From theory to practice - page 965

 
Alexander_K:

Yes. Our strategies are different, but the issue of exiting a trade is a conceptual one, of course.

I try not to enter unprofitable trades like those on the chart (marked with circles):

For me, these trends are like death, and if I enter in such a deal - hell no, no stops will save me. These powerful trend impulses will sweep away everything...

So, for me, the most important thing is to enter the trade correctly, with lots of restrictions.

What are those lines above/below the price?

SCO?

 
Martin Cheguevara:

These are the kind of stops I enter.

If you don't hit it, you may see that the price increases disproportionately to the potential of the movement.

So my stops are, figuratively speaking, entry stops, not exit stops :)))

And what if I hit it? Well, just close in a loss on a return to the mean. But do not get caught!!! That's the art and the supertask.

 
Martin Cheguevara:

what are the above/below price lines?

SCO?

:))) Nah, you should read this whole thread. It's an amateur.

 
Alexander_K:

:))) Nah, you should read this whole thread. That's for amateurs.

I remember it) I read 1/3 of it, but I didn't have time for more.)

 
Alexander_K:

That is, my stops are figuratively stops to enter the trade, not to exit :)))

And what if I did get in? Well, just close in a loss on a return to the mean. But do not get caught!!! That's the art and the supertask.

It's true!) I also remember trawling like that when the price rose, if I had a BUY, I would close the deal on the rise and it was a plus!

Only I didn't count the excesses or the quartiles...

it was not an excess or quartile... but what about the calculation period - this is fundamentally the wrong method.
 
Martin Cheguevara:


One more thing. From experience on the forum.

If there's no answer to your questions on the forum and in the PM (and they tend to come quickly), it means there really isn't one. And solving problematic questions alone is extremely difficult...

 
Martin Cheguevara:

I usually ask questions that are the cornerstone of any EA, trader's trading. And by solving them, you can improve the reliability of trading very nicely.

Unfortunately, it is extremely difficult to solve these issues, especially to understand the essence of the problem that I am trying to address. Undoubtedly, it is easier to look for false trails, to make up something that does not exist. It's much more fun that way, even though it's useless.
My specific suggestion is to look at all significant trends over the last 10 years and figure out how you can calculate a profitable way to at least break-even an order on a trend so that the Trall potential is about 40-50% of the movement of the general trend.

But it is of course up to you to decide if you want to go forward or sideways.
For example I urge not to consider tactics, because without solving the problem that I stated, it is just more systematic drain of the deposit.

Once upon a time I offered some variants of "trawl-speed trawl". Now it's the other way around - I use trawl-anti-pinch.

 
Martin Cheguevara:


But what about the calculation period - this is fundamentally the wrong method. the calculation period should not be the method should be fully adaptive...

I agree. But, I haven't gotten to that point yet :)))

 
Alexander_K:

I agree. But, I haven't got to that point yet :)))

But you wrote that you use multi-parametric statistical methods of calculation...

 
Martin Cheguevara:

But you wrote that you use multi-parametric statistical methods of calculation...

In time windows. You have some kind of windowless TS in general - am I right?

Reason: