How can one tolerate losses, or a life of waiting for profits? - page 6

 
Yuriy Asaulenko:

)) Well, overslept. There have been many times - gone out for lunch, a cup of coffee, talking on the phone. So, what? Not the first, not the last. There will be a next one. Not a problem at all.

ZS In general, a primitive state alarm is not a problem either).

PS2 I get it, you all want to get money without doing anything. You all want to make money doing nothing. 5 minutes a day and that's it.

You either work the whole day or you think about where the market is going to go, draw arrows and then wonder why you are losing)).


Well, in principle, yes. They are indicators (sound indicators), they should sell football vuzelas in the market, they will bark out a trend when you get a USB signal.) And if you do, the neighbours will wake you up with blows of an axe at the door)))

 
Aleksey Vyazmikin:

I am psychologically uncomfortable with losing streaks - I get anxious and disappointed in myself. Now I trade with my hands and every losing trade brings me down - I'm looking for new ideas for trend trading.

Where do you trade - on the MICEX or on the ECN?

Look, only algotrading suits you. You switch it on, go to the seaside with your girlfriend for a week, and after a week you check it, faint, wake up and understand that there is no reason to worry)))). Why torture yourself with these psychoses from manual trading? Only algotrading! Here's your prescription, put your stamp at the front desk))))

 
geratdc:

Do you trade on the MICEX or on the ECN?

I have not traded on the chart, I just attached it to the chart and pasted it to the report. I`ve tried it and went to the sea with my girlfriend for a week, after a week I checked it and felt faint, but understood that there was no reason to worry about it)))). Why torture yourself with these psychoses from manual trading? Only algotrading! Here's your prescription, put your stamp at the registry))))


I trade on the MOEX, which is where the robot mainly trades. The thing is that I don't need to watch the results of trading. For that I need to improve my robot, which is an endless process....

Forum on trading, automated trading systems and strategy testing

How do I tolerate losses or life expecting profits?

Aleksey Vyazmikin, 2017.08.26 15:57


Got it, I didn't clarify that the last screenshots are from MT5 - I trade on Si.

I purposely ran it through all ticks, glued the chart to the report.



 
Aleksey Vyazmikin:

I trade on the MOEX, and it is mainly the robot that trades. The point is that I don't need to look at the trading results, but for that I need to modify the robot, and this process is endless....



If you want to improve it, you have to test its current parameters once a month and that's enough. In general, if the Expert Advisor makes a profit, it's better not to bother it with its settings and optimization.

In general, if the Expert Advisor makes 100% profit for the year, it is already good, and all the rest is superprofits.

What kind of Expert Advisor is this, and what is Si? Why does the Expert Advisor require endless attention in such a test?

 
geratdc:

You should test the current parameters once a month and that's enough. In general, if the Expert Advisor makes profit, it is better not to disturb it with its settings and optimization.

If an EA makes 100% profit for the year, it is already good, and all the rest is superprofits.

What kind of Expert Advisor is this, and what is Si? Why does the Expert Advisor demand endless attention in such a test?

Probably, it is silver)

 
geratdc:

You should test the current parameters once a month and that's enough. In general, if an EA makes profit, it is better not to disturb it with settings and optimization.

If an EA makes 100% profit for the year, it is already good, and all the rest is superprofits.

What kind of Expert Advisor is this, and what is Si? Why does the Expert Advisor require endless attention in this test?


That's the thing: I look at it and wonder if I've done everything right, maybe there's a fault in the code.

In the tester, it reaches 100% but, as it turned out, the commission is not taken into account and the tester has positive slippage, which is a rarity in the real trading market - but even with these corrections it must be positive.

The Expert Advisor is trend-following, it trades on breakout levels... Si - dollar futures for the ruble.

The Expert Advisor requires attention, as it should implement money management, a partial set of positions and correct clearing - this is the minimum that requires attention. And then, watching the process gives new ideas for improvement, but the disadvantage is the stress of a loss, besides, when you understand at the moment of position opening that you shouldn't have done so...

 
Aleksey Vyazmikin:

This is the thing, when I look at it, it is losing for a week and I have doubts whether I did everything correctly - maybe there is a bug in the code...

In the tester, it does this 100%, but as it turned out, the commission is not taken into account and the tester has positive slippage, which is a rarity in the real world - but even with these corrections it should be positive.

No, if the tester works correctly there are no errors in the code.

But in the TS itself it is very possible.

Indeed, the commission and slippage must decrease the profitability, but not make profitable TS unprofitable (except for scalpers when the average take is less than the average spread and commission).

But, I have it all the time. I wrote an Expert Advisor, tested it - there is a profit in the tester. I have tested it and in the best case it results in "bumping about zero". In many cases I fail.

In my experience, I have found that one should seek the minimum possible number of optimizable parameters.

And when I set the EA for trading, I usually set the maximum drawdown at once. As soon as it is reached - that's it, the Expert Advisor has to be reconfigured at best, or even completely altered.

 
Aleksey Vyazmikin:

I am psychologically uncomfortable with losing streaks - I get anxious and disappointed in myself. Now I trade with my hands, and every trade at a loss gets me down - I'm looking for new ideas for trend trading. Stops especially annoy me - I look at the history and I understand that without them I could have lost third of my deposit in couple of days - emotions - inadequate behaviour...

Actually, there is a result of the loss - I have a simple ATS with stops, but without averaging(position opening is planned in two stages), works on a bar opening, TF M1. On Si futures the recovery factor for the year is about 3-8 (depends on depositing option and other settings) - everything in MT4 so far.

The question is how can I sit and wait for profits when I am trading in trend and losing in flat? For example, I have a couple of profitable waves and I am losing the rest of time - what thoughts or self-adjustments besides blind faith should help me not to worry while looking at trading results? When you trade against the trend, you get depressed once in a year when you lose, but here every day a bite is taken off....

Please share your thoughts on this topic.


One thing I don't understand...if you're draining depo, have you tested your system on demo? I'm testing the system for at least half a year, or better still a year, and only then go live....apparently it's not your system or not designed for profit... Search for your own!

 
Viktor Korchagin:

I don't understand one thing....if you're losing a deposit, have you tested your system on a demo? I test a system for at least half a year, or preferably a year, and only then go live...apparently it's not your system or it's not designed for profit... find your own!


This message is referring to the last TS, which was not automated, now it's a completely different situation.

 
George Merts:

No, if the tester works correctly, there is no fault in the code.

But in the TS itself - very possible.

Indeed, the commission and slippage should reduce profitability, but not turn a profitable TS into a loss-making one (except for scalpers, when the average take is less than the average spread and commission).

But, I have it all the time. I wrote an Expert Advisor, tested it - there is a profit in the tester. I have tested it and in the best case it results in "bumping about zero". In many cases I fail.

In my experience, I have found that we should strive for the minimum possible number of optimizable parameters.

And when setting an EA for trading I usually set the maximal drawdown at once. As soon as it is reached - that's it, the Expert Advisor has to be reconfigured at best, or even altered.


For example I won't buy if my ATR goes way over the limit on upper TFs D1, H4, M15, plus I check situation by brand and look at the previous candlestick, if it went out of the range (different levels) and didn't rollback, then I wait. I trade on the one-minute bars and the intra-bar pullback of the upper TFs is very common. I have two more masks from simple filtering to make better entry (they almost do not cut entry - they improve entry points). And so, a couple of tricks.

Yesterday I have prepared two sheets of ideas, I will use them this week and see the results. Funny thing is that partial set position works best, it improves my indexes, so I'm trying to understand why partial unloading is not so effective.

Reason: