Teach me how to make money. - page 13

 
forte928:

Any trading system is flat - - a trend is an impulse move i.e. we have the same flat system on a higher TF...

As if in doubt, but maybe for mathematical calculations use: Let's consider.... and let's say that....

OK. How long does it take to test the system? I'm guessing at least a year. Yusuf got banned. Can't see how he's doing. Until the summer of '14 on the flat market he already wrapped his indicator in a silver wrapper for sale. But then the quid started to strengthen, a long trend formed and he went in a dive.

 

I had a bot like this working on my real in 2014 until it hit a trend: March2015-March2016 testing, flat.

 

Same testing period: March2015-March 2016. Just reverse entry and exit conditions

.

As you can see in a flat, everything is to the face. Just as long as the depo keeps the drawdown.

 
DJDJ22:

Same testing period: March2015-March 2016. Just reverse entry and exit conditions

.

As you can see in the flat everything is to the face. Just as long as the depo keeps the drawdown.

The thing is that most systems do not have time to determine that it is the start of the trend - and they habitually work out the reverse operation in the channel - reflection from the border of the channel.

But the moment of truth is that a channel tends to shift relative to the current channel state - we observe the so-called Athenian arithmetic - and this is the case quite often...

But with a long period channel its shift will not be very noticeable - but it entails errors...

 
forte928:

The thing is that most systems do not have time to detect that a trend has started - and they habitually work out the reverse operation in the channel - reflection from the channel boundary...

But the moment of truth is that a channel tends to shift relative to the current channel state - we observe the so-called Athenian arithmetic - and this is the case quite often...

But with a long period channel its shift will not be very noticeable - but it entails errors...

Yes, it would be easy in forex if it wasn't for those solid buts).
 
khorosh:
Yes, it would be easy in forex if it were not for all these "buts.)
That's what we do to eliminate the buts.
 
forte928:
That's why we do it, to exclude but
And if you take them into account, there's not enough capacity...
 

I join your conversation and would like to suggest and add. It turns out there is a software product that allows you to answer a very important question !!!! As far as your rules for entering the market correspond to the perfect work of the system you trade with. For example, take your trades from your diary (I think it's bad form for a trader not to keep a diary) and for each transaction write down the criteria, which was used to make your decision. The number of input variables in my opinion should not be more than three, anyway the system supports up to 6 input variables. The output will be a simple value: trade in plus, equal to one, trade in minus - zero..... And I will answer your main question. What is the level of predictive ability of your system in relation to the output, and if this level is above 60%? Then it affects the truly fundamental states of the market.

P.S. I am talking only about automatic trading systems. About clear logical commands. Manual trade is not suitable! (If you are interested I can explain why)

 
nikelodeon:

I join your conversation and would like to suggest and add. It turns out there is a software product that allows you to answer a very important question !!!! As far as your rules for entering the market correspond to the perfect work of the system you trade with. For example, take your trades from your diary (I think it's bad form for a trader not to keep a diary) and for each transaction write down the criteria, which was used to make your decision. The number of input variables in my opinion should not be more than three, anyway the system supports up to 6 input variables. The output will be a simple value: trade in plus, equal to one, trade in minus zero..... And I will answer your main question. What is the level of predictive ability of your system in relation to the output, and if this level is above 60%? Then it affects the truly fundamental states of the market.

P.S. I am talking only about automatic trading systems. About clear logical commands. Manual trade is not suitable! (If you're interested, I can clarify why)

If you want to get a precise estimation of the size of the market, you'll have to calibrate your estimation... If you want to know the difference between the two, you'll have to calculate the minimum possible number of points and the maximum possible number of points... If you want to know the minimum possible number of points, you'll have to calculate the minimum possible number of points and the maximum possible number of points...

 
prikolnyjkent: ... I made the first version of the file in which... applied the most primitive, the first "measure of impact" that comes to mind when looking at the graph.

Before anyone starts pointing out... shortcomings, I will say: do not assume that the version shown in the file is the ONLY POSSIBLE... and definitive ...

So, I suggest, before I post my version, that you write here your thought process... THE PURPOSE OF YOUR THINKING during your reflection.
I find it very interesting to explore, to argue, to speculate...
What do you think...? ;)

Hi Eugene! I've had absolutely no time to study this issue until now.
Today I found some. Also took the first version, which came to my mind, and quickly made it in Excel.
I tried very hard NOT to "look ahead" by accident, i.e. to take into account only previous data.
But it is necessary to check the result in the Expert Advisor, in the tester. Here is what I have got:

And what's the graph you got?

Reason: