I'm good at draining - page 11
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Checked it out, it doesn't work.
So I wrote that anti-martin improves performance if the original system is profitable (good signalling system). If the initial system is crap, it won't make a sweetie out of it.
Coded an EA "Random Martin" - the EA opens orders randomly (like flipping a coin).
Settings:
LOT_MULTIPLIER_PROFIT - lot multiplier, if the previous order was profitable. If it is 0, this function is disabled.
LOT_MULTIPLIER_LOSS - lot multiplier if the previous order was losing. If 0, this function is disabled.
START_LOT - volume of the starting lot
TAKE_PROFIT- profit in points
STOP_LOSS- stop loss in points
MAGIC_NUMBER - magic number
LOT_MULTIPLIER_PROFIT and LOT_MULTIPLIER_LOSS functions work both separately and together.
Who wants to download and test it, but if you see a nice chart in the tester during the first run, let's try it again! The image is always different.
p.s. under what condition, after the series of increases, should the lot be reset to the starting lot?
So I wrote that anti-martin improves performance if the original system is profitable (a good signal system).
Of course it does, and no need to say that signals are unnecessary. A good signal system shifts the probability of winning in our favour.
Of course it is, and we don't need to say that signals are unnecessary. A good signal system shifts the probability of winning in our favour.
I have to admit I have been struggling with randomness myself, but I can't do it. Mathematics says it's impossible), but I find this theme interesting to recharge my brain), I've tried it both ways, especially with 2-scores paradoxes.)
Knowing how to drain well is not a matter of fiddling around. You have to have a deposit here!!!!
As a continuation of the theme. Indeed not every TS can make money by flipping, but that is a sign that you are not trying to cheat the market, the broker or anyone else. In this case you only cheat yourself. In that case it is difficult to make a good losing model as well as a good pouring one, but the sign that you've found the right model is that the flip of a losing one will produce a profit one. Let me give you an example of where it all started. I obtained a model with good parameters in training, but real time did not go well.
I reversed it
And here is the problem and the difficulty of the market. This is where it's obvious. We lost 500 and earned 120. So, you earn on the market for three times longer than you lose, or you lose three times faster than you gain. This is the situation in this example, but otherwise the ratio may be much bigger.)
But if you turned over your plum TS and it worked, it means that your TS is really a market one, which is not trying to cheat anyone. Such a trade will be really put on the exchange, and it will be paid. Because the work is done on the formed bars and the transaction is long enough in time in relation to the selected timeframe.
P.S. This is me against pipsers or as they call themselves now "high-frequency". I don't know, but I'm not sure if they will pay us back.i haven't seen either.....
one idea has only been floating around in my head.... there's a 100% losing strategy when used for a long time...it's a martingale.... if you flip it, you can hope(although i don't know) that sooner or later it will shoot backwards.
I think you have to keep a count of the probability of an event occurring. Yes, the market is not random, it changes its position from trend to flat, so this approach may give good results. For example, we take the market as random and know how many steps the system should perform before the required event occurs. If more steps are made than it is supposed to at a random event, it's time to start trading. Trading in this case will look like doubling the lot while making a profit. If we collect probabilities of all events together, we may calculate the point of maximal probability of ejection and start trading from this point.
Tell me what makes you think the market isn't random, I understand the argument that it's shaped by human activity and humans almost always use a logic and system, but... I mean by randomness I mean the absence of any enduring patterns...
is it possible to predict the direction of a single tick? and a candle is made of ticks ... and a chart is made of candles ...
Why can't a neural network predict the market even though it has been proved by Tibenko's theorem that it approximates any non-linear function even with a single hidden layer...
and there are a lot of such questions)
I don't want to convince you otherwise, I just want an intelligent opinion.
how can you tell the difference between a randomly generated chart and a non-random one.... a trend and a flat, well, there are always trends and flat consolidation on random data....
give me one parameter (a clear one) to distinguish a real market from a fictitious one....
which of these charts is the real one?)