From theory to practice - page 1425

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Uladzimir Izerski:

It's worth it.

And how much.

Not everyone can make sense of it.

...

Volodya, I'll put it this way.

I, too, was a supporter of this idea, and the other and third, when it brought me an income.

But as time goes by, I become disillusioned with one or the other.

 
Uladzimir Izerski:

Nah.

Renat.

This is the depth of market knowledge.

possibly

But I've had it for a while now.

 

Here is the foundation, etc.

I have a shitload of it.

I do not argue, it makes sense, but it is not the best.

Only the analysis, a very cool one, combined with an understanding of the market algorithm, can work wonders!
 
Alexander_K:

Every t=1 sec. we do not read the current price value, but a specific tick value. I.e. for 1 min=60 sec. you have a number of tick data for calculations, which will always be <=60 and will be floating, depending on trading intensity.

Let's do the math.
Trades per day - 2-3.
Deal's delta - let's say 40 points. There is no need to bother with it in any other case.
Minute candle - let it be ~3-5 points.
If we enter or leave by 3-5 points earlier or later, it practically will not affect the profit.
Why should we collect and analyse seconds or ticks? - You've shown above that minutes are enough.
We want to enter the trade better - we start analyzing the very ticks, when the minutes show us the time to enter the trade. And before - we do not care and forget about it.
Otherwise, we may use an empty cannon against a bird.
I've already given an example, it's like estimating the trajectory of an aeroplane by measuring the vibrations of its fuselage.
 
Грааль:

Granted, but that doesn't prove anything. If you take a long period of time with thousands of trades, a martin will always fail. In a small area, of course, it can beat strategies with static lot or anti-martin.

If you are not a scammer, the trading signals should not depend on the state of your account at all, especially in the case of algorithmic trading, and in a situation of loss series, you should certainly not increase the lot, rather the opposite. Normally we start with tuning the system on static lots, when it reaches stable profit on OOS, with annual Sharpe >2, then it is further tuned according to MM. What you are talking about when GA is looking all in place is just a tweak.

I can still understand when martin and all sorts of "deposit boosters" are engaged in various watchmen and car mechanics, in the first months of dating fora, who decided to "make money on the Internet", but when the old-timers talk about it, it is most likely a scam, which means they are selling something that is lost...

Are we discussing martin here or me? In all my time in forex I haven't sold a single software product and don't intend to. Hello! Is there anyone on this forum who can refute this?

Everyone has their own approach when preparing an Expert Advisor for trading. Personally, I do not use optimizer because my EAs work on ticks and one test run from 2017 lasts about a day. So using the optimizer in the tester is not realistic, I will not live to see it through, I am 76 years old already). Constructing algorithm and defining parameters in the process of visual testing. There is no fitting.

There are over 500 trades here. Not enough? Maximum drawdown less than 7.5%. Loss is closed at 10% drawdown. In each such case I find out the reason and either correct the algorithm or adjust the parameters. So I'm not going to wait until some Expert Advisor of mine fails.

 
Renat Akhtyamov:

possibly

But for me, it's a thing of the past.

It doesn't matter what stage you are at.

It is important to understand what stage you are at.

Without FA, TA is powerless. But to use FA you have to put a lot of effort into it, and it is probably quite late without an assessment of past information and comparison with current information.

Knowledge of the past and current assessment of the past is a chasm. Who doesn't know falls into it.

 
Uladzimir Izerski:

It doesn't matter what stage you are at.

It is important to understand what stage you are at.

Without FA, TA is powerless. But to use FA you have to put a lot of effort into it, and it is probably quite late without an assessment of past information and comparison with current information.

Knowledge of the past and current assessment of the past is a chasm. Who does not know falls into it.

yes, you have to study, but don't stop there either, it's still for the grail.

 
Uladzimir Izerski:

It doesn't matter what stage you are at.

It is important to understand what stage you are at.

Without FA, TA is powerless. But to use FA you have to put a lot of effort into it, and it is probably quite late without an assessment of past information and comparison with current information.

Knowledge of the past and current assessment of the past is a chasm. Who does not know falls into it.

As it is written in one of the few good books on TA - whether it is FA or TA, whether it is dart throwing, the result is the same.
 
Yuriy Asaulenko:
As it is written in one of the few good books on TA - whether FA or TA, whether determining the direction by throwing a dart - the result does not change.

What do you mean?

Do you mean the only thing that gets in the way of a bad dancer is balls?

Volodya is right, you have to know a lot to improve your trading results

And the more the better.

 
Renat Akhtyamov:

What do you mean?

What do you mean, a bad dancer has only his balls in the way?

Volodya is right, you need to know a lot to improve your trading results.

And the more the better.

I am only quoting from the book. Draw your own conclusions.
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