the Paradonto paradox?

 
Stells:

I don't think so.

Have you heard about the Paradonto paradox?

:-)

Paradonto....z...

Parrondo paradox!

 
If you give me a losing strategy (that doesn't lose on the spread) I will make it profitable in a moment.
 
YOUNGA:
If you give me a losing strategy (that doesn't lose on the spread) I will make it profitable in a moment.
Here's the code on the five and the results of the test. Here's a video with a description.
 
granit77:
By the way, I have a question for you as your expert on the subject.
A trading system consisting of two identical martin placed on two inversely correlated pairs would reduce the risks compared to a single martin?
And what is the principle behind trying to optimise it?


Sorry.

The topicstarter here is looking at a counter-trend system with elements of martin. That is, positions are opened against price movement, and in trends the system slumps and is really dangerous. If you trade another instrument (whether it correlates or not) with the same system, your risks are doubled.

Imho, it is possible to reduce the total drawdown risks by using a tandem of two systems: trend and counter-trend.

Moreover, if the volume of positions in a counter-trend system is constantly increasing, then in a trend system it must be reduced.

 
GEFEL:


In my opinion, it is possible to reduce the total drawdown risks by using a tandem of two systems: trend and counter-trend.

Moreover, if in a counter-trend system the volume of positions is constantly increasing, then in a trend system it must be decreased.

I was wondering if it is possible to go a slightly different way. Two counter-trend systems set on negatively correlated symbols place opposite positions, hedging each other because their trends are mirror. It allows us to hope for lower risks compared with a single counter-trend system.
There is also the question of optimisation, which is a necessary condition for a system with reduced risk.
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